CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 15-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7856 |
0.7793 |
-0.0063 |
-0.8% |
0.7816 |
High |
0.7870 |
0.7815 |
-0.0056 |
-0.7% |
0.7898 |
Low |
0.7856 |
0.7793 |
-0.0063 |
-0.8% |
0.7750 |
Close |
0.7856 |
0.7815 |
-0.0041 |
-0.5% |
0.7864 |
Range |
0.0015 |
0.0022 |
0.0007 |
48.3% |
0.0148 |
ATR |
0.0034 |
0.0036 |
0.0002 |
6.0% |
0.0000 |
Volume |
2 |
1 |
-1 |
-50.0% |
66 |
|
Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7872 |
0.7865 |
0.7826 |
|
R3 |
0.7850 |
0.7843 |
0.7820 |
|
R2 |
0.7829 |
0.7829 |
0.7818 |
|
R1 |
0.7822 |
0.7822 |
0.7816 |
0.7825 |
PP |
0.7807 |
0.7807 |
0.7807 |
0.7809 |
S1 |
0.7800 |
0.7800 |
0.7813 |
0.7804 |
S2 |
0.7786 |
0.7786 |
0.7811 |
|
S3 |
0.7764 |
0.7779 |
0.7809 |
|
S4 |
0.7743 |
0.7757 |
0.7803 |
|
|
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 |
0.7906 |
2.618 |
0.7871 |
1.618 |
0.7849 |
1.000 |
0.7836 |
0.618 |
0.7828 |
HIGH |
0.7815 |
0.618 |
0.7806 |
0.500 |
0.7804 |
0.382 |
0.7801 |
LOW |
0.7793 |
0.618 |
0.7780 |
1.000 |
0.7772 |
1.618 |
0.7758 |
2.618 |
0.7737 |
4.250 |
0.7702 |
|
|
Fisher Pivots for day following 15-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7811 |
0.7846 |
PP |
0.7807 |
0.7835 |
S1 |
0.7804 |
0.7825 |
|