CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 19-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7984 |
0.7962 |
-0.0022 |
-0.3% |
0.7863 |
High |
0.7995 |
0.7972 |
-0.0023 |
-0.3% |
0.8004 |
Low |
0.7948 |
0.7929 |
-0.0019 |
-0.2% |
0.7839 |
Close |
0.7954 |
0.7929 |
-0.0024 |
-0.3% |
0.7968 |
Range |
0.0047 |
0.0043 |
-0.0004 |
-8.5% |
0.0166 |
ATR |
0.0041 |
0.0041 |
0.0000 |
0.3% |
0.0000 |
Volume |
104 |
193 |
89 |
85.6% |
359 |
|
Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8072 |
0.8044 |
0.7953 |
|
R3 |
0.8029 |
0.8001 |
0.7941 |
|
R2 |
0.7986 |
0.7986 |
0.7937 |
|
R1 |
0.7958 |
0.7958 |
0.7933 |
0.7951 |
PP |
0.7943 |
0.7943 |
0.7943 |
0.7940 |
S1 |
0.7915 |
0.7915 |
0.7925 |
0.7908 |
S2 |
0.7900 |
0.7900 |
0.7921 |
|
S3 |
0.7857 |
0.7872 |
0.7917 |
|
S4 |
0.7814 |
0.7829 |
0.7905 |
|
|
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 |
0.7929 |
0.0084 |
1.1% |
0.0033 |
0.4% |
0% |
False |
True |
94 |
10 |
0.8014 |
0.7839 |
0.0175 |
2.2% |
0.0039 |
0.5% |
52% |
False |
False |
81 |
20 |
0.8014 |
0.7765 |
0.0249 |
3.1% |
0.0037 |
0.5% |
66% |
False |
False |
86 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.2% |
0.0036 |
0.5% |
75% |
False |
False |
95 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0037 |
0.5% |
50% |
False |
False |
79 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8155 |
2.618 |
0.8085 |
1.618 |
0.8042 |
1.000 |
0.8015 |
0.618 |
0.7999 |
HIGH |
0.7972 |
0.618 |
0.7956 |
0.500 |
0.7951 |
0.382 |
0.7945 |
LOW |
0.7929 |
0.618 |
0.7902 |
1.000 |
0.7886 |
1.618 |
0.7859 |
2.618 |
0.7816 |
4.250 |
0.7746 |
|
|
Fisher Pivots for day following 19-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7951 |
0.7971 |
PP |
0.7943 |
0.7957 |
S1 |
0.7936 |
0.7943 |
|