CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7781 |
0.7760 |
-0.0021 |
-0.3% |
0.7827 |
| High |
0.7781 |
0.7829 |
0.0048 |
0.6% |
0.7841 |
| Low |
0.7728 |
0.7760 |
0.0032 |
0.4% |
0.7783 |
| Close |
0.7752 |
0.7820 |
0.0068 |
0.9% |
0.7813 |
| Range |
0.0053 |
0.0069 |
0.0016 |
30.2% |
0.0059 |
| ATR |
0.0041 |
0.0043 |
0.0003 |
6.4% |
0.0000 |
| Volume |
191 |
173 |
-18 |
-9.4% |
656 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8010 |
0.7984 |
0.7857 |
|
| R3 |
0.7941 |
0.7915 |
0.7838 |
|
| R2 |
0.7872 |
0.7872 |
0.7832 |
|
| R1 |
0.7846 |
0.7846 |
0.7826 |
0.7859 |
| PP |
0.7803 |
0.7803 |
0.7803 |
0.7809 |
| S1 |
0.7777 |
0.7777 |
0.7813 |
0.7790 |
| S2 |
0.7734 |
0.7734 |
0.7807 |
|
| S3 |
0.7665 |
0.7708 |
0.7801 |
|
| S4 |
0.7596 |
0.7639 |
0.7782 |
|
|
| 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 |
0.7829 |
0.7728 |
0.0101 |
1.3% |
0.0044 |
0.6% |
91% |
True |
False |
110 |
| 10 |
0.7841 |
0.7728 |
0.0113 |
1.4% |
0.0040 |
0.5% |
81% |
False |
False |
125 |
| 20 |
0.8014 |
0.7728 |
0.0286 |
3.7% |
0.0036 |
0.5% |
32% |
False |
False |
114 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
42% |
False |
False |
113 |
| 60 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0038 |
0.5% |
38% |
False |
False |
103 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
28% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.8010 |
|
1.618 |
0.7941 |
|
1.000 |
0.7898 |
|
0.618 |
0.7872 |
|
HIGH |
0.7829 |
|
0.618 |
0.7803 |
|
0.500 |
0.7795 |
|
0.382 |
0.7786 |
|
LOW |
0.7760 |
|
0.618 |
0.7717 |
|
1.000 |
0.7691 |
|
1.618 |
0.7648 |
|
2.618 |
0.7579 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7811 |
0.7806 |
| PP |
0.7803 |
0.7792 |
| S1 |
0.7795 |
0.7779 |
|