CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7870 |
0.7830 |
-0.0040 |
-0.5% |
0.7856 |
| High |
0.7871 |
0.7830 |
-0.0041 |
-0.5% |
0.7872 |
| Low |
0.7834 |
0.7785 |
-0.0049 |
-0.6% |
0.7773 |
| Close |
0.7845 |
0.7798 |
-0.0047 |
-0.6% |
0.7798 |
| Range |
0.0037 |
0.0045 |
0.0008 |
21.6% |
0.0099 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.6% |
0.0000 |
| Volume |
314 |
43 |
-271 |
-86.3% |
849 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7913 |
0.7822 |
|
| R3 |
0.7894 |
0.7868 |
0.7810 |
|
| R2 |
0.7849 |
0.7849 |
0.7806 |
|
| R1 |
0.7823 |
0.7823 |
0.7802 |
0.7814 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7799 |
| S1 |
0.7778 |
0.7778 |
0.7793 |
0.7769 |
| S2 |
0.7759 |
0.7759 |
0.7789 |
|
| S3 |
0.7714 |
0.7733 |
0.7785 |
|
| S4 |
0.7669 |
0.7688 |
0.7773 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8112 |
0.8054 |
0.7852 |
|
| R3 |
0.8013 |
0.7955 |
0.7825 |
|
| R2 |
0.7913 |
0.7913 |
0.7816 |
|
| R1 |
0.7855 |
0.7855 |
0.7807 |
0.7835 |
| PP |
0.7814 |
0.7814 |
0.7814 |
0.7804 |
| S1 |
0.7756 |
0.7756 |
0.7788 |
0.7735 |
| S2 |
0.7715 |
0.7715 |
0.7779 |
|
| S3 |
0.7615 |
0.7657 |
0.7770 |
|
| S4 |
0.7516 |
0.7557 |
0.7743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7872 |
0.7773 |
0.0099 |
1.3% |
0.0044 |
0.6% |
25% |
False |
False |
169 |
| 10 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0043 |
0.6% |
47% |
False |
False |
132 |
| 20 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0039 |
0.5% |
47% |
False |
False |
125 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.7% |
0.0039 |
0.5% |
24% |
False |
False |
109 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
36% |
False |
False |
106 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
24% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8021 |
|
2.618 |
0.7948 |
|
1.618 |
0.7903 |
|
1.000 |
0.7875 |
|
0.618 |
0.7858 |
|
HIGH |
0.7830 |
|
0.618 |
0.7813 |
|
0.500 |
0.7808 |
|
0.382 |
0.7802 |
|
LOW |
0.7785 |
|
0.618 |
0.7757 |
|
1.000 |
0.7740 |
|
1.618 |
0.7712 |
|
2.618 |
0.7667 |
|
4.250 |
0.7594 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7808 |
0.7828 |
| PP |
0.7804 |
0.7818 |
| S1 |
0.7801 |
0.7808 |
|