CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 04-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7805 |
0.7857 |
0.0052 |
0.7% |
0.7801 |
High |
0.7858 |
0.7871 |
0.0013 |
0.2% |
0.7820 |
Low |
0.7805 |
0.7825 |
0.0020 |
0.3% |
0.7769 |
Close |
0.7844 |
0.7856 |
0.0012 |
0.2% |
0.7788 |
Range |
0.0052 |
0.0046 |
-0.0007 |
-13.3% |
0.0052 |
ATR |
0.0045 |
0.0045 |
0.0000 |
0.1% |
0.0000 |
Volume |
409 |
130 |
-279 |
-68.2% |
179 |
|
Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7987 |
0.7967 |
0.7881 |
|
R3 |
0.7941 |
0.7921 |
0.7868 |
|
R2 |
0.7896 |
0.7896 |
0.7864 |
|
R1 |
0.7876 |
0.7876 |
0.7860 |
0.7863 |
PP |
0.7850 |
0.7850 |
0.7850 |
0.7844 |
S1 |
0.7830 |
0.7830 |
0.7851 |
0.7818 |
S2 |
0.7805 |
0.7805 |
0.7847 |
|
S3 |
0.7759 |
0.7785 |
0.7843 |
|
S4 |
0.7714 |
0.7739 |
0.7830 |
|
|
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 |
0.7871 |
0.7765 |
0.0106 |
1.3% |
0.0040 |
0.5% |
86% |
True |
False |
145 |
10 |
0.7871 |
0.7715 |
0.0156 |
2.0% |
0.0039 |
0.5% |
90% |
True |
False |
100 |
20 |
0.7871 |
0.7679 |
0.0192 |
2.4% |
0.0037 |
0.5% |
92% |
True |
False |
114 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0036 |
0.5% |
48% |
False |
False |
95 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0035 |
0.5% |
36% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8064 |
2.618 |
0.7990 |
1.618 |
0.7944 |
1.000 |
0.7916 |
0.618 |
0.7899 |
HIGH |
0.7871 |
0.618 |
0.7853 |
0.500 |
0.7848 |
0.382 |
0.7842 |
LOW |
0.7825 |
0.618 |
0.7797 |
1.000 |
0.7780 |
1.618 |
0.7751 |
2.618 |
0.7706 |
4.250 |
0.7632 |
|
|
Fisher Pivots for day following 04-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7853 |
0.7843 |
PP |
0.7850 |
0.7830 |
S1 |
0.7848 |
0.7818 |
|