CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7835 |
0.7815 |
-0.0020 |
-0.3% |
0.7800 |
| High |
0.7835 |
0.7853 |
0.0018 |
0.2% |
0.7875 |
| Low |
0.7773 |
0.7803 |
0.0030 |
0.4% |
0.7728 |
| Close |
0.7803 |
0.7853 |
0.0050 |
0.6% |
0.7852 |
| Range |
0.0062 |
0.0050 |
-0.0013 |
-20.8% |
0.0147 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
| Volume |
69 |
245 |
176 |
255.1% |
480 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7968 |
0.7880 |
|
| R3 |
0.7935 |
0.7919 |
0.7866 |
|
| R2 |
0.7886 |
0.7886 |
0.7862 |
|
| R1 |
0.7869 |
0.7869 |
0.7857 |
0.7877 |
| PP |
0.7836 |
0.7836 |
0.7836 |
0.7840 |
| S1 |
0.7820 |
0.7820 |
0.7848 |
0.7828 |
| S2 |
0.7787 |
0.7787 |
0.7843 |
|
| S3 |
0.7737 |
0.7770 |
0.7839 |
|
| S4 |
0.7688 |
0.7721 |
0.7825 |
|
|
| 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 |
0.7773 |
0.0102 |
1.3% |
0.0040 |
0.5% |
78% |
False |
False |
106 |
| 10 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0042 |
0.5% |
85% |
False |
False |
108 |
| 20 |
0.7972 |
0.7728 |
0.0244 |
3.1% |
0.0039 |
0.5% |
51% |
False |
False |
126 |
| 40 |
0.8014 |
0.7715 |
0.0299 |
3.8% |
0.0039 |
0.5% |
46% |
False |
False |
104 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
52% |
False |
False |
105 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0037 |
0.5% |
35% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8063 |
|
2.618 |
0.7982 |
|
1.618 |
0.7933 |
|
1.000 |
0.7902 |
|
0.618 |
0.7883 |
|
HIGH |
0.7853 |
|
0.618 |
0.7834 |
|
0.500 |
0.7828 |
|
0.382 |
0.7822 |
|
LOW |
0.7803 |
|
0.618 |
0.7772 |
|
1.000 |
0.7754 |
|
1.618 |
0.7723 |
|
2.618 |
0.7673 |
|
4.250 |
0.7593 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7844 |
0.7842 |
| PP |
0.7836 |
0.7832 |
| S1 |
0.7828 |
0.7822 |
|