CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7833 |
0.7821 |
-0.0012 |
-0.2% |
0.7873 |
| High |
0.7836 |
0.7821 |
-0.0015 |
-0.2% |
0.7874 |
| Low |
0.7798 |
0.7790 |
-0.0008 |
-0.1% |
0.7792 |
| Close |
0.7815 |
0.7816 |
0.0001 |
0.0% |
0.7830 |
| Range |
0.0038 |
0.0031 |
-0.0007 |
-18.4% |
0.0081 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
116 |
34 |
-82 |
-70.7% |
528 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7902 |
0.7890 |
0.7833 |
|
| R3 |
0.7871 |
0.7859 |
0.7825 |
|
| R2 |
0.7840 |
0.7840 |
0.7822 |
|
| R1 |
0.7828 |
0.7828 |
0.7819 |
0.7818 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7804 |
| S1 |
0.7797 |
0.7797 |
0.7813 |
0.7787 |
| S2 |
0.7778 |
0.7778 |
0.7810 |
|
| S3 |
0.7747 |
0.7766 |
0.7807 |
|
| S4 |
0.7716 |
0.7735 |
0.7799 |
|
|
| 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% |
56% |
False |
False |
142 |
| 10 |
0.7928 |
0.7784 |
0.0144 |
1.8% |
0.0036 |
0.5% |
22% |
False |
False |
128 |
| 20 |
0.8014 |
0.7784 |
0.0229 |
2.9% |
0.0038 |
0.5% |
14% |
False |
False |
104 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
41% |
False |
False |
108 |
| 60 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0037 |
0.5% |
37% |
False |
False |
97 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0036 |
0.5% |
28% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7952 |
|
2.618 |
0.7902 |
|
1.618 |
0.7871 |
|
1.000 |
0.7852 |
|
0.618 |
0.7840 |
|
HIGH |
0.7821 |
|
0.618 |
0.7809 |
|
0.500 |
0.7805 |
|
0.382 |
0.7801 |
|
LOW |
0.7790 |
|
0.618 |
0.7770 |
|
1.000 |
0.7759 |
|
1.618 |
0.7739 |
|
2.618 |
0.7708 |
|
4.250 |
0.7658 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7812 |
0.7814 |
| PP |
0.7809 |
0.7812 |
| S1 |
0.7805 |
0.7810 |
|