CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7781 |
-0.0019 |
-0.2% |
0.7827 |
| High |
0.7818 |
0.7781 |
-0.0037 |
-0.5% |
0.7841 |
| Low |
0.7791 |
0.7728 |
-0.0063 |
-0.8% |
0.7783 |
| Close |
0.7802 |
0.7752 |
-0.0051 |
-0.6% |
0.7813 |
| Range |
0.0027 |
0.0053 |
0.0026 |
96.3% |
0.0059 |
| ATR |
0.0038 |
0.0041 |
0.0003 |
6.7% |
0.0000 |
| Volume |
78 |
191 |
113 |
144.9% |
656 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7885 |
0.7781 |
|
| R3 |
0.7860 |
0.7832 |
0.7766 |
|
| R2 |
0.7807 |
0.7807 |
0.7761 |
|
| R1 |
0.7779 |
0.7779 |
0.7756 |
0.7766 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7747 |
| S1 |
0.7726 |
0.7726 |
0.7747 |
0.7713 |
| S2 |
0.7701 |
0.7701 |
0.7742 |
|
| S3 |
0.7648 |
0.7673 |
0.7737 |
|
| S4 |
0.7595 |
0.7620 |
0.7722 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7959 |
0.7845 |
|
| R3 |
0.7929 |
0.7900 |
0.7829 |
|
| R2 |
0.7871 |
0.7871 |
0.7824 |
|
| R1 |
0.7842 |
0.7842 |
0.7818 |
0.7827 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7805 |
| S1 |
0.7783 |
0.7783 |
0.7808 |
0.7769 |
| S2 |
0.7754 |
0.7754 |
0.7802 |
|
| S3 |
0.7695 |
0.7725 |
0.7797 |
|
| S4 |
0.7637 |
0.7666 |
0.7781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7836 |
0.7728 |
0.0108 |
1.4% |
0.0038 |
0.5% |
22% |
False |
True |
98 |
| 10 |
0.7841 |
0.7728 |
0.0113 |
1.5% |
0.0036 |
0.5% |
21% |
False |
True |
111 |
| 20 |
0.8014 |
0.7728 |
0.0286 |
3.7% |
0.0035 |
0.5% |
8% |
False |
True |
111 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
22% |
False |
False |
114 |
| 60 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0037 |
0.5% |
20% |
False |
False |
101 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0036 |
0.5% |
15% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7920 |
|
1.618 |
0.7867 |
|
1.000 |
0.7834 |
|
0.618 |
0.7814 |
|
HIGH |
0.7781 |
|
0.618 |
0.7761 |
|
0.500 |
0.7755 |
|
0.382 |
0.7748 |
|
LOW |
0.7728 |
|
0.618 |
0.7695 |
|
1.000 |
0.7675 |
|
1.618 |
0.7642 |
|
2.618 |
0.7589 |
|
4.250 |
0.7503 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7755 |
0.7775 |
| PP |
0.7754 |
0.7767 |
| S1 |
0.7753 |
0.7759 |
|