CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8000 |
0.7984 |
-0.0017 |
-0.2% |
0.7863 |
| High |
0.8014 |
0.7995 |
-0.0019 |
-0.2% |
0.8004 |
| Low |
0.7994 |
0.7948 |
-0.0046 |
-0.6% |
0.7839 |
| Close |
0.8002 |
0.7954 |
-0.0048 |
-0.6% |
0.7968 |
| Range |
0.0019 |
0.0047 |
0.0028 |
141.0% |
0.0166 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.4% |
0.0000 |
| Volume |
64 |
104 |
40 |
62.5% |
359 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8107 |
0.8077 |
0.7979 |
|
| R3 |
0.8060 |
0.8030 |
0.7966 |
|
| R2 |
0.8013 |
0.8013 |
0.7962 |
|
| R1 |
0.7983 |
0.7983 |
0.7958 |
0.7974 |
| PP |
0.7966 |
0.7966 |
0.7966 |
0.7961 |
| S1 |
0.7936 |
0.7936 |
0.7949 |
0.7927 |
| S2 |
0.7919 |
0.7919 |
0.7945 |
|
| S3 |
0.7872 |
0.7889 |
0.7941 |
|
| S4 |
0.7825 |
0.7842 |
0.7928 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8433 |
0.8366 |
0.8059 |
|
| R3 |
0.8268 |
0.8201 |
0.8014 |
|
| R2 |
0.8102 |
0.8102 |
0.7998 |
|
| R1 |
0.8035 |
0.8035 |
0.7983 |
0.8069 |
| PP |
0.7937 |
0.7937 |
0.7937 |
0.7954 |
| S1 |
0.7870 |
0.7870 |
0.7953 |
0.7903 |
| S2 |
0.7771 |
0.7771 |
0.7938 |
|
| S3 |
0.7606 |
0.7704 |
0.7922 |
|
| S4 |
0.7440 |
0.7539 |
0.7877 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8014 |
0.7948 |
0.0066 |
0.8% |
0.0027 |
0.3% |
8% |
False |
True |
57 |
| 10 |
0.8014 |
0.7839 |
0.0175 |
2.2% |
0.0037 |
0.5% |
66% |
False |
False |
64 |
| 20 |
0.8014 |
0.7715 |
0.0299 |
3.8% |
0.0038 |
0.5% |
80% |
False |
False |
82 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.2% |
0.0036 |
0.5% |
82% |
False |
False |
95 |
| 60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0036 |
0.5% |
55% |
False |
False |
76 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8195 |
|
2.618 |
0.8118 |
|
1.618 |
0.8071 |
|
1.000 |
0.8042 |
|
0.618 |
0.8024 |
|
HIGH |
0.7995 |
|
0.618 |
0.7977 |
|
0.500 |
0.7972 |
|
0.382 |
0.7966 |
|
LOW |
0.7948 |
|
0.618 |
0.7919 |
|
1.000 |
0.7901 |
|
1.618 |
0.7872 |
|
2.618 |
0.7825 |
|
4.250 |
0.7748 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7972 |
0.7981 |
| PP |
0.7966 |
0.7972 |
| S1 |
0.7960 |
0.7963 |
|