CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7816 |
0.7783 |
-0.0033 |
-0.4% |
0.7800 |
| High |
0.7816 |
0.7783 |
-0.0033 |
-0.4% |
0.7880 |
| Low |
0.7776 |
0.7734 |
-0.0042 |
-0.5% |
0.7734 |
| Close |
0.7793 |
0.7739 |
-0.0054 |
-0.7% |
0.7739 |
| Range |
0.0040 |
0.0049 |
0.0009 |
22.5% |
0.0146 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.9% |
0.0000 |
| Volume |
231 |
181 |
-50 |
-21.6% |
883 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7899 |
0.7868 |
0.7765 |
|
| R3 |
0.7850 |
0.7819 |
0.7752 |
|
| R2 |
0.7801 |
0.7801 |
0.7747 |
|
| R1 |
0.7770 |
0.7770 |
0.7743 |
0.7761 |
| PP |
0.7752 |
0.7752 |
0.7752 |
0.7747 |
| S1 |
0.7721 |
0.7721 |
0.7734 |
0.7712 |
| S2 |
0.7703 |
0.7703 |
0.7730 |
|
| S3 |
0.7654 |
0.7672 |
0.7725 |
|
| S4 |
0.7605 |
0.7623 |
0.7712 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8222 |
0.8126 |
0.7819 |
|
| R3 |
0.8076 |
0.7980 |
0.7779 |
|
| R2 |
0.7930 |
0.7930 |
0.7765 |
|
| R1 |
0.7834 |
0.7834 |
0.7752 |
0.7809 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7772 |
| S1 |
0.7688 |
0.7688 |
0.7725 |
0.7663 |
| S2 |
0.7638 |
0.7638 |
0.7712 |
|
| S3 |
0.7492 |
0.7542 |
0.7698 |
|
| S4 |
0.7346 |
0.7396 |
0.7658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7880 |
0.7734 |
0.0146 |
1.9% |
0.0047 |
0.6% |
3% |
False |
True |
176 |
| 10 |
0.7880 |
0.7734 |
0.0146 |
1.9% |
0.0046 |
0.6% |
3% |
False |
True |
173 |
| 20 |
0.7880 |
0.7728 |
0.0152 |
2.0% |
0.0042 |
0.5% |
7% |
False |
False |
143 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.7% |
0.0041 |
0.5% |
4% |
False |
False |
125 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
18% |
False |
False |
115 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0038 |
0.5% |
12% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7991 |
|
2.618 |
0.7911 |
|
1.618 |
0.7862 |
|
1.000 |
0.7832 |
|
0.618 |
0.7813 |
|
HIGH |
0.7783 |
|
0.618 |
0.7764 |
|
0.500 |
0.7759 |
|
0.382 |
0.7753 |
|
LOW |
0.7734 |
|
0.618 |
0.7704 |
|
1.000 |
0.7685 |
|
1.618 |
0.7655 |
|
2.618 |
0.7606 |
|
4.250 |
0.7526 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7759 |
0.7781 |
| PP |
0.7752 |
0.7767 |
| S1 |
0.7745 |
0.7753 |
|