CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 22-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2018 |
22-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7864 |
0.0064 |
0.8% |
0.7856 |
| High |
0.7851 |
0.7880 |
0.0030 |
0.4% |
0.7872 |
| Low |
0.7799 |
0.7835 |
0.0036 |
0.5% |
0.7773 |
| Close |
0.7841 |
0.7839 |
-0.0002 |
0.0% |
0.7798 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-11.7% |
0.0099 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.0% |
0.0000 |
| Volume |
27 |
237 |
210 |
777.8% |
849 |
|
| Daily Pivots for day following 22-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7988 |
0.7959 |
0.7864 |
|
| R3 |
0.7942 |
0.7913 |
0.7852 |
|
| R2 |
0.7897 |
0.7897 |
0.7847 |
|
| R1 |
0.7868 |
0.7868 |
0.7843 |
0.7860 |
| PP |
0.7851 |
0.7851 |
0.7851 |
0.7847 |
| S1 |
0.7822 |
0.7822 |
0.7835 |
0.7814 |
| S2 |
0.7806 |
0.7806 |
0.7831 |
|
| S3 |
0.7760 |
0.7777 |
0.7826 |
|
| S4 |
0.7715 |
0.7731 |
0.7814 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8112 |
0.8054 |
0.7852 |
|
| R3 |
0.8013 |
0.7955 |
0.7825 |
|
| R2 |
0.7913 |
0.7913 |
0.7816 |
|
| R1 |
0.7855 |
0.7855 |
0.7807 |
0.7835 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7804 |
| S1 |
0.7756 |
0.7756 |
0.7788 |
0.7735 |
| S2 |
0.7715 |
0.7715 |
0.7779 |
|
| S3 |
0.7615 |
0.7657 |
0.7770 |
|
| S4 |
0.7516 |
0.7557 |
0.7743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7880 |
0.7785 |
0.0095 |
1.2% |
0.0046 |
0.6% |
57% |
True |
False |
173 |
| 10 |
0.7880 |
0.7760 |
0.0120 |
1.5% |
0.0045 |
0.6% |
66% |
True |
False |
132 |
| 20 |
0.7880 |
0.7728 |
0.0152 |
1.9% |
0.0040 |
0.5% |
73% |
True |
False |
121 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.6% |
0.0039 |
0.5% |
39% |
False |
False |
113 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
48% |
False |
False |
108 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0038 |
0.5% |
32% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8073 |
|
2.618 |
0.7999 |
|
1.618 |
0.7954 |
|
1.000 |
0.7925 |
|
0.618 |
0.7908 |
|
HIGH |
0.7880 |
|
0.618 |
0.7863 |
|
0.500 |
0.7857 |
|
0.382 |
0.7852 |
|
LOW |
0.7835 |
|
0.618 |
0.7806 |
|
1.000 |
0.7789 |
|
1.618 |
0.7761 |
|
2.618 |
0.7715 |
|
4.250 |
0.7641 |
|
|
| Fisher Pivots for day following 22-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7857 |
0.7837 |
| PP |
0.7851 |
0.7835 |
| S1 |
0.7845 |
0.7833 |
|