CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 12-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2017 |
12-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7809 |
0.0009 |
0.1% |
0.7895 |
| High |
0.7806 |
0.7818 |
0.0013 |
0.2% |
0.7936 |
| Low |
0.7795 |
0.7782 |
-0.0013 |
-0.2% |
0.7789 |
| Close |
0.7803 |
0.7791 |
-0.0012 |
-0.1% |
0.7793 |
| Range |
0.0011 |
0.0036 |
0.0026 |
242.9% |
0.0146 |
| ATR |
|
|
|
|
|
| Volume |
27 |
88 |
61 |
225.9% |
652 |
|
| Daily Pivots for day following 12-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7905 |
0.7884 |
0.7811 |
|
| R3 |
0.7869 |
0.7848 |
0.7801 |
|
| R2 |
0.7833 |
0.7833 |
0.7798 |
|
| R1 |
0.7812 |
0.7812 |
0.7794 |
0.7805 |
| PP |
0.7797 |
0.7797 |
0.7797 |
0.7793 |
| S1 |
0.7776 |
0.7776 |
0.7788 |
0.7769 |
| S2 |
0.7761 |
0.7761 |
0.7784 |
|
| S3 |
0.7725 |
0.7740 |
0.7781 |
|
| S4 |
0.7689 |
0.7704 |
0.7771 |
|
|
| Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8278 |
0.8182 |
0.7873 |
|
| R3 |
0.8132 |
0.8035 |
0.7833 |
|
| R2 |
0.7985 |
0.7985 |
0.7819 |
|
| R1 |
0.7889 |
0.7889 |
0.7806 |
0.7864 |
| PP |
0.7839 |
0.7839 |
0.7839 |
0.7827 |
| S1 |
0.7743 |
0.7743 |
0.7779 |
0.7718 |
| S2 |
0.7693 |
0.7693 |
0.7766 |
|
| S3 |
0.7546 |
0.7596 |
0.7752 |
|
| S4 |
0.7400 |
0.7450 |
0.7712 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7912 |
|
1.618 |
0.7876 |
|
1.000 |
0.7854 |
|
0.618 |
0.7840 |
|
HIGH |
0.7818 |
|
0.618 |
0.7804 |
|
0.500 |
0.7800 |
|
0.382 |
0.7796 |
|
LOW |
0.7782 |
|
0.618 |
0.7760 |
|
1.000 |
0.7746 |
|
1.618 |
0.7724 |
|
2.618 |
0.7688 |
|
4.250 |
0.7629 |
|
|
| Fisher Pivots for day following 12-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7800 |
0.7804 |
| PP |
0.7797 |
0.7799 |
| S1 |
0.7794 |
0.7795 |
|