CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 10-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7863 |
0.7909 |
0.0046 |
0.6% |
0.7795 |
High |
0.7917 |
0.7979 |
0.0062 |
0.8% |
0.7884 |
Low |
0.7839 |
0.7909 |
0.0071 |
0.9% |
0.7765 |
Close |
0.7911 |
0.7979 |
0.0068 |
0.9% |
0.7863 |
Range |
0.0078 |
0.0069 |
-0.0009 |
-10.9% |
0.0119 |
ATR |
0.0044 |
0.0046 |
0.0002 |
4.0% |
0.0000 |
Volume |
90 |
104 |
14 |
15.6% |
647 |
|
Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8164 |
0.8141 |
0.8017 |
|
R3 |
0.8094 |
0.8071 |
0.7998 |
|
R2 |
0.8025 |
0.8025 |
0.7991 |
|
R1 |
0.8002 |
0.8002 |
0.7985 |
0.8013 |
PP |
0.7955 |
0.7955 |
0.7955 |
0.7961 |
S1 |
0.7932 |
0.7932 |
0.7972 |
0.7944 |
S2 |
0.7886 |
0.7886 |
0.7966 |
|
S3 |
0.7816 |
0.7863 |
0.7959 |
|
S4 |
0.7747 |
0.7793 |
0.7940 |
|
|
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 |
0.7979 |
0.7825 |
0.0154 |
1.9% |
0.0048 |
0.6% |
100% |
True |
False |
75 |
10 |
0.7979 |
0.7765 |
0.0214 |
2.7% |
0.0043 |
0.5% |
100% |
True |
False |
100 |
20 |
0.7979 |
0.7679 |
0.0300 |
3.8% |
0.0040 |
0.5% |
100% |
True |
False |
117 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0038 |
0.5% |
81% |
False |
False |
96 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.2% |
0.0037 |
0.5% |
60% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8274 |
2.618 |
0.8160 |
1.618 |
0.8091 |
1.000 |
0.8048 |
0.618 |
0.8021 |
HIGH |
0.7979 |
0.618 |
0.7952 |
0.500 |
0.7944 |
0.382 |
0.7936 |
LOW |
0.7909 |
0.618 |
0.7866 |
1.000 |
0.7840 |
1.618 |
0.7797 |
2.618 |
0.7727 |
4.250 |
0.7614 |
|
|
Fisher Pivots for day following 10-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7967 |
0.7955 |
PP |
0.7955 |
0.7932 |
S1 |
0.7944 |
0.7909 |
|