CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 21-Feb-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2018 |
21-Feb-2018 |
Change |
Change % |
Previous Week |
Open |
0.7978 |
0.7937 |
-0.0041 |
-0.5% |
0.7996 |
High |
0.7981 |
0.7960 |
-0.0021 |
-0.3% |
0.8051 |
Low |
0.7948 |
0.7920 |
-0.0028 |
-0.4% |
0.7941 |
Close |
0.7948 |
0.7925 |
-0.0023 |
-0.3% |
0.8004 |
Range |
0.0033 |
0.0040 |
0.0007 |
21.5% |
0.0110 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.6% |
0.0000 |
Volume |
121 |
200 |
79 |
65.3% |
320 |
|
Daily Pivots for day following 21-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8053 |
0.8029 |
0.7947 |
|
R3 |
0.8014 |
0.7989 |
0.7936 |
|
R2 |
0.7974 |
0.7974 |
0.7932 |
|
R1 |
0.7950 |
0.7950 |
0.7929 |
0.7942 |
PP |
0.7935 |
0.7935 |
0.7935 |
0.7931 |
S1 |
0.7910 |
0.7910 |
0.7921 |
0.7903 |
S2 |
0.7895 |
0.7895 |
0.7918 |
|
S3 |
0.7856 |
0.7871 |
0.7914 |
|
S4 |
0.7816 |
0.7831 |
0.7903 |
|
|
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 |
0.8127 |
2.618 |
0.8063 |
1.618 |
0.8023 |
1.000 |
0.7999 |
0.618 |
0.7984 |
HIGH |
0.7960 |
0.618 |
0.7944 |
0.500 |
0.7940 |
0.382 |
0.7935 |
LOW |
0.7920 |
0.618 |
0.7896 |
1.000 |
0.7881 |
1.618 |
0.7856 |
2.618 |
0.7817 |
4.250 |
0.7752 |
|
|
Fisher Pivots for day following 21-Feb-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7940 |
0.7986 |
PP |
0.7935 |
0.7965 |
S1 |
0.7930 |
0.7945 |
|