CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7740 |
0.7725 |
-0.0015 |
-0.2% |
0.7772 |
| High |
0.7745 |
0.7731 |
-0.0014 |
-0.2% |
0.7805 |
| Low |
0.7709 |
0.7705 |
-0.0003 |
0.0% |
0.7686 |
| Close |
0.7731 |
0.7711 |
-0.0020 |
-0.3% |
0.7762 |
| Range |
0.0036 |
0.0025 |
-0.0011 |
-29.2% |
0.0120 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
204 |
264 |
60 |
29.4% |
941 |
|
| Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7777 |
0.7725 |
|
| R3 |
0.7766 |
0.7751 |
0.7718 |
|
| R2 |
0.7741 |
0.7741 |
0.7716 |
|
| R1 |
0.7726 |
0.7726 |
0.7713 |
0.7721 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7713 |
| S1 |
0.7701 |
0.7701 |
0.7709 |
0.7695 |
| S2 |
0.7690 |
0.7690 |
0.7706 |
|
| S3 |
0.7665 |
0.7675 |
0.7704 |
|
| S4 |
0.7639 |
0.7650 |
0.7697 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8055 |
0.7827 |
|
| R3 |
0.7990 |
0.7935 |
0.7794 |
|
| R2 |
0.7870 |
0.7870 |
0.7783 |
|
| R1 |
0.7816 |
0.7816 |
0.7772 |
0.7783 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7734 |
| S1 |
0.7696 |
0.7696 |
0.7751 |
0.7664 |
| S2 |
0.7631 |
0.7631 |
0.7740 |
|
| S3 |
0.7512 |
0.7577 |
0.7729 |
|
| S4 |
0.7392 |
0.7457 |
0.7696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7805 |
0.7700 |
0.0105 |
1.4% |
0.0042 |
0.5% |
10% |
False |
False |
260 |
| 10 |
0.7831 |
0.7686 |
0.0146 |
1.9% |
0.0055 |
0.7% |
18% |
False |
False |
229 |
| 20 |
0.7880 |
0.7686 |
0.0195 |
2.5% |
0.0051 |
0.7% |
13% |
False |
False |
215 |
| 40 |
0.8014 |
0.7686 |
0.0328 |
4.3% |
0.0044 |
0.6% |
8% |
False |
False |
167 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0041 |
0.5% |
10% |
False |
False |
137 |
| 80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0040 |
0.5% |
9% |
False |
False |
131 |
| 100 |
0.8177 |
0.7679 |
0.0498 |
6.5% |
0.0039 |
0.5% |
7% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7797 |
|
1.618 |
0.7772 |
|
1.000 |
0.7756 |
|
0.618 |
0.7746 |
|
HIGH |
0.7731 |
|
0.618 |
0.7721 |
|
0.500 |
0.7718 |
|
0.382 |
0.7715 |
|
LOW |
0.7705 |
|
0.618 |
0.7689 |
|
1.000 |
0.7680 |
|
1.618 |
0.7664 |
|
2.618 |
0.7638 |
|
4.250 |
0.7597 |
|
|
| Fisher Pivots for day following 12-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7718 |
0.7733 |
| PP |
0.7716 |
0.7726 |
| S1 |
0.7713 |
0.7718 |
|