CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 24-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7873 |
0.7832 |
-0.0041 |
-0.5% |
0.7970 |
High |
0.7874 |
0.7841 |
-0.0033 |
-0.4% |
0.8014 |
Low |
0.7818 |
0.7825 |
0.0007 |
0.1% |
0.7878 |
Close |
0.7820 |
0.7830 |
0.0011 |
0.1% |
0.7880 |
Range |
0.0056 |
0.0016 |
-0.0040 |
-71.2% |
0.0136 |
ATR |
0.0043 |
0.0042 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
161 |
180 |
19 |
11.8% |
609 |
|
Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7880 |
0.7871 |
0.7839 |
|
R3 |
0.7864 |
0.7855 |
0.7834 |
|
R2 |
0.7848 |
0.7848 |
0.7833 |
|
R1 |
0.7839 |
0.7839 |
0.7831 |
0.7836 |
PP |
0.7832 |
0.7832 |
0.7832 |
0.7830 |
S1 |
0.7823 |
0.7823 |
0.7829 |
0.7820 |
S2 |
0.7816 |
0.7816 |
0.7827 |
|
S3 |
0.7800 |
0.7807 |
0.7826 |
|
S4 |
0.7784 |
0.7791 |
0.7821 |
|
|
Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8330 |
0.8241 |
0.7955 |
|
R3 |
0.8195 |
0.8105 |
0.7917 |
|
R2 |
0.8059 |
0.8059 |
0.7905 |
|
R1 |
0.7970 |
0.7970 |
0.7892 |
0.7947 |
PP |
0.7924 |
0.7924 |
0.7924 |
0.7912 |
S1 |
0.7834 |
0.7834 |
0.7868 |
0.7811 |
S2 |
0.7788 |
0.7788 |
0.7855 |
|
S3 |
0.7653 |
0.7699 |
0.7843 |
|
S4 |
0.7517 |
0.7563 |
0.7805 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7995 |
0.7818 |
0.0177 |
2.3% |
0.0042 |
0.5% |
7% |
False |
False |
163 |
10 |
0.8014 |
0.7818 |
0.0196 |
2.5% |
0.0034 |
0.4% |
6% |
False |
False |
111 |
20 |
0.8014 |
0.7765 |
0.0249 |
3.2% |
0.0039 |
0.5% |
26% |
False |
False |
106 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
45% |
False |
False |
101 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
30% |
False |
False |
87 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7909 |
2.618 |
0.7883 |
1.618 |
0.7867 |
1.000 |
0.7857 |
0.618 |
0.7851 |
HIGH |
0.7841 |
0.618 |
0.7835 |
0.500 |
0.7833 |
0.382 |
0.7831 |
LOW |
0.7825 |
0.618 |
0.7815 |
1.000 |
0.7809 |
1.618 |
0.7799 |
2.618 |
0.7783 |
4.250 |
0.7757 |
|
|
Fisher Pivots for day following 24-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7833 |
0.7873 |
PP |
0.7832 |
0.7859 |
S1 |
0.7831 |
0.7844 |
|