CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 13-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7725 |
0.7707 |
-0.0018 |
-0.2% |
0.7772 |
High |
0.7731 |
0.7744 |
0.0014 |
0.2% |
0.7805 |
Low |
0.7705 |
0.7694 |
-0.0011 |
-0.1% |
0.7686 |
Close |
0.7711 |
0.7721 |
0.0010 |
0.1% |
0.7762 |
Range |
0.0025 |
0.0050 |
0.0025 |
96.1% |
0.0120 |
ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
Volume |
264 |
164 |
-100 |
-37.9% |
941 |
|
Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7870 |
0.7845 |
0.7749 |
|
R3 |
0.7820 |
0.7795 |
0.7735 |
|
R2 |
0.7770 |
0.7770 |
0.7730 |
|
R1 |
0.7745 |
0.7745 |
0.7726 |
0.7758 |
PP |
0.7720 |
0.7720 |
0.7720 |
0.7726 |
S1 |
0.7695 |
0.7695 |
0.7716 |
0.7708 |
S2 |
0.7670 |
0.7670 |
0.7712 |
|
S3 |
0.7620 |
0.7645 |
0.7707 |
|
S4 |
0.7570 |
0.7595 |
0.7694 |
|
|
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 |
0.7766 |
0.7694 |
0.0071 |
0.9% |
0.0041 |
0.5% |
38% |
False |
True |
214 |
10 |
0.7831 |
0.7686 |
0.0146 |
1.9% |
0.0048 |
0.6% |
24% |
False |
False |
178 |
20 |
0.7880 |
0.7686 |
0.0195 |
2.5% |
0.0050 |
0.6% |
18% |
False |
False |
220 |
40 |
0.7995 |
0.7686 |
0.0310 |
4.0% |
0.0045 |
0.6% |
11% |
False |
False |
169 |
60 |
0.8014 |
0.7683 |
0.0331 |
4.3% |
0.0042 |
0.5% |
12% |
False |
False |
139 |
80 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0040 |
0.5% |
13% |
False |
False |
132 |
100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
9% |
False |
False |
112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7957 |
2.618 |
0.7875 |
1.618 |
0.7825 |
1.000 |
0.7794 |
0.618 |
0.7775 |
HIGH |
0.7744 |
0.618 |
0.7725 |
0.500 |
0.7719 |
0.382 |
0.7713 |
LOW |
0.7694 |
0.618 |
0.7663 |
1.000 |
0.7644 |
1.618 |
0.7613 |
2.618 |
0.7563 |
4.250 |
0.7482 |
|
|
Fisher Pivots for day following 13-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7720 |
0.7720 |
PP |
0.7720 |
0.7720 |
S1 |
0.7719 |
0.7719 |
|