CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 12-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7976 |
0.7974 |
-0.0003 |
0.0% |
0.7795 |
High |
0.8004 |
0.7986 |
-0.0018 |
-0.2% |
0.7884 |
Low |
0.7960 |
0.7973 |
0.0013 |
0.2% |
0.7765 |
Close |
0.7988 |
0.7986 |
-0.0002 |
0.0% |
0.7863 |
Range |
0.0044 |
0.0013 |
-0.0031 |
-70.5% |
0.0119 |
ATR |
0.0046 |
0.0044 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
117 |
6 |
-111 |
-94.9% |
647 |
|
Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8021 |
0.8016 |
0.7993 |
|
R3 |
0.8008 |
0.8003 |
0.7990 |
|
R2 |
0.7995 |
0.7995 |
0.7988 |
|
R1 |
0.7990 |
0.7990 |
0.7987 |
0.7993 |
PP |
0.7982 |
0.7982 |
0.7982 |
0.7983 |
S1 |
0.7977 |
0.7977 |
0.7985 |
0.7980 |
S2 |
0.7969 |
0.7969 |
0.7984 |
|
S3 |
0.7956 |
0.7964 |
0.7982 |
|
S4 |
0.7943 |
0.7951 |
0.7979 |
|
|
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 |
0.8004 |
0.7839 |
0.0166 |
2.1% |
0.0045 |
0.6% |
89% |
False |
False |
67 |
10 |
0.8004 |
0.7765 |
0.0240 |
3.0% |
0.0042 |
0.5% |
92% |
False |
False |
105 |
20 |
0.8004 |
0.7679 |
0.0326 |
4.1% |
0.0038 |
0.5% |
94% |
False |
False |
84 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0038 |
0.5% |
83% |
False |
False |
95 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.2% |
0.0037 |
0.5% |
62% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8041 |
2.618 |
0.8020 |
1.618 |
0.8007 |
1.000 |
0.7999 |
0.618 |
0.7994 |
HIGH |
0.7986 |
0.618 |
0.7981 |
0.500 |
0.7980 |
0.382 |
0.7978 |
LOW |
0.7973 |
0.618 |
0.7965 |
1.000 |
0.7960 |
1.618 |
0.7952 |
2.618 |
0.7939 |
4.250 |
0.7918 |
|
|
Fisher Pivots for day following 12-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7984 |
0.7976 |
PP |
0.7982 |
0.7966 |
S1 |
0.7980 |
0.7957 |
|