CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 26-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2017 |
26-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7868 |
0.7883 |
0.0015 |
0.2% |
0.7805 |
| High |
0.7891 |
0.7902 |
0.0011 |
0.1% |
0.7895 |
| Low |
0.7843 |
0.7880 |
0.0037 |
0.5% |
0.7766 |
| Close |
0.7873 |
0.7902 |
0.0028 |
0.4% |
0.7873 |
| Range |
0.0049 |
0.0022 |
-0.0027 |
-54.6% |
0.0129 |
| ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
35 |
13 |
-22 |
-62.9% |
224 |
|
| Daily Pivots for day following 26-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7953 |
0.7914 |
|
| R3 |
0.7938 |
0.7931 |
0.7908 |
|
| R2 |
0.7916 |
0.7916 |
0.7906 |
|
| R1 |
0.7909 |
0.7909 |
0.7904 |
0.7913 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7896 |
| S1 |
0.7887 |
0.7887 |
0.7899 |
0.7891 |
| S2 |
0.7872 |
0.7872 |
0.7897 |
|
| S3 |
0.7850 |
0.7865 |
0.7895 |
|
| S4 |
0.7828 |
0.7843 |
0.7889 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8230 |
0.8180 |
0.7944 |
|
| R3 |
0.8102 |
0.8052 |
0.7908 |
|
| R2 |
0.7973 |
0.7973 |
0.7897 |
|
| R1 |
0.7923 |
0.7923 |
0.7885 |
0.7948 |
| PP |
0.7845 |
0.7845 |
0.7845 |
0.7857 |
| S1 |
0.7795 |
0.7795 |
0.7861 |
0.7820 |
| S2 |
0.7716 |
0.7716 |
0.7849 |
|
| S3 |
0.7588 |
0.7666 |
0.7838 |
|
| S4 |
0.7459 |
0.7538 |
0.7802 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7995 |
|
2.618 |
0.7959 |
|
1.618 |
0.7937 |
|
1.000 |
0.7924 |
|
0.618 |
0.7915 |
|
HIGH |
0.7902 |
|
0.618 |
0.7893 |
|
0.500 |
0.7891 |
|
0.382 |
0.7888 |
|
LOW |
0.7880 |
|
0.618 |
0.7866 |
|
1.000 |
0.7858 |
|
1.618 |
0.7844 |
|
2.618 |
0.7822 |
|
4.250 |
0.7786 |
|
|
| Fisher Pivots for day following 26-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7898 |
0.7887 |
| PP |
0.7894 |
0.7872 |
| S1 |
0.7891 |
0.7857 |
|