CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 12-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2018 |
12-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7740 |
0.7725 |
-0.0015 |
-0.2% |
0.7772 |
High |
0.7745 |
0.7731 |
-0.0014 |
-0.2% |
0.7805 |
Low |
0.7709 |
0.7705 |
-0.0003 |
0.0% |
0.7686 |
Close |
0.7731 |
0.7711 |
-0.0020 |
-0.3% |
0.7762 |
Range |
0.0036 |
0.0025 |
-0.0011 |
-29.2% |
0.0120 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
204 |
264 |
60 |
29.4% |
941 |
|
Daily Pivots for day following 12-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7792 |
0.7777 |
0.7725 |
|
R3 |
0.7766 |
0.7751 |
0.7718 |
|
R2 |
0.7741 |
0.7741 |
0.7716 |
|
R1 |
0.7726 |
0.7726 |
0.7713 |
0.7721 |
PP |
0.7716 |
0.7716 |
0.7716 |
0.7713 |
S1 |
0.7701 |
0.7701 |
0.7709 |
0.7695 |
S2 |
0.7690 |
0.7690 |
0.7706 |
|
S3 |
0.7665 |
0.7675 |
0.7704 |
|
S4 |
0.7639 |
0.7650 |
0.7697 |
|
|
Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8109 |
0.8055 |
0.7827 |
|
R3 |
0.7990 |
0.7935 |
0.7794 |
|
R2 |
0.7870 |
0.7870 |
0.7783 |
|
R1 |
0.7816 |
0.7816 |
0.7772 |
0.7783 |
PP |
0.7751 |
0.7751 |
0.7751 |
0.7734 |
S1 |
0.7696 |
0.7696 |
0.7751 |
0.7664 |
S2 |
0.7631 |
0.7631 |
0.7740 |
|
S3 |
0.7512 |
0.7577 |
0.7729 |
|
S4 |
0.7392 |
0.7457 |
0.7696 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7805 |
0.7700 |
0.0105 |
1.4% |
0.0042 |
0.5% |
10% |
False |
False |
260 |
10 |
0.7831 |
0.7686 |
0.0146 |
1.9% |
0.0055 |
0.7% |
18% |
False |
False |
229 |
20 |
0.7880 |
0.7686 |
0.0195 |
2.5% |
0.0051 |
0.7% |
13% |
False |
False |
215 |
40 |
0.8014 |
0.7686 |
0.0328 |
4.3% |
0.0044 |
0.6% |
8% |
False |
False |
167 |
60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0041 |
0.5% |
10% |
False |
False |
137 |
80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0040 |
0.5% |
9% |
False |
False |
131 |
100 |
0.8177 |
0.7679 |
0.0498 |
6.5% |
0.0039 |
0.5% |
7% |
False |
False |
111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7839 |
2.618 |
0.7797 |
1.618 |
0.7772 |
1.000 |
0.7756 |
0.618 |
0.7746 |
HIGH |
0.7731 |
0.618 |
0.7721 |
0.500 |
0.7718 |
0.382 |
0.7715 |
LOW |
0.7705 |
0.618 |
0.7689 |
1.000 |
0.7680 |
1.618 |
0.7664 |
2.618 |
0.7638 |
4.250 |
0.7597 |
|
|
Fisher Pivots for day following 12-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7718 |
0.7733 |
PP |
0.7716 |
0.7726 |
S1 |
0.7713 |
0.7718 |
|