CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7962 |
0.7928 |
-0.0034 |
-0.4% |
0.7970 |
| High |
0.7972 |
0.7928 |
-0.0044 |
-0.6% |
0.8014 |
| Low |
0.7929 |
0.7878 |
-0.0051 |
-0.6% |
0.7878 |
| Close |
0.7929 |
0.7880 |
-0.0049 |
-0.6% |
0.7880 |
| Range |
0.0043 |
0.0050 |
0.0007 |
15.1% |
0.0136 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
1.7% |
0.0000 |
| Volume |
193 |
178 |
-15 |
-7.8% |
609 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8044 |
0.8011 |
0.7907 |
|
| R3 |
0.7994 |
0.7962 |
0.7894 |
|
| R2 |
0.7945 |
0.7945 |
0.7889 |
|
| R1 |
0.7912 |
0.7912 |
0.7885 |
0.7904 |
| PP |
0.7895 |
0.7895 |
0.7895 |
0.7891 |
| S1 |
0.7863 |
0.7863 |
0.7875 |
0.7854 |
| S2 |
0.7846 |
0.7846 |
0.7871 |
|
| S3 |
0.7796 |
0.7813 |
0.7866 |
|
| S4 |
0.7747 |
0.7764 |
0.7853 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8330 |
0.8241 |
0.7955 |
|
| R3 |
0.8195 |
0.8105 |
0.7917 |
|
| R2 |
0.8059 |
0.8059 |
0.7905 |
|
| R1 |
0.7970 |
0.7970 |
0.7892 |
0.7947 |
| PP |
0.7924 |
0.7924 |
0.7924 |
0.7912 |
| S1 |
0.7834 |
0.7834 |
0.7868 |
0.7811 |
| S2 |
0.7788 |
0.7788 |
0.7855 |
|
| S3 |
0.7653 |
0.7699 |
0.7843 |
|
| S4 |
0.7517 |
0.7563 |
0.7805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8014 |
0.7878 |
0.0136 |
1.7% |
0.0037 |
0.5% |
1% |
False |
True |
121 |
| 10 |
0.8014 |
0.7839 |
0.0175 |
2.2% |
0.0042 |
0.5% |
24% |
False |
False |
96 |
| 20 |
0.8014 |
0.7765 |
0.0249 |
3.2% |
0.0038 |
0.5% |
46% |
False |
False |
93 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
60% |
False |
False |
96 |
| 60 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0037 |
0.5% |
40% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8138 |
|
2.618 |
0.8057 |
|
1.618 |
0.8008 |
|
1.000 |
0.7977 |
|
0.618 |
0.7958 |
|
HIGH |
0.7928 |
|
0.618 |
0.7909 |
|
0.500 |
0.7903 |
|
0.382 |
0.7897 |
|
LOW |
0.7878 |
|
0.618 |
0.7847 |
|
1.000 |
0.7828 |
|
1.618 |
0.7798 |
|
2.618 |
0.7748 |
|
4.250 |
0.7668 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7903 |
0.7937 |
| PP |
0.7895 |
0.7918 |
| S1 |
0.7888 |
0.7899 |
|