CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7805 |
0.7800 |
-0.0005 |
-0.1% |
0.7827 |
| High |
0.7823 |
0.7818 |
-0.0005 |
-0.1% |
0.7841 |
| Low |
0.7783 |
0.7791 |
0.0009 |
0.1% |
0.7783 |
| Close |
0.7813 |
0.7802 |
-0.0011 |
-0.1% |
0.7813 |
| Range |
0.0040 |
0.0027 |
-0.0013 |
-32.5% |
0.0059 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
74 |
78 |
4 |
5.4% |
656 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7885 |
0.7870 |
0.7817 |
|
| R3 |
0.7858 |
0.7843 |
0.7809 |
|
| R2 |
0.7831 |
0.7831 |
0.7807 |
|
| R1 |
0.7816 |
0.7816 |
0.7804 |
0.7824 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7807 |
| S1 |
0.7789 |
0.7789 |
0.7800 |
0.7797 |
| S2 |
0.7777 |
0.7777 |
0.7797 |
|
| S3 |
0.7750 |
0.7762 |
0.7795 |
|
| S4 |
0.7723 |
0.7735 |
0.7787 |
|
|
| 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 |
0.7836 |
0.7783 |
0.0053 |
0.7% |
0.0035 |
0.4% |
37% |
False |
False |
127 |
| 10 |
0.7841 |
0.7783 |
0.0059 |
0.7% |
0.0032 |
0.4% |
33% |
False |
False |
110 |
| 20 |
0.8014 |
0.7783 |
0.0231 |
3.0% |
0.0036 |
0.5% |
8% |
False |
False |
107 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
37% |
False |
False |
110 |
| 60 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0037 |
0.5% |
33% |
False |
False |
98 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0036 |
0.5% |
25% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7933 |
|
2.618 |
0.7889 |
|
1.618 |
0.7862 |
|
1.000 |
0.7845 |
|
0.618 |
0.7835 |
|
HIGH |
0.7818 |
|
0.618 |
0.7808 |
|
0.500 |
0.7805 |
|
0.382 |
0.7801 |
|
LOW |
0.7791 |
|
0.618 |
0.7774 |
|
1.000 |
0.7764 |
|
1.618 |
0.7747 |
|
2.618 |
0.7720 |
|
4.250 |
0.7676 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7805 |
0.7803 |
| PP |
0.7804 |
0.7802 |
| S1 |
0.7803 |
0.7802 |
|