CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 26-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7813 |
0.7831 |
0.0018 |
0.2% |
0.7970 |
High |
0.7825 |
0.7831 |
0.0006 |
0.1% |
0.8014 |
Low |
0.7797 |
0.7802 |
0.0005 |
0.1% |
0.7878 |
Close |
0.7822 |
0.7807 |
-0.0015 |
-0.2% |
0.7880 |
Range |
0.0028 |
0.0029 |
0.0001 |
3.6% |
0.0136 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
34 |
23 |
-11 |
-32.4% |
609 |
|
Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7900 |
0.7883 |
0.7823 |
|
R3 |
0.7871 |
0.7854 |
0.7815 |
|
R2 |
0.7842 |
0.7842 |
0.7812 |
|
R1 |
0.7825 |
0.7825 |
0.7810 |
0.7819 |
PP |
0.7813 |
0.7813 |
0.7813 |
0.7811 |
S1 |
0.7796 |
0.7796 |
0.7804 |
0.7790 |
S2 |
0.7784 |
0.7784 |
0.7802 |
|
S3 |
0.7755 |
0.7767 |
0.7799 |
|
S4 |
0.7726 |
0.7738 |
0.7791 |
|
|
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 |
0.7928 |
0.7797 |
0.0131 |
1.7% |
0.0036 |
0.5% |
8% |
False |
False |
115 |
10 |
0.8014 |
0.7797 |
0.0217 |
2.8% |
0.0034 |
0.4% |
5% |
False |
False |
104 |
20 |
0.8014 |
0.7765 |
0.0249 |
3.2% |
0.0038 |
0.5% |
17% |
False |
False |
105 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
38% |
False |
False |
100 |
60 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
26% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7954 |
2.618 |
0.7907 |
1.618 |
0.7878 |
1.000 |
0.7860 |
0.618 |
0.7849 |
HIGH |
0.7831 |
0.618 |
0.7820 |
0.500 |
0.7817 |
0.382 |
0.7813 |
LOW |
0.7802 |
0.618 |
0.7784 |
1.000 |
0.7773 |
1.618 |
0.7755 |
2.618 |
0.7726 |
4.250 |
0.7679 |
|
|
Fisher Pivots for day following 26-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7817 |
0.7819 |
PP |
0.7813 |
0.7815 |
S1 |
0.7810 |
0.7811 |
|