CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7815 |
0.7870 |
0.0055 |
0.7% |
0.7800 |
| High |
0.7853 |
0.7871 |
0.0019 |
0.2% |
0.7875 |
| Low |
0.7803 |
0.7834 |
0.0031 |
0.4% |
0.7728 |
| Close |
0.7853 |
0.7845 |
-0.0008 |
-0.1% |
0.7852 |
| Range |
0.0050 |
0.0037 |
-0.0013 |
-25.3% |
0.0147 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
245 |
314 |
69 |
28.2% |
480 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7961 |
0.7940 |
0.7865 |
|
| R3 |
0.7924 |
0.7903 |
0.7855 |
|
| R2 |
0.7887 |
0.7887 |
0.7851 |
|
| R1 |
0.7866 |
0.7866 |
0.7848 |
0.7858 |
| PP |
0.7850 |
0.7850 |
0.7850 |
0.7846 |
| S1 |
0.7829 |
0.7829 |
0.7841 |
0.7821 |
| S2 |
0.7813 |
0.7813 |
0.7838 |
|
| S3 |
0.7776 |
0.7792 |
0.7834 |
|
| S4 |
0.7739 |
0.7755 |
0.7824 |
|
|
| 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% |
70% |
False |
False |
166 |
| 10 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0042 |
0.5% |
79% |
False |
False |
136 |
| 20 |
0.7928 |
0.7728 |
0.0200 |
2.5% |
0.0039 |
0.5% |
58% |
False |
False |
132 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.6% |
0.0038 |
0.5% |
41% |
False |
False |
109 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0037 |
0.5% |
50% |
False |
False |
107 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.3% |
0.0037 |
0.5% |
33% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8028 |
|
2.618 |
0.7968 |
|
1.618 |
0.7931 |
|
1.000 |
0.7908 |
|
0.618 |
0.7894 |
|
HIGH |
0.7871 |
|
0.618 |
0.7857 |
|
0.500 |
0.7853 |
|
0.382 |
0.7848 |
|
LOW |
0.7834 |
|
0.618 |
0.7811 |
|
1.000 |
0.7797 |
|
1.618 |
0.7774 |
|
2.618 |
0.7737 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7853 |
0.7837 |
| PP |
0.7850 |
0.7829 |
| S1 |
0.7847 |
0.7822 |
|