CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 02-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7778 |
0.7795 |
0.0017 |
0.2% |
0.7801 |
High |
0.7801 |
0.7808 |
0.0007 |
0.1% |
0.7820 |
Low |
0.7778 |
0.7765 |
-0.0013 |
-0.2% |
0.7769 |
Close |
0.7788 |
0.7765 |
-0.0023 |
-0.3% |
0.7788 |
Range |
0.0024 |
0.0044 |
0.0020 |
85.1% |
0.0052 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.5% |
0.0000 |
Volume |
91 |
56 |
-35 |
-38.5% |
179 |
|
Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7910 |
0.7881 |
0.7788 |
|
R3 |
0.7866 |
0.7837 |
0.7776 |
|
R2 |
0.7823 |
0.7823 |
0.7772 |
|
R1 |
0.7794 |
0.7794 |
0.7768 |
0.7786 |
PP |
0.7779 |
0.7779 |
0.7779 |
0.7775 |
S1 |
0.7750 |
0.7750 |
0.7761 |
0.7743 |
S2 |
0.7736 |
0.7736 |
0.7757 |
|
S3 |
0.7692 |
0.7707 |
0.7753 |
|
S4 |
0.7649 |
0.7663 |
0.7741 |
|
|
Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7947 |
0.7919 |
0.7816 |
|
R3 |
0.7895 |
0.7867 |
0.7802 |
|
R2 |
0.7844 |
0.7844 |
0.7797 |
|
R1 |
0.7816 |
0.7816 |
0.7792 |
0.7804 |
PP |
0.7792 |
0.7792 |
0.7792 |
0.7786 |
S1 |
0.7764 |
0.7764 |
0.7783 |
0.7752 |
S2 |
0.7740 |
0.7740 |
0.7778 |
|
S3 |
0.7689 |
0.7712 |
0.7773 |
|
S4 |
0.7637 |
0.7661 |
0.7759 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7820 |
0.7765 |
0.0056 |
0.7% |
0.0033 |
0.4% |
0% |
False |
True |
47 |
10 |
0.7828 |
0.7679 |
0.0149 |
1.9% |
0.0032 |
0.4% |
57% |
False |
False |
51 |
20 |
0.7840 |
0.7679 |
0.0162 |
2.1% |
0.0033 |
0.4% |
53% |
False |
False |
90 |
40 |
0.8162 |
0.7679 |
0.0483 |
6.2% |
0.0037 |
0.5% |
18% |
False |
False |
83 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0035 |
0.4% |
17% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7993 |
2.618 |
0.7922 |
1.618 |
0.7878 |
1.000 |
0.7852 |
0.618 |
0.7835 |
HIGH |
0.7808 |
0.618 |
0.7791 |
0.500 |
0.7786 |
0.382 |
0.7781 |
LOW |
0.7765 |
0.618 |
0.7738 |
1.000 |
0.7721 |
1.618 |
0.7694 |
2.618 |
0.7651 |
4.250 |
0.7580 |
|
|
Fisher Pivots for day following 02-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7786 |
0.7786 |
PP |
0.7779 |
0.7779 |
S1 |
0.7772 |
0.7772 |
|