CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 20-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2018 |
20-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.8050 |
0.7978 |
-0.0072 |
-0.9% |
0.7996 |
High |
0.8051 |
0.7981 |
-0.0071 |
-0.9% |
0.8051 |
Low |
0.8000 |
0.7948 |
-0.0052 |
-0.7% |
0.7941 |
Close |
0.8004 |
0.7948 |
-0.0056 |
-0.7% |
0.8004 |
Range |
0.0051 |
0.0033 |
-0.0019 |
-36.3% |
0.0110 |
ATR |
0.0042 |
0.0043 |
0.0001 |
2.2% |
0.0000 |
Volume |
33 |
121 |
88 |
266.7% |
320 |
|
Daily Pivots for day following 20-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8056 |
0.8035 |
0.7966 |
|
R3 |
0.8024 |
0.8002 |
0.7957 |
|
R2 |
0.7991 |
0.7991 |
0.7954 |
|
R1 |
0.7970 |
0.7970 |
0.7951 |
0.7964 |
PP |
0.7959 |
0.7959 |
0.7959 |
0.7956 |
S1 |
0.7937 |
0.7937 |
0.7945 |
0.7932 |
S2 |
0.7926 |
0.7926 |
0.7942 |
|
S3 |
0.7894 |
0.7905 |
0.7939 |
|
S4 |
0.7861 |
0.7872 |
0.7930 |
|
|
Weekly Pivots for week ending 16-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8329 |
0.8276 |
0.8064 |
|
R3 |
0.8219 |
0.8166 |
0.8034 |
|
R2 |
0.8109 |
0.8109 |
0.8024 |
|
R1 |
0.8056 |
0.8056 |
0.8014 |
0.8082 |
PP |
0.7999 |
0.7999 |
0.7999 |
0.8012 |
S1 |
0.7946 |
0.7946 |
0.7993 |
0.7972 |
S2 |
0.7889 |
0.7889 |
0.7983 |
|
S3 |
0.7779 |
0.7836 |
0.7973 |
|
S4 |
0.7669 |
0.7726 |
0.7943 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8119 |
2.618 |
0.8066 |
1.618 |
0.8033 |
1.000 |
0.8013 |
0.618 |
0.8001 |
HIGH |
0.7981 |
0.618 |
0.7968 |
0.500 |
0.7964 |
0.382 |
0.7960 |
LOW |
0.7948 |
0.618 |
0.7928 |
1.000 |
0.7916 |
1.618 |
0.7895 |
2.618 |
0.7863 |
4.250 |
0.7810 |
|
|
Fisher Pivots for day following 20-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7964 |
0.8000 |
PP |
0.7959 |
0.7982 |
S1 |
0.7953 |
0.7965 |
|