CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 13-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2018 |
13-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7974 |
0.7995 |
0.0022 |
0.3% |
0.7863 |
High |
0.7986 |
0.7996 |
0.0010 |
0.1% |
0.8004 |
Low |
0.7973 |
0.7966 |
-0.0007 |
-0.1% |
0.7839 |
Close |
0.7986 |
0.7968 |
-0.0018 |
-0.2% |
0.7968 |
Range |
0.0013 |
0.0030 |
0.0017 |
126.9% |
0.0166 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
6 |
42 |
36 |
600.0% |
359 |
|
Daily Pivots for day following 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8065 |
0.8046 |
0.7984 |
|
R3 |
0.8036 |
0.8017 |
0.7976 |
|
R2 |
0.8006 |
0.8006 |
0.7973 |
|
R1 |
0.7987 |
0.7987 |
0.7971 |
0.7982 |
PP |
0.7977 |
0.7977 |
0.7977 |
0.7974 |
S1 |
0.7958 |
0.7958 |
0.7965 |
0.7952 |
S2 |
0.7947 |
0.7947 |
0.7963 |
|
S3 |
0.7918 |
0.7928 |
0.7960 |
|
S4 |
0.7888 |
0.7899 |
0.7952 |
|
|
Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8433 |
0.8366 |
0.8059 |
|
R3 |
0.8268 |
0.8201 |
0.8014 |
|
R2 |
0.8102 |
0.8102 |
0.7998 |
|
R1 |
0.8035 |
0.8035 |
0.7983 |
0.8069 |
PP |
0.7937 |
0.7937 |
0.7937 |
0.7954 |
S1 |
0.7870 |
0.7870 |
0.7953 |
0.7903 |
S2 |
0.7771 |
0.7771 |
0.7938 |
|
S3 |
0.7606 |
0.7704 |
0.7922 |
|
S4 |
0.7440 |
0.7539 |
0.7877 |
|
|
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% |
0.0047 |
0.6% |
78% |
False |
False |
71 |
10 |
0.8004 |
0.7765 |
0.0240 |
3.0% |
0.0042 |
0.5% |
85% |
False |
False |
100 |
20 |
0.8004 |
0.7679 |
0.0326 |
4.1% |
0.0036 |
0.5% |
89% |
False |
False |
81 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0037 |
0.5% |
78% |
False |
False |
93 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0036 |
0.4% |
58% |
False |
False |
72 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8121 |
2.618 |
0.8073 |
1.618 |
0.8043 |
1.000 |
0.8025 |
0.618 |
0.8014 |
HIGH |
0.7996 |
0.618 |
0.7984 |
0.500 |
0.7981 |
0.382 |
0.7977 |
LOW |
0.7966 |
0.618 |
0.7948 |
1.000 |
0.7937 |
1.618 |
0.7918 |
2.618 |
0.7889 |
4.250 |
0.7841 |
|
|
Fisher Pivots for day following 13-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7981 |
0.7982 |
PP |
0.7977 |
0.7977 |
S1 |
0.7972 |
0.7973 |
|