CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7551 |
-0.0049 |
-0.6% |
0.7740 |
| High |
0.7599 |
0.7557 |
-0.0042 |
-0.6% |
0.7750 |
| Low |
0.7550 |
0.7533 |
-0.0018 |
-0.2% |
0.7600 |
| Close |
0.7556 |
0.7535 |
-0.0021 |
-0.3% |
0.7614 |
| Range |
0.0049 |
0.0025 |
-0.0024 |
-50.0% |
0.0150 |
| ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
244 |
81 |
-163 |
-66.8% |
1,324 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7600 |
0.7548 |
|
| R3 |
0.7591 |
0.7575 |
0.7542 |
|
| R2 |
0.7566 |
0.7566 |
0.7539 |
|
| R1 |
0.7551 |
0.7551 |
0.7537 |
0.7546 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7539 |
| S1 |
0.7526 |
0.7526 |
0.7533 |
0.7522 |
| S2 |
0.7517 |
0.7517 |
0.7531 |
|
| S3 |
0.7493 |
0.7502 |
0.7528 |
|
| S4 |
0.7468 |
0.7477 |
0.7522 |
|
|
| 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 |
0.7533 |
0.0217 |
2.9% |
0.0051 |
0.7% |
1% |
False |
True |
277 |
| 10 |
0.7766 |
0.7533 |
0.0233 |
3.1% |
0.0046 |
0.6% |
1% |
False |
True |
245 |
| 20 |
0.7831 |
0.7533 |
0.0298 |
4.0% |
0.0051 |
0.7% |
1% |
False |
True |
246 |
| 40 |
0.7880 |
0.7533 |
0.0347 |
4.6% |
0.0046 |
0.6% |
1% |
False |
True |
184 |
| 60 |
0.8014 |
0.7533 |
0.0481 |
6.4% |
0.0043 |
0.6% |
1% |
False |
True |
158 |
| 80 |
0.8014 |
0.7533 |
0.0481 |
6.4% |
0.0041 |
0.5% |
1% |
False |
True |
142 |
| 100 |
0.8177 |
0.7533 |
0.0644 |
8.5% |
0.0040 |
0.5% |
0% |
False |
True |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7661 |
|
2.618 |
0.7621 |
|
1.618 |
0.7597 |
|
1.000 |
0.7582 |
|
0.618 |
0.7572 |
|
HIGH |
0.7557 |
|
0.618 |
0.7548 |
|
0.500 |
0.7545 |
|
0.382 |
0.7542 |
|
LOW |
0.7533 |
|
0.618 |
0.7517 |
|
1.000 |
0.7508 |
|
1.618 |
0.7493 |
|
2.618 |
0.7468 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7577 |
| PP |
0.7542 |
0.7563 |
| S1 |
0.7538 |
0.7549 |
|