CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7832 |
0.7813 |
-0.0019 |
-0.2% |
0.7970 |
| High |
0.7841 |
0.7825 |
-0.0016 |
-0.2% |
0.8014 |
| Low |
0.7825 |
0.7797 |
-0.0028 |
-0.4% |
0.7878 |
| Close |
0.7830 |
0.7822 |
-0.0009 |
-0.1% |
0.7880 |
| Range |
0.0016 |
0.0028 |
0.0012 |
75.0% |
0.0136 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
180 |
34 |
-146 |
-81.1% |
609 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7899 |
0.7888 |
0.7837 |
|
| R3 |
0.7871 |
0.7860 |
0.7829 |
|
| R2 |
0.7843 |
0.7843 |
0.7827 |
|
| R1 |
0.7832 |
0.7832 |
0.7824 |
0.7837 |
| PP |
0.7815 |
0.7815 |
0.7815 |
0.7817 |
| S1 |
0.7804 |
0.7804 |
0.7819 |
0.7809 |
| S2 |
0.7787 |
0.7787 |
0.7816 |
|
| S3 |
0.7759 |
0.7776 |
0.7814 |
|
| S4 |
0.7731 |
0.7748 |
0.7806 |
|
|
| 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 |
0.7972 |
0.7797 |
0.0175 |
2.2% |
0.0038 |
0.5% |
14% |
False |
True |
149 |
| 10 |
0.8014 |
0.7797 |
0.0217 |
2.8% |
0.0033 |
0.4% |
11% |
False |
True |
103 |
| 20 |
0.8014 |
0.7765 |
0.0249 |
3.2% |
0.0038 |
0.5% |
23% |
False |
False |
106 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
43% |
False |
False |
101 |
| 60 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
29% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7898 |
|
1.618 |
0.7870 |
|
1.000 |
0.7853 |
|
0.618 |
0.7842 |
|
HIGH |
0.7825 |
|
0.618 |
0.7814 |
|
0.500 |
0.7811 |
|
0.382 |
0.7808 |
|
LOW |
0.7797 |
|
0.618 |
0.7780 |
|
1.000 |
0.7769 |
|
1.618 |
0.7752 |
|
2.618 |
0.7724 |
|
4.250 |
0.7678 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7818 |
0.7835 |
| PP |
0.7815 |
0.7831 |
| S1 |
0.7811 |
0.7826 |
|