CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 04-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7821 |
0.7805 |
-0.0015 |
-0.2% |
0.7827 |
High |
0.7821 |
0.7823 |
0.0002 |
0.0% |
0.7841 |
Low |
0.7790 |
0.7783 |
-0.0007 |
-0.1% |
0.7783 |
Close |
0.7816 |
0.7813 |
-0.0003 |
0.0% |
0.7813 |
Range |
0.0031 |
0.0040 |
0.0009 |
29.0% |
0.0059 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.2% |
0.0000 |
Volume |
34 |
74 |
40 |
117.6% |
656 |
|
Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7926 |
0.7910 |
0.7835 |
|
R3 |
0.7886 |
0.7870 |
0.7824 |
|
R2 |
0.7846 |
0.7846 |
0.7820 |
|
R1 |
0.7830 |
0.7830 |
0.7817 |
0.7838 |
PP |
0.7806 |
0.7806 |
0.7806 |
0.7810 |
S1 |
0.7790 |
0.7790 |
0.7809 |
0.7798 |
S2 |
0.7766 |
0.7766 |
0.7806 |
|
S3 |
0.7726 |
0.7750 |
0.7802 |
|
S4 |
0.7686 |
0.7710 |
0.7791 |
|
|
Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7988 |
0.7959 |
0.7845 |
|
R3 |
0.7929 |
0.7900 |
0.7829 |
|
R2 |
0.7871 |
0.7871 |
0.7824 |
|
R1 |
0.7842 |
0.7842 |
0.7818 |
0.7827 |
PP |
0.7812 |
0.7812 |
0.7812 |
0.7805 |
S1 |
0.7783 |
0.7783 |
0.7808 |
0.7769 |
S2 |
0.7754 |
0.7754 |
0.7802 |
|
S3 |
0.7695 |
0.7725 |
0.7797 |
|
S4 |
0.7637 |
0.7666 |
0.7781 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7841 |
0.7783 |
0.0059 |
0.7% |
0.0036 |
0.5% |
52% |
False |
True |
131 |
10 |
0.7874 |
0.7783 |
0.0091 |
1.2% |
0.0035 |
0.4% |
34% |
False |
True |
118 |
20 |
0.8014 |
0.7783 |
0.0231 |
3.0% |
0.0038 |
0.5% |
13% |
False |
True |
107 |
40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
40% |
False |
False |
108 |
60 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0037 |
0.5% |
36% |
False |
False |
97 |
80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
27% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7993 |
2.618 |
0.7927 |
1.618 |
0.7887 |
1.000 |
0.7863 |
0.618 |
0.7847 |
HIGH |
0.7823 |
0.618 |
0.7807 |
0.500 |
0.7803 |
0.382 |
0.7798 |
LOW |
0.7783 |
0.618 |
0.7758 |
1.000 |
0.7743 |
1.618 |
0.7718 |
2.618 |
0.7678 |
4.250 |
0.7613 |
|
|
Fisher Pivots for day following 04-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7810 |
0.7812 |
PP |
0.7806 |
0.7810 |
S1 |
0.7803 |
0.7809 |
|