CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 01-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2018 |
01-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7827 |
0.7810 |
-0.0017 |
-0.2% |
0.7873 |
| High |
0.7841 |
0.7824 |
-0.0018 |
-0.2% |
0.7874 |
| Low |
0.7807 |
0.7784 |
-0.0023 |
-0.3% |
0.7792 |
| Close |
0.7824 |
0.7818 |
-0.0006 |
-0.1% |
0.7830 |
| Range |
0.0034 |
0.0039 |
0.0005 |
16.2% |
0.0081 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
0.0% |
0.0000 |
| Volume |
98 |
334 |
236 |
240.8% |
528 |
|
| Daily Pivots for day following 01-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7927 |
0.7912 |
0.7840 |
|
| R3 |
0.7887 |
0.7872 |
0.7829 |
|
| R2 |
0.7848 |
0.7848 |
0.7825 |
|
| R1 |
0.7833 |
0.7833 |
0.7822 |
0.7840 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7812 |
| S1 |
0.7794 |
0.7794 |
0.7814 |
0.7801 |
| S2 |
0.7769 |
0.7769 |
0.7811 |
|
| S3 |
0.7730 |
0.7754 |
0.7807 |
|
| S4 |
0.7690 |
0.7715 |
0.7796 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8076 |
0.8035 |
0.7875 |
|
| R3 |
0.7995 |
0.7953 |
0.7852 |
|
| R2 |
0.7913 |
0.7913 |
0.7845 |
|
| R1 |
0.7872 |
0.7872 |
0.7837 |
0.7852 |
| PP |
0.7832 |
0.7832 |
0.7832 |
0.7822 |
| S1 |
0.7790 |
0.7790 |
0.7823 |
0.7770 |
| S2 |
0.7750 |
0.7750 |
0.7815 |
|
| S3 |
0.7669 |
0.7709 |
0.7808 |
|
| S4 |
0.7587 |
0.7627 |
0.7785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7841 |
0.7784 |
0.0057 |
0.7% |
0.0034 |
0.4% |
60% |
False |
True |
123 |
| 10 |
0.7995 |
0.7784 |
0.0211 |
2.7% |
0.0038 |
0.5% |
16% |
False |
True |
143 |
| 20 |
0.8014 |
0.7784 |
0.0229 |
2.9% |
0.0038 |
0.5% |
15% |
False |
True |
105 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0036 |
0.5% |
42% |
False |
False |
107 |
| 60 |
0.8077 |
0.7679 |
0.0399 |
5.1% |
0.0037 |
0.5% |
35% |
False |
False |
97 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0036 |
0.5% |
28% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7927 |
|
1.618 |
0.7887 |
|
1.000 |
0.7863 |
|
0.618 |
0.7848 |
|
HIGH |
0.7824 |
|
0.618 |
0.7808 |
|
0.500 |
0.7804 |
|
0.382 |
0.7799 |
|
LOW |
0.7784 |
|
0.618 |
0.7760 |
|
1.000 |
0.7745 |
|
1.618 |
0.7720 |
|
2.618 |
0.7681 |
|
4.250 |
0.7616 |
|
|
| Fisher Pivots for day following 01-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7816 |
| PP |
0.7809 |
0.7814 |
| S1 |
0.7804 |
0.7813 |
|