CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 16-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7995 |
0.7970 |
-0.0026 |
-0.3% |
0.7863 |
High |
0.7996 |
0.7997 |
0.0001 |
0.0% |
0.8004 |
Low |
0.7966 |
0.7970 |
0.0004 |
0.0% |
0.7839 |
Close |
0.7968 |
0.7997 |
0.0029 |
0.4% |
0.7968 |
Range |
0.0030 |
0.0027 |
-0.0002 |
-8.5% |
0.0166 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
42 |
70 |
28 |
66.7% |
359 |
|
Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8069 |
0.8060 |
0.8011 |
|
R3 |
0.8042 |
0.8033 |
0.8004 |
|
R2 |
0.8015 |
0.8015 |
0.8001 |
|
R1 |
0.8006 |
0.8006 |
0.7999 |
0.8010 |
PP |
0.7988 |
0.7988 |
0.7988 |
0.7990 |
S1 |
0.7979 |
0.7979 |
0.7994 |
0.7983 |
S2 |
0.7960 |
0.7960 |
0.7992 |
|
S3 |
0.7933 |
0.7951 |
0.7989 |
|
S4 |
0.7906 |
0.7924 |
0.7982 |
|
|
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 |
0.7909 |
0.0095 |
1.2% |
0.0037 |
0.5% |
92% |
False |
False |
67 |
10 |
0.8004 |
0.7805 |
0.0199 |
2.5% |
0.0041 |
0.5% |
96% |
False |
False |
102 |
20 |
0.8004 |
0.7679 |
0.0325 |
4.1% |
0.0036 |
0.5% |
98% |
False |
False |
76 |
40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0037 |
0.5% |
85% |
False |
False |
94 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.2% |
0.0036 |
0.4% |
64% |
False |
False |
73 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8111 |
2.618 |
0.8067 |
1.618 |
0.8040 |
1.000 |
0.8024 |
0.618 |
0.8013 |
HIGH |
0.7997 |
0.618 |
0.7986 |
0.500 |
0.7983 |
0.382 |
0.7980 |
LOW |
0.7970 |
0.618 |
0.7953 |
1.000 |
0.7942 |
1.618 |
0.7926 |
2.618 |
0.7899 |
4.250 |
0.7855 |
|
|
Fisher Pivots for day following 16-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7992 |
0.7991 |
PP |
0.7988 |
0.7986 |
S1 |
0.7983 |
0.7981 |
|