CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 27-Dec-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
Open |
0.7883 |
0.7912 |
0.0029 |
0.4% |
0.7805 |
High |
0.7902 |
0.7940 |
0.0039 |
0.5% |
0.7895 |
Low |
0.7880 |
0.7912 |
0.0032 |
0.4% |
0.7766 |
Close |
0.7902 |
0.7930 |
0.0028 |
0.4% |
0.7873 |
Range |
0.0022 |
0.0029 |
0.0007 |
29.5% |
0.0129 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
13 |
36 |
23 |
176.9% |
224 |
|
Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8013 |
0.8000 |
0.7945 |
|
R3 |
0.7984 |
0.7971 |
0.7937 |
|
R2 |
0.7956 |
0.7956 |
0.7935 |
|
R1 |
0.7943 |
0.7943 |
0.7932 |
0.7949 |
PP |
0.7927 |
0.7927 |
0.7927 |
0.7930 |
S1 |
0.7914 |
0.7914 |
0.7927 |
0.7921 |
S2 |
0.7899 |
0.7899 |
0.7924 |
|
S3 |
0.7870 |
0.7886 |
0.7922 |
|
S4 |
0.7842 |
0.7857 |
0.7914 |
|
|
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 |
0.8061 |
2.618 |
0.8015 |
1.618 |
0.7986 |
1.000 |
0.7969 |
0.618 |
0.7958 |
HIGH |
0.7940 |
0.618 |
0.7929 |
0.500 |
0.7926 |
0.382 |
0.7922 |
LOW |
0.7912 |
0.618 |
0.7894 |
1.000 |
0.7883 |
1.618 |
0.7865 |
2.618 |
0.7837 |
4.250 |
0.7790 |
|
|
Fisher Pivots for day following 27-Dec-2017 |
Pivot |
1 day |
3 day |
R1 |
0.7928 |
0.7917 |
PP |
0.7927 |
0.7904 |
S1 |
0.7926 |
0.7891 |
|