CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 30-May-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
Open |
0.7730 |
0.7716 |
-0.0015 |
-0.2% |
0.7800 |
High |
0.7737 |
0.7820 |
0.0084 |
1.1% |
0.7880 |
Low |
0.7700 |
0.7703 |
0.0003 |
0.0% |
0.7734 |
Close |
0.7712 |
0.7796 |
0.0084 |
1.1% |
0.7739 |
Range |
0.0037 |
0.0118 |
0.0081 |
221.9% |
0.0146 |
ATR |
0.0047 |
0.0052 |
0.0005 |
10.9% |
0.0000 |
Volume |
457 |
676 |
219 |
47.9% |
883 |
|
Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8125 |
0.8078 |
0.7861 |
|
R3 |
0.8008 |
0.7961 |
0.7828 |
|
R2 |
0.7890 |
0.7890 |
0.7818 |
|
R1 |
0.7843 |
0.7843 |
0.7807 |
0.7867 |
PP |
0.7773 |
0.7773 |
0.7773 |
0.7785 |
S1 |
0.7726 |
0.7726 |
0.7785 |
0.7749 |
S2 |
0.7655 |
0.7655 |
0.7774 |
|
S3 |
0.7538 |
0.7608 |
0.7764 |
|
S4 |
0.7420 |
0.7491 |
0.7731 |
|
|
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 |
0.7827 |
0.7700 |
0.0127 |
1.6% |
0.0058 |
0.7% |
76% |
False |
False |
350 |
10 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0052 |
0.7% |
53% |
False |
False |
261 |
20 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0046 |
0.6% |
53% |
False |
False |
178 |
40 |
0.8014 |
0.7700 |
0.0314 |
4.0% |
0.0042 |
0.5% |
31% |
False |
False |
141 |
60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0040 |
0.5% |
35% |
False |
False |
131 |
80 |
0.8077 |
0.7679 |
0.0399 |
5.1% |
0.0039 |
0.5% |
29% |
False |
False |
117 |
100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0038 |
0.5% |
24% |
False |
False |
99 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8319 |
2.618 |
0.8128 |
1.618 |
0.8010 |
1.000 |
0.7938 |
0.618 |
0.7893 |
HIGH |
0.7820 |
0.618 |
0.7775 |
0.500 |
0.7761 |
0.382 |
0.7747 |
LOW |
0.7703 |
0.618 |
0.7630 |
1.000 |
0.7585 |
1.618 |
0.7512 |
2.618 |
0.7395 |
4.250 |
0.7203 |
|
|
Fisher Pivots for day following 30-May-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7784 |
0.7784 |
PP |
0.7773 |
0.7772 |
S1 |
0.7761 |
0.7760 |
|