CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 09-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7866 |
0.7863 |
-0.0003 |
0.0% |
0.7795 |
High |
0.7884 |
0.7917 |
0.0033 |
0.4% |
0.7884 |
Low |
0.7863 |
0.7839 |
-0.0024 |
-0.3% |
0.7765 |
Close |
0.7863 |
0.7911 |
0.0048 |
0.6% |
0.7863 |
Range |
0.0021 |
0.0078 |
0.0057 |
271.5% |
0.0119 |
ATR |
0.0042 |
0.0044 |
0.0003 |
6.2% |
0.0000 |
Volume |
20 |
90 |
70 |
350.0% |
647 |
|
Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8123 |
0.8095 |
0.7953 |
|
R3 |
0.8045 |
0.8017 |
0.7932 |
|
R2 |
0.7967 |
0.7967 |
0.7925 |
|
R1 |
0.7939 |
0.7939 |
0.7918 |
0.7953 |
PP |
0.7889 |
0.7889 |
0.7889 |
0.7896 |
S1 |
0.7860 |
0.7860 |
0.7903 |
0.7875 |
S2 |
0.7810 |
0.7810 |
0.7896 |
|
S3 |
0.7732 |
0.7782 |
0.7889 |
|
S4 |
0.7654 |
0.7704 |
0.7868 |
|
|
Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8194 |
0.8147 |
0.7928 |
|
R3 |
0.8075 |
0.8028 |
0.7895 |
|
R2 |
0.7956 |
0.7956 |
0.7884 |
|
R1 |
0.7909 |
0.7909 |
0.7873 |
0.7933 |
PP |
0.7837 |
0.7837 |
0.7837 |
0.7849 |
S1 |
0.7790 |
0.7790 |
0.7852 |
0.7814 |
S2 |
0.7718 |
0.7718 |
0.7841 |
|
S3 |
0.7599 |
0.7671 |
0.7830 |
|
S4 |
0.7480 |
0.7552 |
0.7797 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7917 |
0.7805 |
0.0112 |
1.4% |
0.0045 |
0.6% |
95% |
True |
False |
136 |
10 |
0.7917 |
0.7765 |
0.0152 |
1.9% |
0.0039 |
0.5% |
96% |
True |
False |
91 |
20 |
0.7917 |
0.7679 |
0.0238 |
3.0% |
0.0037 |
0.5% |
97% |
True |
False |
113 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0038 |
0.5% |
62% |
False |
False |
94 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0036 |
0.5% |
47% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8248 |
2.618 |
0.8121 |
1.618 |
0.8043 |
1.000 |
0.7995 |
0.618 |
0.7965 |
HIGH |
0.7917 |
0.618 |
0.7887 |
0.500 |
0.7878 |
0.382 |
0.7868 |
LOW |
0.7839 |
0.618 |
0.7790 |
1.000 |
0.7760 |
1.618 |
0.7712 |
2.618 |
0.7634 |
4.250 |
0.7507 |
|
|
Fisher Pivots for day following 09-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7900 |
0.7900 |
PP |
0.7889 |
0.7889 |
S1 |
0.7878 |
0.7878 |
|