CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2018 |
15-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7856 |
0.7835 |
-0.0021 |
-0.3% |
0.7800 |
| High |
0.7872 |
0.7835 |
-0.0037 |
-0.5% |
0.7875 |
| Low |
0.7844 |
0.7773 |
-0.0071 |
-0.9% |
0.7728 |
| Close |
0.7844 |
0.7803 |
-0.0041 |
-0.5% |
0.7852 |
| Range |
0.0029 |
0.0062 |
0.0034 |
119.3% |
0.0147 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
5.0% |
0.0000 |
| Volume |
178 |
69 |
-109 |
-61.2% |
480 |
|
| Daily Pivots for day following 15-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7991 |
0.7959 |
0.7837 |
|
| R3 |
0.7928 |
0.7897 |
0.7820 |
|
| R2 |
0.7866 |
0.7866 |
0.7814 |
|
| R1 |
0.7834 |
0.7834 |
0.7809 |
0.7819 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7796 |
| S1 |
0.7772 |
0.7772 |
0.7797 |
0.7757 |
| S2 |
0.7741 |
0.7741 |
0.7792 |
|
| S3 |
0.7679 |
0.7710 |
0.7786 |
|
| S4 |
0.7616 |
0.7647 |
0.7769 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8259 |
0.8202 |
0.7932 |
|
| R3 |
0.8112 |
0.8055 |
0.7892 |
|
| R2 |
0.7965 |
0.7965 |
0.7878 |
|
| R1 |
0.7908 |
0.7908 |
0.7865 |
0.7937 |
| PP |
0.7818 |
0.7818 |
0.7818 |
0.7832 |
| S1 |
0.7761 |
0.7761 |
0.7838 |
0.7790 |
| S2 |
0.7671 |
0.7671 |
0.7825 |
|
| S3 |
0.7524 |
0.7614 |
0.7811 |
|
| S4 |
0.7377 |
0.7467 |
0.7771 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7875 |
0.7760 |
0.0115 |
1.5% |
0.0043 |
0.6% |
37% |
False |
False |
91 |
| 10 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0041 |
0.5% |
51% |
False |
False |
95 |
| 20 |
0.7995 |
0.7728 |
0.0267 |
3.4% |
0.0039 |
0.5% |
28% |
False |
False |
119 |
| 40 |
0.8014 |
0.7683 |
0.0331 |
4.2% |
0.0038 |
0.5% |
36% |
False |
False |
98 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
37% |
False |
False |
103 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
25% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.7999 |
|
1.618 |
0.7936 |
|
1.000 |
0.7897 |
|
0.618 |
0.7874 |
|
HIGH |
0.7835 |
|
0.618 |
0.7811 |
|
0.500 |
0.7804 |
|
0.382 |
0.7796 |
|
LOW |
0.7773 |
|
0.618 |
0.7734 |
|
1.000 |
0.7710 |
|
1.618 |
0.7671 |
|
2.618 |
0.7609 |
|
4.250 |
0.7507 |
|
|
| Fisher Pivots for day following 15-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7804 |
0.7824 |
| PP |
0.7804 |
0.7817 |
| S1 |
0.7803 |
0.7810 |
|