CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7840 |
0.7874 |
0.0034 |
0.4% |
0.7800 |
| High |
0.7874 |
0.7875 |
0.0001 |
0.0% |
0.7875 |
| Low |
0.7840 |
0.7852 |
0.0012 |
0.1% |
0.7728 |
| Close |
0.7872 |
0.7852 |
-0.0020 |
-0.3% |
0.7852 |
| Range |
0.0034 |
0.0023 |
-0.0011 |
-30.9% |
0.0147 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
10 |
28 |
18 |
180.0% |
480 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7930 |
0.7914 |
0.7864 |
|
| R3 |
0.7906 |
0.7891 |
0.7858 |
|
| R2 |
0.7883 |
0.7883 |
0.7856 |
|
| R1 |
0.7867 |
0.7867 |
0.7854 |
0.7863 |
| PP |
0.7859 |
0.7859 |
0.7859 |
0.7857 |
| S1 |
0.7844 |
0.7844 |
0.7849 |
0.7840 |
| S2 |
0.7836 |
0.7836 |
0.7847 |
|
| S3 |
0.7812 |
0.7820 |
0.7845 |
|
| S4 |
0.7789 |
0.7797 |
0.7839 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8259 |
0.8202 |
0.7932 |
|
| R3 |
0.8112 |
0.8055 |
0.7892 |
|
| R2 |
0.7965 |
0.7965 |
0.7878 |
|
| R1 |
0.7908 |
0.7908 |
0.7865 |
0.7937 |
| PP |
0.7818 |
0.7818 |
0.7818 |
0.7832 |
| S1 |
0.7761 |
0.7761 |
0.7838 |
0.7790 |
| S2 |
0.7671 |
0.7671 |
0.7825 |
|
| S3 |
0.7524 |
0.7614 |
0.7811 |
|
| S4 |
0.7377 |
0.7467 |
0.7771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0041 |
0.5% |
84% |
True |
False |
96 |
| 10 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0039 |
0.5% |
84% |
True |
False |
113 |
| 20 |
0.8014 |
0.7728 |
0.0286 |
3.6% |
0.0037 |
0.5% |
43% |
False |
False |
113 |
| 40 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
52% |
False |
False |
97 |
| 60 |
0.8051 |
0.7679 |
0.0373 |
4.7% |
0.0037 |
0.5% |
46% |
False |
False |
100 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0036 |
0.5% |
35% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7937 |
|
1.618 |
0.7913 |
|
1.000 |
0.7898 |
|
0.618 |
0.7890 |
|
HIGH |
0.7875 |
|
0.618 |
0.7866 |
|
0.500 |
0.7863 |
|
0.382 |
0.7860 |
|
LOW |
0.7852 |
|
0.618 |
0.7837 |
|
1.000 |
0.7828 |
|
1.618 |
0.7813 |
|
2.618 |
0.7790 |
|
4.250 |
0.7752 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7863 |
0.7840 |
| PP |
0.7859 |
0.7829 |
| S1 |
0.7855 |
0.7818 |
|