CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7830 |
0.7800 |
-0.0030 |
-0.4% |
0.7856 |
| High |
0.7830 |
0.7851 |
0.0020 |
0.3% |
0.7872 |
| Low |
0.7785 |
0.7799 |
0.0014 |
0.2% |
0.7773 |
| Close |
0.7798 |
0.7841 |
0.0044 |
0.6% |
0.7798 |
| Range |
0.0045 |
0.0051 |
0.0006 |
14.4% |
0.0099 |
| ATR |
0.0045 |
0.0045 |
0.0001 |
1.3% |
0.0000 |
| Volume |
43 |
27 |
-16 |
-37.2% |
849 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7964 |
0.7869 |
|
| R3 |
0.7933 |
0.7913 |
0.7855 |
|
| R2 |
0.7882 |
0.7882 |
0.7850 |
|
| R1 |
0.7861 |
0.7861 |
0.7846 |
0.7871 |
| PP |
0.7830 |
0.7830 |
0.7830 |
0.7835 |
| S1 |
0.7810 |
0.7810 |
0.7836 |
0.7820 |
| S2 |
0.7779 |
0.7779 |
0.7832 |
|
| S3 |
0.7727 |
0.7758 |
0.7827 |
|
| S4 |
0.7676 |
0.7707 |
0.7813 |
|
|
| 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 |
0.7871 |
0.7773 |
0.0098 |
1.3% |
0.0049 |
0.6% |
70% |
False |
False |
139 |
| 10 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0045 |
0.6% |
77% |
False |
False |
127 |
| 20 |
0.7875 |
0.7728 |
0.0147 |
1.9% |
0.0039 |
0.5% |
77% |
False |
False |
118 |
| 40 |
0.8014 |
0.7728 |
0.0286 |
3.6% |
0.0039 |
0.5% |
40% |
False |
False |
108 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
49% |
False |
False |
106 |
| 80 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0037 |
0.5% |
33% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7985 |
|
1.618 |
0.7934 |
|
1.000 |
0.7902 |
|
0.618 |
0.7882 |
|
HIGH |
0.7851 |
|
0.618 |
0.7831 |
|
0.500 |
0.7825 |
|
0.382 |
0.7819 |
|
LOW |
0.7799 |
|
0.618 |
0.7767 |
|
1.000 |
0.7748 |
|
1.618 |
0.7716 |
|
2.618 |
0.7664 |
|
4.250 |
0.7580 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7836 |
0.7837 |
| PP |
0.7830 |
0.7832 |
| S1 |
0.7825 |
0.7828 |
|