CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7840 |
0.0080 |
1.0% |
0.7827 |
| High |
0.7829 |
0.7874 |
0.0045 |
0.6% |
0.7841 |
| Low |
0.7760 |
0.7840 |
0.0080 |
1.0% |
0.7783 |
| Close |
0.7820 |
0.7872 |
0.0052 |
0.7% |
0.7813 |
| Range |
0.0069 |
0.0034 |
-0.0035 |
-50.7% |
0.0059 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.8% |
0.0000 |
| Volume |
173 |
10 |
-163 |
-94.2% |
656 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7964 |
0.7952 |
0.7890 |
|
| R3 |
0.7930 |
0.7918 |
0.7881 |
|
| R2 |
0.7896 |
0.7896 |
0.7878 |
|
| R1 |
0.7884 |
0.7884 |
0.7875 |
0.7890 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7865 |
| S1 |
0.7850 |
0.7850 |
0.7868 |
0.7856 |
| S2 |
0.7828 |
0.7828 |
0.7865 |
|
| S3 |
0.7794 |
0.7816 |
0.7862 |
|
| S4 |
0.7760 |
0.7782 |
0.7853 |
|
|
| 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 |
0.7874 |
0.7728 |
0.0146 |
1.9% |
0.0045 |
0.6% |
98% |
True |
False |
105 |
| 10 |
0.7874 |
0.7728 |
0.0146 |
1.9% |
0.0040 |
0.5% |
98% |
True |
False |
123 |
| 20 |
0.8014 |
0.7728 |
0.0286 |
3.6% |
0.0037 |
0.5% |
50% |
False |
False |
114 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
58% |
False |
False |
99 |
| 60 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0038 |
0.5% |
52% |
False |
False |
101 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0037 |
0.5% |
39% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8019 |
|
2.618 |
0.7963 |
|
1.618 |
0.7929 |
|
1.000 |
0.7908 |
|
0.618 |
0.7895 |
|
HIGH |
0.7874 |
|
0.618 |
0.7861 |
|
0.500 |
0.7857 |
|
0.382 |
0.7853 |
|
LOW |
0.7840 |
|
0.618 |
0.7819 |
|
1.000 |
0.7806 |
|
1.618 |
0.7785 |
|
2.618 |
0.7751 |
|
4.250 |
0.7695 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7867 |
0.7848 |
| PP |
0.7862 |
0.7825 |
| S1 |
0.7857 |
0.7801 |
|