CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 13-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2017 |
13-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7809 |
0.7800 |
-0.0010 |
-0.1% |
0.7895 |
| High |
0.7818 |
0.7834 |
0.0016 |
0.2% |
0.7936 |
| Low |
0.7782 |
0.7789 |
0.0007 |
0.1% |
0.7789 |
| Close |
0.7791 |
0.7834 |
0.0043 |
0.6% |
0.7793 |
| Range |
0.0036 |
0.0046 |
0.0010 |
26.4% |
0.0146 |
| ATR |
|
|
|
|
|
| Volume |
88 |
258 |
170 |
193.2% |
652 |
|
| Daily Pivots for day following 13-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7940 |
0.7859 |
|
| R3 |
0.7910 |
0.7895 |
0.7847 |
|
| R2 |
0.7864 |
0.7864 |
0.7842 |
|
| R1 |
0.7849 |
0.7849 |
0.7838 |
0.7857 |
| PP |
0.7819 |
0.7819 |
0.7819 |
0.7823 |
| S1 |
0.7804 |
0.7804 |
0.7830 |
0.7811 |
| S2 |
0.7773 |
0.7773 |
0.7826 |
|
| S3 |
0.7728 |
0.7758 |
0.7821 |
|
| S4 |
0.7682 |
0.7713 |
0.7809 |
|
|
| 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 |
0.8027 |
|
2.618 |
0.7953 |
|
1.618 |
0.7908 |
|
1.000 |
0.7880 |
|
0.618 |
0.7862 |
|
HIGH |
0.7834 |
|
0.618 |
0.7817 |
|
0.500 |
0.7811 |
|
0.382 |
0.7806 |
|
LOW |
0.7789 |
|
0.618 |
0.7760 |
|
1.000 |
0.7743 |
|
1.618 |
0.7715 |
|
2.618 |
0.7669 |
|
4.250 |
0.7595 |
|
|
| Fisher Pivots for day following 13-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7826 |
0.7825 |
| PP |
0.7819 |
0.7817 |
| S1 |
0.7811 |
0.7808 |
|