CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 05-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7857 |
0.7875 |
0.0018 |
0.2% |
0.7801 |
High |
0.7871 |
0.7881 |
0.0011 |
0.1% |
0.7820 |
Low |
0.7825 |
0.7855 |
0.0030 |
0.4% |
0.7769 |
Close |
0.7856 |
0.7877 |
0.0021 |
0.3% |
0.7788 |
Range |
0.0046 |
0.0026 |
-0.0020 |
-42.9% |
0.0052 |
ATR |
0.0045 |
0.0043 |
-0.0001 |
-3.0% |
0.0000 |
Volume |
130 |
32 |
-98 |
-75.4% |
179 |
|
Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7949 |
0.7939 |
0.7891 |
|
R3 |
0.7923 |
0.7913 |
0.7884 |
|
R2 |
0.7897 |
0.7897 |
0.7881 |
|
R1 |
0.7887 |
0.7887 |
0.7879 |
0.7892 |
PP |
0.7871 |
0.7871 |
0.7871 |
0.7873 |
S1 |
0.7861 |
0.7861 |
0.7874 |
0.7866 |
S2 |
0.7845 |
0.7845 |
0.7872 |
|
S3 |
0.7819 |
0.7835 |
0.7869 |
|
S4 |
0.7793 |
0.7809 |
0.7862 |
|
|
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 |
0.7881 |
0.7765 |
0.0117 |
1.5% |
0.0038 |
0.5% |
96% |
True |
False |
143 |
10 |
0.7881 |
0.7765 |
0.0117 |
1.5% |
0.0034 |
0.4% |
96% |
True |
False |
91 |
20 |
0.7881 |
0.7679 |
0.0203 |
2.6% |
0.0035 |
0.4% |
98% |
True |
False |
111 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0036 |
0.5% |
53% |
False |
False |
94 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0036 |
0.5% |
40% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7992 |
2.618 |
0.7949 |
1.618 |
0.7923 |
1.000 |
0.7907 |
0.618 |
0.7897 |
HIGH |
0.7881 |
0.618 |
0.7871 |
0.500 |
0.7868 |
0.382 |
0.7865 |
LOW |
0.7855 |
0.618 |
0.7839 |
1.000 |
0.7829 |
1.618 |
0.7813 |
2.618 |
0.7787 |
4.250 |
0.7745 |
|
|
Fisher Pivots for day following 05-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7874 |
0.7865 |
PP |
0.7871 |
0.7854 |
S1 |
0.7868 |
0.7843 |
|