CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7730 |
-0.0053 |
-0.7% |
0.7800 |
| High |
0.7783 |
0.7737 |
-0.0046 |
-0.6% |
0.7880 |
| Low |
0.7734 |
0.7700 |
-0.0034 |
-0.4% |
0.7734 |
| Close |
0.7739 |
0.7712 |
-0.0026 |
-0.3% |
0.7739 |
| Range |
0.0049 |
0.0037 |
-0.0012 |
-25.5% |
0.0146 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
181 |
457 |
276 |
152.5% |
883 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7805 |
0.7732 |
|
| R3 |
0.7789 |
0.7769 |
0.7722 |
|
| R2 |
0.7753 |
0.7753 |
0.7719 |
|
| R1 |
0.7732 |
0.7732 |
0.7715 |
0.7724 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7712 |
| S1 |
0.7696 |
0.7696 |
0.7709 |
0.7688 |
| S2 |
0.7680 |
0.7680 |
0.7705 |
|
| S3 |
0.7643 |
0.7659 |
0.7702 |
|
| S4 |
0.7607 |
0.7623 |
0.7692 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8222 |
0.8126 |
0.7819 |
|
| R3 |
0.8076 |
0.7980 |
0.7779 |
|
| R2 |
0.7930 |
0.7930 |
0.7765 |
|
| R1 |
0.7834 |
0.7834 |
0.7752 |
0.7809 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7772 |
| S1 |
0.7688 |
0.7688 |
0.7725 |
0.7663 |
| S2 |
0.7638 |
0.7638 |
0.7712 |
|
| S3 |
0.7492 |
0.7542 |
0.7698 |
|
| S4 |
0.7346 |
0.7396 |
0.7658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0044 |
0.6% |
7% |
False |
True |
262 |
| 10 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0046 |
0.6% |
7% |
False |
True |
201 |
| 20 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0042 |
0.5% |
7% |
False |
True |
161 |
| 40 |
0.8014 |
0.7700 |
0.0314 |
4.1% |
0.0040 |
0.5% |
4% |
False |
True |
135 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0038 |
0.5% |
10% |
False |
False |
120 |
| 80 |
0.8162 |
0.7679 |
0.0483 |
6.3% |
0.0039 |
0.5% |
7% |
False |
False |
109 |
| 100 |
0.8177 |
0.7679 |
0.0498 |
6.5% |
0.0037 |
0.5% |
7% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7892 |
|
2.618 |
0.7832 |
|
1.618 |
0.7796 |
|
1.000 |
0.7773 |
|
0.618 |
0.7759 |
|
HIGH |
0.7737 |
|
0.618 |
0.7723 |
|
0.500 |
0.7718 |
|
0.382 |
0.7714 |
|
LOW |
0.7700 |
|
0.618 |
0.7677 |
|
1.000 |
0.7663 |
|
1.618 |
0.7641 |
|
2.618 |
0.7604 |
|
4.250 |
0.7545 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7718 |
0.7758 |
| PP |
0.7716 |
0.7743 |
| S1 |
0.7714 |
0.7727 |
|