CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7707 |
0.7734 |
0.0027 |
0.3% |
0.7772 |
| High |
0.7744 |
0.7750 |
0.0006 |
0.1% |
0.7805 |
| Low |
0.7694 |
0.7660 |
-0.0034 |
-0.4% |
0.7686 |
| Close |
0.7721 |
0.7661 |
-0.0060 |
-0.8% |
0.7762 |
| Range |
0.0050 |
0.0090 |
0.0040 |
80.0% |
0.0120 |
| ATR |
0.0051 |
0.0054 |
0.0003 |
5.4% |
0.0000 |
| Volume |
164 |
254 |
90 |
54.9% |
941 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7901 |
0.7711 |
|
| R3 |
0.7870 |
0.7811 |
0.7686 |
|
| R2 |
0.7780 |
0.7780 |
0.7678 |
|
| R1 |
0.7721 |
0.7721 |
0.7669 |
0.7706 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7683 |
| S1 |
0.7631 |
0.7631 |
0.7653 |
0.7616 |
| S2 |
0.7600 |
0.7600 |
0.7645 |
|
| S3 |
0.7510 |
0.7541 |
0.7636 |
|
| S4 |
0.7420 |
0.7451 |
0.7612 |
|
|
| 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 |
0.7766 |
0.7660 |
0.0106 |
1.4% |
0.0053 |
0.7% |
1% |
False |
True |
215 |
| 10 |
0.7805 |
0.7660 |
0.0145 |
1.9% |
0.0048 |
0.6% |
1% |
False |
True |
185 |
| 20 |
0.7880 |
0.7660 |
0.0220 |
2.9% |
0.0052 |
0.7% |
0% |
False |
True |
220 |
| 40 |
0.7972 |
0.7660 |
0.0312 |
4.1% |
0.0046 |
0.6% |
0% |
False |
True |
173 |
| 60 |
0.8014 |
0.7660 |
0.0354 |
4.6% |
0.0043 |
0.6% |
0% |
False |
True |
143 |
| 80 |
0.8014 |
0.7660 |
0.0354 |
4.6% |
0.0041 |
0.5% |
0% |
False |
True |
134 |
| 100 |
0.8177 |
0.7660 |
0.0517 |
6.7% |
0.0040 |
0.5% |
0% |
False |
True |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8133 |
|
2.618 |
0.7986 |
|
1.618 |
0.7896 |
|
1.000 |
0.7840 |
|
0.618 |
0.7806 |
|
HIGH |
0.7750 |
|
0.618 |
0.7716 |
|
0.500 |
0.7705 |
|
0.382 |
0.7694 |
|
LOW |
0.7660 |
|
0.618 |
0.7604 |
|
1.000 |
0.7570 |
|
1.618 |
0.7514 |
|
2.618 |
0.7424 |
|
4.250 |
0.7278 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7705 |
0.7705 |
| PP |
0.7690 |
0.7690 |
| S1 |
0.7676 |
0.7676 |
|