CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7909 |
0.7976 |
0.0067 |
0.8% |
0.7795 |
| High |
0.7979 |
0.8004 |
0.0026 |
0.3% |
0.7884 |
| Low |
0.7909 |
0.7960 |
0.0051 |
0.6% |
0.7765 |
| Close |
0.7979 |
0.7988 |
0.0009 |
0.1% |
0.7863 |
| Range |
0.0069 |
0.0044 |
-0.0025 |
-36.7% |
0.0119 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
104 |
117 |
13 |
12.5% |
647 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8116 |
0.8096 |
0.8012 |
|
| R3 |
0.8072 |
0.8052 |
0.8000 |
|
| R2 |
0.8028 |
0.8028 |
0.7996 |
|
| R1 |
0.8008 |
0.8008 |
0.7992 |
0.8018 |
| PP |
0.7984 |
0.7984 |
0.7984 |
0.7989 |
| S1 |
0.7964 |
0.7964 |
0.7983 |
0.7974 |
| S2 |
0.7940 |
0.7940 |
0.7979 |
|
| S3 |
0.7896 |
0.7920 |
0.7975 |
|
| S4 |
0.7852 |
0.7876 |
0.7963 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8194 |
0.8147 |
0.7928 |
|
| R3 |
0.8075 |
0.8028 |
0.7895 |
|
| R2 |
0.7956 |
0.7956 |
0.7884 |
|
| R1 |
0.7909 |
0.7909 |
0.7873 |
0.7933 |
| PP |
0.7837 |
0.7837 |
0.7837 |
0.7849 |
| S1 |
0.7790 |
0.7790 |
0.7852 |
0.7814 |
| S2 |
0.7718 |
0.7718 |
0.7841 |
|
| S3 |
0.7599 |
0.7671 |
0.7830 |
|
| S4 |
0.7480 |
0.7552 |
0.7797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8004 |
0.7839 |
0.0166 |
2.1% |
0.0048 |
0.6% |
90% |
True |
False |
72 |
| 10 |
0.8004 |
0.7765 |
0.0240 |
3.0% |
0.0044 |
0.6% |
93% |
True |
False |
109 |
| 20 |
0.8004 |
0.7679 |
0.0326 |
4.1% |
0.0038 |
0.5% |
95% |
True |
False |
112 |
| 40 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0039 |
0.5% |
83% |
False |
False |
97 |
| 60 |
0.8177 |
0.7679 |
0.0498 |
6.2% |
0.0037 |
0.5% |
62% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8191 |
|
2.618 |
0.8119 |
|
1.618 |
0.8075 |
|
1.000 |
0.8048 |
|
0.618 |
0.8031 |
|
HIGH |
0.8004 |
|
0.618 |
0.7987 |
|
0.500 |
0.7982 |
|
0.382 |
0.7977 |
|
LOW |
0.7960 |
|
0.618 |
0.7933 |
|
1.000 |
0.7916 |
|
1.618 |
0.7889 |
|
2.618 |
0.7845 |
|
4.250 |
0.7773 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7986 |
0.7965 |
| PP |
0.7984 |
0.7943 |
| S1 |
0.7982 |
0.7921 |
|