CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7864 |
0.7800 |
-0.0064 |
-0.8% |
0.7856 |
| High |
0.7880 |
0.7827 |
-0.0053 |
-0.7% |
0.7872 |
| Low |
0.7835 |
0.7779 |
-0.0056 |
-0.7% |
0.7773 |
| Close |
0.7839 |
0.7821 |
-0.0018 |
-0.2% |
0.7798 |
| Range |
0.0045 |
0.0048 |
0.0003 |
5.5% |
0.0099 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.3% |
0.0000 |
| Volume |
237 |
207 |
-30 |
-12.7% |
849 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7953 |
0.7935 |
0.7847 |
|
| R3 |
0.7905 |
0.7887 |
0.7834 |
|
| R2 |
0.7857 |
0.7857 |
0.7830 |
|
| R1 |
0.7839 |
0.7839 |
0.7825 |
0.7848 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7814 |
| S1 |
0.7791 |
0.7791 |
0.7817 |
0.7800 |
| S2 |
0.7761 |
0.7761 |
0.7812 |
|
| S3 |
0.7713 |
0.7743 |
0.7808 |
|
| S4 |
0.7665 |
0.7695 |
0.7795 |
|
|
| 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 |
0.7779 |
0.0101 |
1.3% |
0.0045 |
0.6% |
42% |
False |
True |
165 |
| 10 |
0.7880 |
0.7773 |
0.0107 |
1.4% |
0.0042 |
0.5% |
45% |
False |
False |
135 |
| 20 |
0.7880 |
0.7728 |
0.0152 |
1.9% |
0.0041 |
0.5% |
61% |
False |
False |
130 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.7% |
0.0040 |
0.5% |
33% |
False |
False |
118 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
43% |
False |
False |
110 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0038 |
0.5% |
29% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8031 |
|
2.618 |
0.7953 |
|
1.618 |
0.7905 |
|
1.000 |
0.7875 |
|
0.618 |
0.7857 |
|
HIGH |
0.7827 |
|
0.618 |
0.7809 |
|
0.500 |
0.7803 |
|
0.382 |
0.7797 |
|
LOW |
0.7779 |
|
0.618 |
0.7749 |
|
1.000 |
0.7731 |
|
1.618 |
0.7701 |
|
2.618 |
0.7653 |
|
4.250 |
0.7575 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7815 |
0.7830 |
| PP |
0.7809 |
0.7827 |
| S1 |
0.7803 |
0.7824 |
|