CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 11-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2017 |
11-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7797 |
0.7800 |
0.0003 |
0.0% |
0.7895 |
High |
0.7825 |
0.7806 |
-0.0020 |
-0.2% |
0.7936 |
Low |
0.7789 |
0.7795 |
0.0006 |
0.1% |
0.7789 |
Close |
0.7793 |
0.7803 |
0.0010 |
0.1% |
0.7793 |
Range |
0.0036 |
0.0011 |
-0.0025 |
-70.8% |
0.0146 |
ATR |
|
|
|
|
|
Volume |
42 |
27 |
-15 |
-35.7% |
652 |
|
Daily Pivots for day following 11-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7833 |
0.7828 |
0.7808 |
|
R3 |
0.7822 |
0.7818 |
0.7805 |
|
R2 |
0.7812 |
0.7812 |
0.7804 |
|
R1 |
0.7807 |
0.7807 |
0.7803 |
0.7809 |
PP |
0.7801 |
0.7801 |
0.7801 |
0.7802 |
S1 |
0.7797 |
0.7797 |
0.7802 |
0.7799 |
S2 |
0.7791 |
0.7791 |
0.7801 |
|
S3 |
0.7780 |
0.7786 |
0.7800 |
|
S4 |
0.7770 |
0.7776 |
0.7797 |
|
|
Weekly Pivots for week ending 08-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8278 |
0.8182 |
0.7873 |
|
R3 |
0.8132 |
0.8035 |
0.7833 |
|
R2 |
0.7985 |
0.7985 |
0.7819 |
|
R1 |
0.7889 |
0.7889 |
0.7806 |
0.7864 |
PP |
0.7839 |
0.7839 |
0.7839 |
0.7827 |
S1 |
0.7743 |
0.7743 |
0.7779 |
0.7718 |
S2 |
0.7693 |
0.7693 |
0.7766 |
|
S3 |
0.7546 |
0.7596 |
0.7752 |
|
S4 |
0.7400 |
0.7450 |
0.7712 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7850 |
2.618 |
0.7833 |
1.618 |
0.7822 |
1.000 |
0.7816 |
0.618 |
0.7812 |
HIGH |
0.7806 |
0.618 |
0.7801 |
0.500 |
0.7800 |
0.382 |
0.7799 |
LOW |
0.7795 |
0.618 |
0.7789 |
1.000 |
0.7785 |
1.618 |
0.7778 |
2.618 |
0.7768 |
4.250 |
0.7750 |
|
|
Fisher Pivots for day following 11-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7802 |
0.7813 |
PP |
0.7801 |
0.7810 |
S1 |
0.7800 |
0.7806 |
|