CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 02-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2018 |
02-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7810 |
0.7833 |
0.0023 |
0.3% |
0.7873 |
High |
0.7824 |
0.7836 |
0.0012 |
0.2% |
0.7874 |
Low |
0.7784 |
0.7798 |
0.0013 |
0.2% |
0.7792 |
Close |
0.7818 |
0.7815 |
-0.0003 |
0.0% |
0.7830 |
Range |
0.0039 |
0.0038 |
-0.0001 |
-3.8% |
0.0081 |
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.3% |
0.0000 |
Volume |
334 |
116 |
-218 |
-65.3% |
528 |
|
Daily Pivots for day following 02-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7930 |
0.7911 |
0.7836 |
|
R3 |
0.7892 |
0.7873 |
0.7825 |
|
R2 |
0.7854 |
0.7854 |
0.7822 |
|
R1 |
0.7835 |
0.7835 |
0.7818 |
0.7825 |
PP |
0.7816 |
0.7816 |
0.7816 |
0.7811 |
S1 |
0.7797 |
0.7797 |
0.7812 |
0.7787 |
S2 |
0.7778 |
0.7778 |
0.7808 |
|
S3 |
0.7740 |
0.7759 |
0.7805 |
|
S4 |
0.7702 |
0.7721 |
0.7794 |
|
|
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 |
0.7784 |
0.0057 |
0.7% |
0.0036 |
0.5% |
54% |
False |
False |
140 |
10 |
0.7972 |
0.7784 |
0.0188 |
2.4% |
0.0037 |
0.5% |
16% |
False |
False |
144 |
20 |
0.8014 |
0.7784 |
0.0229 |
2.9% |
0.0037 |
0.5% |
14% |
False |
False |
104 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
41% |
False |
False |
109 |
60 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0037 |
0.5% |
37% |
False |
False |
98 |
80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0036 |
0.5% |
27% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7997 |
2.618 |
0.7935 |
1.618 |
0.7897 |
1.000 |
0.7874 |
0.618 |
0.7859 |
HIGH |
0.7836 |
0.618 |
0.7821 |
0.500 |
0.7817 |
0.382 |
0.7812 |
LOW |
0.7798 |
0.618 |
0.7774 |
1.000 |
0.7760 |
1.618 |
0.7736 |
2.618 |
0.7698 |
4.250 |
0.7636 |
|
|
Fisher Pivots for day following 02-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7817 |
0.7814 |
PP |
0.7816 |
0.7813 |
S1 |
0.7816 |
0.7813 |
|