CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 25-Jan-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2018 |
25-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8064 |
0.8113 |
0.0049 |
0.6% |
0.8049 |
| High |
0.8131 |
0.8151 |
0.0021 |
0.3% |
0.8100 |
| Low |
0.8063 |
0.8086 |
0.0023 |
0.3% |
0.7988 |
| Close |
0.8128 |
0.8100 |
-0.0028 |
-0.3% |
0.8026 |
| Range |
0.0068 |
0.0065 |
-0.0003 |
-3.7% |
0.0112 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.4% |
0.0000 |
| Volume |
220 |
142 |
-78 |
-35.5% |
521 |
|
| Daily Pivots for day following 25-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8269 |
0.8136 |
|
| R3 |
0.8242 |
0.8204 |
0.8118 |
|
| R2 |
0.8177 |
0.8177 |
0.8112 |
|
| R1 |
0.8139 |
0.8139 |
0.8106 |
0.8126 |
| PP |
0.8112 |
0.8112 |
0.8112 |
0.8106 |
| S1 |
0.8074 |
0.8074 |
0.8094 |
0.8061 |
| S2 |
0.8047 |
0.8047 |
0.8088 |
|
| S3 |
0.7982 |
0.8009 |
0.8082 |
|
| S4 |
0.7917 |
0.7944 |
0.8064 |
|
|
| Weekly Pivots for week ending 19-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8374 |
0.8312 |
0.8087 |
|
| R3 |
0.8262 |
0.8200 |
0.8056 |
|
| R2 |
0.8150 |
0.8150 |
0.8046 |
|
| R1 |
0.8088 |
0.8088 |
0.8036 |
0.8063 |
| PP |
0.8038 |
0.8038 |
0.8038 |
0.8025 |
| S1 |
0.7976 |
0.7976 |
0.8015 |
0.7951 |
| S2 |
0.7926 |
0.7926 |
0.8005 |
|
| S3 |
0.7814 |
0.7864 |
0.7995 |
|
| S4 |
0.7702 |
0.7752 |
0.7964 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8427 |
|
2.618 |
0.8321 |
|
1.618 |
0.8256 |
|
1.000 |
0.8216 |
|
0.618 |
0.8191 |
|
HIGH |
0.8151 |
|
0.618 |
0.8126 |
|
0.500 |
0.8119 |
|
0.382 |
0.8111 |
|
LOW |
0.8086 |
|
0.618 |
0.8046 |
|
1.000 |
0.8021 |
|
1.618 |
0.7981 |
|
2.618 |
0.7916 |
|
4.250 |
0.7810 |
|
|
| Fisher Pivots for day following 25-Jan-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8119 |
0.8095 |
| PP |
0.8112 |
0.8090 |
| S1 |
0.8106 |
0.8086 |
|