CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7800 |
0.7816 |
0.0016 |
0.2% |
0.7856 |
| High |
0.7827 |
0.7816 |
-0.0011 |
-0.1% |
0.7872 |
| Low |
0.7779 |
0.7776 |
-0.0003 |
0.0% |
0.7773 |
| Close |
0.7821 |
0.7793 |
-0.0029 |
-0.4% |
0.7798 |
| Range |
0.0048 |
0.0040 |
-0.0008 |
-16.7% |
0.0099 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
207 |
231 |
24 |
11.6% |
849 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7915 |
0.7894 |
0.7815 |
|
| R3 |
0.7875 |
0.7854 |
0.7804 |
|
| R2 |
0.7835 |
0.7835 |
0.7800 |
|
| R1 |
0.7814 |
0.7814 |
0.7796 |
0.7804 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7790 |
| S1 |
0.7774 |
0.7774 |
0.7789 |
0.7764 |
| S2 |
0.7755 |
0.7755 |
0.7785 |
|
| S3 |
0.7715 |
0.7734 |
0.7782 |
|
| S4 |
0.7675 |
0.7694 |
0.7771 |
|
|
| 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 |
0.7776 |
0.0104 |
1.3% |
0.0046 |
0.6% |
16% |
False |
True |
149 |
| 10 |
0.7880 |
0.7773 |
0.0107 |
1.4% |
0.0043 |
0.6% |
19% |
False |
False |
157 |
| 20 |
0.7880 |
0.7728 |
0.0152 |
2.0% |
0.0042 |
0.5% |
42% |
False |
False |
140 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.7% |
0.0040 |
0.5% |
23% |
False |
False |
123 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
34% |
False |
False |
113 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0038 |
0.5% |
23% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7986 |
|
2.618 |
0.7921 |
|
1.618 |
0.7881 |
|
1.000 |
0.7856 |
|
0.618 |
0.7841 |
|
HIGH |
0.7816 |
|
0.618 |
0.7801 |
|
0.500 |
0.7796 |
|
0.382 |
0.7791 |
|
LOW |
0.7776 |
|
0.618 |
0.7751 |
|
1.000 |
0.7736 |
|
1.618 |
0.7711 |
|
2.618 |
0.7671 |
|
4.250 |
0.7606 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7796 |
0.7828 |
| PP |
0.7795 |
0.7816 |
| S1 |
0.7794 |
0.7804 |
|