CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 11-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7865 |
0.7898 |
0.0033 |
0.4% |
0.7816 |
High |
0.7884 |
0.7898 |
0.0014 |
0.2% |
0.7898 |
Low |
0.7865 |
0.7864 |
-0.0002 |
0.0% |
0.7750 |
Close |
0.7884 |
0.7864 |
-0.0021 |
-0.3% |
0.7864 |
Range |
0.0019 |
0.0035 |
0.0015 |
81.6% |
0.0148 |
ATR |
0.0036 |
0.0036 |
0.0000 |
-0.2% |
0.0000 |
Volume |
2 |
42 |
40 |
2,000.0% |
66 |
|
Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7979 |
0.7956 |
0.7882 |
|
R3 |
0.7944 |
0.7921 |
0.7873 |
|
R2 |
0.7910 |
0.7910 |
0.7870 |
|
R1 |
0.7887 |
0.7887 |
0.7867 |
0.7881 |
PP |
0.7875 |
0.7875 |
0.7875 |
0.7872 |
S1 |
0.7852 |
0.7852 |
0.7860 |
0.7846 |
S2 |
0.7841 |
0.7841 |
0.7857 |
|
S3 |
0.7806 |
0.7818 |
0.7854 |
|
S4 |
0.7772 |
0.7783 |
0.7845 |
|
|
Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8281 |
0.8220 |
0.7945 |
|
R3 |
0.8133 |
0.8072 |
0.7904 |
|
R2 |
0.7985 |
0.7985 |
0.7891 |
|
R1 |
0.7924 |
0.7924 |
0.7877 |
0.7955 |
PP |
0.7837 |
0.7837 |
0.7837 |
0.7852 |
S1 |
0.7776 |
0.7776 |
0.7850 |
0.7807 |
S2 |
0.7689 |
0.7689 |
0.7836 |
|
S3 |
0.7541 |
0.7628 |
0.7823 |
|
S4 |
0.7393 |
0.7480 |
0.7782 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8045 |
2.618 |
0.7988 |
1.618 |
0.7954 |
1.000 |
0.7933 |
0.618 |
0.7919 |
HIGH |
0.7898 |
0.618 |
0.7885 |
0.500 |
0.7881 |
0.382 |
0.7877 |
LOW |
0.7864 |
0.618 |
0.7842 |
1.000 |
0.7829 |
1.618 |
0.7808 |
2.618 |
0.7773 |
4.250 |
0.7717 |
|
|
Fisher Pivots for day following 11-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7881 |
0.7858 |
PP |
0.7875 |
0.7852 |
S1 |
0.7869 |
0.7846 |
|