CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2018 |
05-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8162 |
0.8063 |
-0.0099 |
-1.2% |
0.8124 |
| High |
0.8162 |
0.8077 |
-0.0085 |
-1.0% |
0.8177 |
| Low |
0.8087 |
0.8022 |
-0.0065 |
-0.8% |
0.8087 |
| Close |
0.8100 |
0.8022 |
-0.0078 |
-1.0% |
0.8100 |
| Range |
0.0075 |
0.0055 |
-0.0020 |
-26.2% |
0.0090 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
6.3% |
0.0000 |
| Volume |
15 |
53 |
38 |
253.3% |
33 |
|
| Daily Pivots for day following 05-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8205 |
0.8169 |
0.8052 |
|
| R3 |
0.8150 |
0.8114 |
0.8037 |
|
| R2 |
0.8095 |
0.8095 |
0.8032 |
|
| R1 |
0.8059 |
0.8059 |
0.8027 |
0.8050 |
| PP |
0.8040 |
0.8040 |
0.8040 |
0.8036 |
| S1 |
0.8004 |
0.8004 |
0.8017 |
0.7995 |
| S2 |
0.7985 |
0.7985 |
0.8012 |
|
| S3 |
0.7930 |
0.7949 |
0.8007 |
|
| S4 |
0.7875 |
0.7894 |
0.7992 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8390 |
0.8334 |
0.8149 |
|
| R3 |
0.8300 |
0.8245 |
0.8125 |
|
| R2 |
0.8211 |
0.8211 |
0.8116 |
|
| R1 |
0.8155 |
0.8155 |
0.8108 |
0.8138 |
| PP |
0.8121 |
0.8121 |
0.8121 |
0.8113 |
| S1 |
0.8066 |
0.8066 |
0.8092 |
0.8049 |
| S2 |
0.8032 |
0.8032 |
0.8084 |
|
| S3 |
0.7942 |
0.7976 |
0.8075 |
|
| S4 |
0.7853 |
0.7887 |
0.8051 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8311 |
|
2.618 |
0.8221 |
|
1.618 |
0.8166 |
|
1.000 |
0.8132 |
|
0.618 |
0.8111 |
|
HIGH |
0.8077 |
|
0.618 |
0.8056 |
|
0.500 |
0.8050 |
|
0.382 |
0.8043 |
|
LOW |
0.8022 |
|
0.618 |
0.7988 |
|
1.000 |
0.7967 |
|
1.618 |
0.7933 |
|
2.618 |
0.7878 |
|
4.250 |
0.7788 |
|
|
| Fisher Pivots for day following 05-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8050 |
0.8099 |
| PP |
0.8040 |
0.8074 |
| S1 |
0.8031 |
0.8048 |
|