CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7599 |
-0.0013 |
-0.2% |
0.7740 |
| High |
0.7622 |
0.7599 |
-0.0023 |
-0.3% |
0.7750 |
| Low |
0.7586 |
0.7550 |
-0.0036 |
-0.5% |
0.7600 |
| Close |
0.7592 |
0.7556 |
-0.0037 |
-0.5% |
0.7614 |
| Range |
0.0036 |
0.0049 |
0.0013 |
36.1% |
0.0150 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
371 |
244 |
-127 |
-34.2% |
1,324 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7684 |
0.7582 |
|
| R3 |
0.7666 |
0.7635 |
0.7569 |
|
| R2 |
0.7617 |
0.7617 |
0.7564 |
|
| R1 |
0.7586 |
0.7586 |
0.7560 |
0.7577 |
| PP |
0.7568 |
0.7568 |
0.7568 |
0.7564 |
| S1 |
0.7537 |
0.7537 |
0.7551 |
0.7528 |
| S2 |
0.7519 |
0.7519 |
0.7547 |
|
| S3 |
0.7470 |
0.7488 |
0.7542 |
|
| S4 |
0.7421 |
0.7439 |
0.7529 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8104 |
0.8009 |
0.7696 |
|
| R3 |
0.7954 |
0.7859 |
0.7655 |
|
| R2 |
0.7804 |
0.7804 |
0.7641 |
|
| R1 |
0.7709 |
0.7709 |
0.7627 |
0.7682 |
| PP |
0.7655 |
0.7655 |
0.7655 |
0.7641 |
| S1 |
0.7559 |
0.7559 |
0.7600 |
0.7532 |
| S2 |
0.7505 |
0.7505 |
0.7586 |
|
| S3 |
0.7355 |
0.7409 |
0.7572 |
|
| S4 |
0.7205 |
0.7259 |
0.7531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7750 |
0.7550 |
0.0200 |
2.6% |
0.0056 |
0.7% |
3% |
False |
True |
294 |
| 10 |
0.7805 |
0.7550 |
0.0255 |
3.4% |
0.0049 |
0.6% |
2% |
False |
True |
277 |
| 20 |
0.7880 |
0.7550 |
0.0330 |
4.4% |
0.0052 |
0.7% |
2% |
False |
True |
254 |
| 40 |
0.7880 |
0.7550 |
0.0330 |
4.4% |
0.0045 |
0.6% |
2% |
False |
True |
186 |
| 60 |
0.8014 |
0.7550 |
0.0463 |
6.1% |
0.0043 |
0.6% |
1% |
False |
True |
156 |
| 80 |
0.8014 |
0.7550 |
0.0463 |
6.1% |
0.0041 |
0.5% |
1% |
False |
True |
143 |
| 100 |
0.8177 |
0.7550 |
0.0627 |
8.3% |
0.0040 |
0.5% |
1% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7807 |
|
2.618 |
0.7727 |
|
1.618 |
0.7678 |
|
1.000 |
0.7648 |
|
0.618 |
0.7629 |
|
HIGH |
0.7599 |
|
0.618 |
0.7580 |
|
0.500 |
0.7575 |
|
0.382 |
0.7569 |
|
LOW |
0.7550 |
|
0.618 |
0.7520 |
|
1.000 |
0.7501 |
|
1.618 |
0.7471 |
|
2.618 |
0.7422 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7602 |
| PP |
0.7568 |
0.7586 |
| S1 |
0.7562 |
0.7571 |
|