CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7533 |
-0.0018 |
-0.2% |
0.7740 |
| High |
0.7557 |
0.7549 |
-0.0009 |
-0.1% |
0.7750 |
| Low |
0.7533 |
0.7527 |
-0.0006 |
-0.1% |
0.7600 |
| Close |
0.7535 |
0.7541 |
0.0006 |
0.1% |
0.7614 |
| Range |
0.0025 |
0.0022 |
-0.0003 |
-10.2% |
0.0150 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
81 |
78 |
-3 |
-3.7% |
1,324 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7604 |
0.7594 |
0.7553 |
|
| R3 |
0.7582 |
0.7572 |
0.7547 |
|
| R2 |
0.7560 |
0.7560 |
0.7545 |
|
| R1 |
0.7550 |
0.7550 |
0.7543 |
0.7555 |
| PP |
0.7539 |
0.7539 |
0.7539 |
0.7541 |
| S1 |
0.7529 |
0.7529 |
0.7538 |
0.7534 |
| S2 |
0.7517 |
0.7517 |
0.7536 |
|
| S3 |
0.7495 |
0.7507 |
0.7534 |
|
| S4 |
0.7473 |
0.7485 |
0.7528 |
|
|
| 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 |
0.7654 |
0.7527 |
0.0127 |
1.7% |
0.0037 |
0.5% |
11% |
False |
True |
242 |
| 10 |
0.7766 |
0.7527 |
0.0239 |
3.2% |
0.0045 |
0.6% |
6% |
False |
True |
229 |
| 20 |
0.7831 |
0.7527 |
0.0304 |
4.0% |
0.0050 |
0.7% |
5% |
False |
True |
239 |
| 40 |
0.7880 |
0.7527 |
0.0353 |
4.7% |
0.0046 |
0.6% |
4% |
False |
True |
185 |
| 60 |
0.8014 |
0.7527 |
0.0487 |
6.5% |
0.0043 |
0.6% |
3% |
False |
True |
158 |
| 80 |
0.8014 |
0.7527 |
0.0487 |
6.5% |
0.0041 |
0.5% |
3% |
False |
True |
143 |
| 100 |
0.8177 |
0.7527 |
0.0650 |
8.6% |
0.0040 |
0.5% |
2% |
False |
True |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7642 |
|
2.618 |
0.7606 |
|
1.618 |
0.7584 |
|
1.000 |
0.7570 |
|
0.618 |
0.7562 |
|
HIGH |
0.7549 |
|
0.618 |
0.7540 |
|
0.500 |
0.7538 |
|
0.382 |
0.7535 |
|
LOW |
0.7527 |
|
0.618 |
0.7513 |
|
1.000 |
0.7505 |
|
1.618 |
0.7491 |
|
2.618 |
0.7469 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7563 |
| PP |
0.7539 |
0.7555 |
| S1 |
0.7538 |
0.7548 |
|