CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 30-Apr-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
Open |
0.7792 |
0.7827 |
0.0035 |
0.4% |
0.7873 |
High |
0.7831 |
0.7841 |
0.0011 |
0.1% |
0.7874 |
Low |
0.7792 |
0.7807 |
0.0015 |
0.2% |
0.7792 |
Close |
0.7830 |
0.7824 |
-0.0007 |
-0.1% |
0.7830 |
Range |
0.0038 |
0.0034 |
-0.0004 |
-11.7% |
0.0081 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-1.1% |
0.0000 |
Volume |
130 |
98 |
-32 |
-24.6% |
528 |
|
Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7926 |
0.7909 |
0.7842 |
|
R3 |
0.7892 |
0.7875 |
0.7833 |
|
R2 |
0.7858 |
0.7858 |
0.7830 |
|
R1 |
0.7841 |
0.7841 |
0.7827 |
0.7832 |
PP |
0.7824 |
0.7824 |
0.7824 |
0.7820 |
S1 |
0.7807 |
0.7807 |
0.7820 |
0.7798 |
S2 |
0.7790 |
0.7790 |
0.7817 |
|
S3 |
0.7756 |
0.7773 |
0.7814 |
|
S4 |
0.7722 |
0.7739 |
0.7805 |
|
|
Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8076 |
0.8035 |
0.7875 |
|
R3 |
0.7995 |
0.7953 |
0.7852 |
|
R2 |
0.7913 |
0.7913 |
0.7845 |
|
R1 |
0.7872 |
0.7872 |
0.7837 |
0.7852 |
PP |
0.7832 |
0.7832 |
0.7832 |
0.7822 |
S1 |
0.7790 |
0.7790 |
0.7823 |
0.7770 |
S2 |
0.7750 |
0.7750 |
0.7815 |
|
S3 |
0.7669 |
0.7709 |
0.7808 |
|
S4 |
0.7587 |
0.7627 |
0.7785 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7841 |
0.7792 |
0.0049 |
0.6% |
0.0029 |
0.4% |
64% |
True |
False |
93 |
10 |
0.8014 |
0.7792 |
0.0221 |
2.8% |
0.0036 |
0.5% |
14% |
False |
False |
116 |
20 |
0.8014 |
0.7792 |
0.0221 |
2.8% |
0.0038 |
0.5% |
14% |
False |
False |
109 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
43% |
False |
False |
99 |
60 |
0.8162 |
0.7679 |
0.0483 |
6.2% |
0.0037 |
0.5% |
30% |
False |
False |
92 |
80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0035 |
0.5% |
29% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7986 |
2.618 |
0.7930 |
1.618 |
0.7896 |
1.000 |
0.7875 |
0.618 |
0.7862 |
HIGH |
0.7841 |
0.618 |
0.7828 |
0.500 |
0.7824 |
0.382 |
0.7820 |
LOW |
0.7807 |
0.618 |
0.7786 |
1.000 |
0.7773 |
1.618 |
0.7752 |
2.618 |
0.7718 |
4.250 |
0.7663 |
|
|
Fisher Pivots for day following 30-Apr-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7824 |
0.7821 |
PP |
0.7824 |
0.7819 |
S1 |
0.7824 |
0.7817 |
|