CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 22-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2017 |
22-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7817 |
0.7868 |
0.0051 |
0.7% |
0.7805 |
High |
0.7895 |
0.7891 |
-0.0004 |
0.0% |
0.7895 |
Low |
0.7812 |
0.7843 |
0.0030 |
0.4% |
0.7766 |
Close |
0.7876 |
0.7873 |
-0.0002 |
0.0% |
0.7873 |
Range |
0.0082 |
0.0049 |
-0.0034 |
-41.2% |
0.0129 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.2% |
0.0000 |
Volume |
88 |
35 |
-53 |
-60.2% |
224 |
|
Daily Pivots for day following 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8014 |
0.7992 |
0.7900 |
|
R3 |
0.7966 |
0.7944 |
0.7886 |
|
R2 |
0.7917 |
0.7917 |
0.7882 |
|
R1 |
0.7895 |
0.7895 |
0.7877 |
0.7906 |
PP |
0.7869 |
0.7869 |
0.7869 |
0.7874 |
S1 |
0.7847 |
0.7847 |
0.7869 |
0.7858 |
S2 |
0.7820 |
0.7820 |
0.7864 |
|
S3 |
0.7772 |
0.7798 |
0.7860 |
|
S4 |
0.7723 |
0.7750 |
0.7846 |
|
|
Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8230 |
0.8180 |
0.7944 |
|
R3 |
0.8102 |
0.8052 |
0.7908 |
|
R2 |
0.7973 |
0.7973 |
0.7897 |
|
R1 |
0.7923 |
0.7923 |
0.7885 |
0.7948 |
PP |
0.7845 |
0.7845 |
0.7845 |
0.7857 |
S1 |
0.7795 |
0.7795 |
0.7861 |
0.7820 |
S2 |
0.7716 |
0.7716 |
0.7849 |
|
S3 |
0.7588 |
0.7666 |
0.7838 |
|
S4 |
0.7459 |
0.7538 |
0.7802 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8097 |
2.618 |
0.8018 |
1.618 |
0.7969 |
1.000 |
0.7940 |
0.618 |
0.7921 |
HIGH |
0.7891 |
0.618 |
0.7872 |
0.500 |
0.7867 |
0.382 |
0.7861 |
LOW |
0.7843 |
0.618 |
0.7813 |
1.000 |
0.7794 |
1.618 |
0.7764 |
2.618 |
0.7716 |
4.250 |
0.7636 |
|
|
Fisher Pivots for day following 22-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7871 |
0.7863 |
PP |
0.7869 |
0.7853 |
S1 |
0.7867 |
0.7843 |
|