CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 28-Dec-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2017 |
28-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
0.7912 |
0.7928 |
0.0016 |
0.2% |
0.7805 |
| High |
0.7940 |
0.7975 |
0.0035 |
0.4% |
0.7895 |
| Low |
0.7912 |
0.7928 |
0.0016 |
0.2% |
0.7766 |
| Close |
0.7930 |
0.7974 |
0.0044 |
0.6% |
0.7873 |
| Range |
0.0029 |
0.0047 |
0.0019 |
66.7% |
0.0129 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
36 |
734 |
698 |
1,938.9% |
224 |
|
| Daily Pivots for day following 28-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8101 |
0.8085 |
0.8000 |
|
| R3 |
0.8054 |
0.8037 |
0.7987 |
|
| R2 |
0.8006 |
0.8006 |
0.7982 |
|
| R1 |
0.7990 |
0.7990 |
0.7978 |
0.7998 |
| PP |
0.7959 |
0.7959 |
0.7959 |
0.7963 |
| S1 |
0.7942 |
0.7942 |
0.7969 |
0.7951 |
| S2 |
0.7911 |
0.7911 |
0.7965 |
|
| S3 |
0.7864 |
0.7895 |
0.7960 |
|
| S4 |
0.7816 |
0.7847 |
0.7947 |
|
|
| 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 |
0.8177 |
|
2.618 |
0.8099 |
|
1.618 |
0.8052 |
|
1.000 |
0.8022 |
|
0.618 |
0.8004 |
|
HIGH |
0.7975 |
|
0.618 |
0.7957 |
|
0.500 |
0.7951 |
|
0.382 |
0.7946 |
|
LOW |
0.7928 |
|
0.618 |
0.7898 |
|
1.000 |
0.7880 |
|
1.618 |
0.7851 |
|
2.618 |
0.7803 |
|
4.250 |
0.7726 |
|
|
| Fisher Pivots for day following 28-Dec-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.7966 |
0.7958 |
| PP |
0.7959 |
0.7943 |
| S1 |
0.7951 |
0.7927 |
|