CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 17-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2018 |
17-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7970 |
0.8000 |
0.0031 |
0.4% |
0.7863 |
High |
0.7997 |
0.8014 |
0.0017 |
0.2% |
0.8004 |
Low |
0.7970 |
0.7994 |
0.0025 |
0.3% |
0.7839 |
Close |
0.7997 |
0.8002 |
0.0005 |
0.1% |
0.7968 |
Range |
0.0027 |
0.0019 |
-0.0008 |
-27.8% |
0.0166 |
ATR |
0.0042 |
0.0040 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
70 |
64 |
-6 |
-8.6% |
359 |
|
Daily Pivots for day following 17-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.8051 |
0.8012 |
|
R3 |
0.8042 |
0.8031 |
0.8007 |
|
R2 |
0.8022 |
0.8022 |
0.8005 |
|
R1 |
0.8012 |
0.8012 |
0.8003 |
0.8017 |
PP |
0.8003 |
0.8003 |
0.8003 |
0.8006 |
S1 |
0.7993 |
0.7993 |
0.8000 |
0.7998 |
S2 |
0.7984 |
0.7984 |
0.7998 |
|
S3 |
0.7964 |
0.7973 |
0.7996 |
|
S4 |
0.7945 |
0.7954 |
0.7991 |
|
|
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 |
0.8014 |
0.7960 |
0.0053 |
0.7% |
0.0027 |
0.3% |
78% |
True |
False |
59 |
10 |
0.8014 |
0.7825 |
0.0189 |
2.4% |
0.0037 |
0.5% |
94% |
True |
False |
67 |
20 |
0.8014 |
0.7683 |
0.0331 |
4.1% |
0.0036 |
0.5% |
96% |
True |
False |
77 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.2% |
0.0036 |
0.4% |
96% |
True |
False |
95 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.2% |
0.0036 |
0.4% |
65% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8096 |
2.618 |
0.8065 |
1.618 |
0.8045 |
1.000 |
0.8033 |
0.618 |
0.8026 |
HIGH |
0.8014 |
0.618 |
0.8006 |
0.500 |
0.8004 |
0.382 |
0.8001 |
LOW |
0.7994 |
0.618 |
0.7982 |
1.000 |
0.7975 |
1.618 |
0.7962 |
2.618 |
0.7943 |
4.250 |
0.7911 |
|
|
Fisher Pivots for day following 17-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.8004 |
0.7998 |
PP |
0.8003 |
0.7994 |
S1 |
0.8002 |
0.7990 |
|