CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7797 |
0.0081 |
1.0% |
0.7800 |
| High |
0.7820 |
0.7831 |
0.0011 |
0.1% |
0.7880 |
| Low |
0.7703 |
0.7739 |
0.0036 |
0.5% |
0.7734 |
| Close |
0.7796 |
0.7750 |
-0.0046 |
-0.6% |
0.7739 |
| Range |
0.0118 |
0.0093 |
-0.0025 |
-21.3% |
0.0146 |
| ATR |
0.0052 |
0.0055 |
0.0003 |
5.6% |
0.0000 |
| Volume |
676 |
186 |
-490 |
-72.5% |
883 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8051 |
0.7993 |
0.7801 |
|
| R3 |
0.7958 |
0.7900 |
0.7775 |
|
| R2 |
0.7866 |
0.7866 |
0.7767 |
|
| R1 |
0.7808 |
0.7808 |
0.7758 |
0.7791 |
| PP |
0.7773 |
0.7773 |
0.7773 |
0.7765 |
| S1 |
0.7715 |
0.7715 |
0.7742 |
0.7698 |
| S2 |
0.7681 |
0.7681 |
0.7733 |
|
| S3 |
0.7588 |
0.7623 |
0.7725 |
|
| S4 |
0.7496 |
0.7530 |
0.7699 |
|
|
| 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 |
0.7831 |
0.7700 |
0.0131 |
1.7% |
0.0067 |
0.9% |
38% |
True |
False |
346 |
| 10 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0056 |
0.7% |
28% |
False |
False |
255 |
| 20 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0049 |
0.6% |
28% |
False |
False |
181 |
| 40 |
0.8014 |
0.7700 |
0.0314 |
4.0% |
0.0043 |
0.6% |
16% |
False |
False |
143 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0041 |
0.5% |
21% |
False |
False |
133 |
| 80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0040 |
0.5% |
19% |
False |
False |
119 |
| 100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
14% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8224 |
|
2.618 |
0.8073 |
|
1.618 |
0.7981 |
|
1.000 |
0.7924 |
|
0.618 |
0.7888 |
|
HIGH |
0.7831 |
|
0.618 |
0.7796 |
|
0.500 |
0.7785 |
|
0.382 |
0.7774 |
|
LOW |
0.7739 |
|
0.618 |
0.7681 |
|
1.000 |
0.7646 |
|
1.618 |
0.7589 |
|
2.618 |
0.7496 |
|
4.250 |
0.7345 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7785 |
0.7766 |
| PP |
0.7773 |
0.7760 |
| S1 |
0.7762 |
0.7755 |
|