CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 22-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7533 |
0.7537 |
0.0005 |
0.1% |
0.7612 |
High |
0.7549 |
0.7562 |
0.0014 |
0.2% |
0.7622 |
Low |
0.7527 |
0.7500 |
-0.0027 |
-0.4% |
0.7500 |
Close |
0.7541 |
0.7555 |
0.0015 |
0.2% |
0.7555 |
Range |
0.0022 |
0.0063 |
0.0041 |
184.1% |
0.0123 |
ATR |
0.0049 |
0.0050 |
0.0001 |
2.0% |
0.0000 |
Volume |
78 |
443 |
365 |
467.9% |
1,217 |
|
Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7726 |
0.7703 |
0.7589 |
|
R3 |
0.7664 |
0.7641 |
0.7572 |
|
R2 |
0.7601 |
0.7601 |
0.7566 |
|
R1 |
0.7578 |
0.7578 |
0.7561 |
0.7590 |
PP |
0.7539 |
0.7539 |
0.7539 |
0.7545 |
S1 |
0.7516 |
0.7516 |
0.7549 |
0.7527 |
S2 |
0.7476 |
0.7476 |
0.7544 |
|
S3 |
0.7414 |
0.7453 |
0.7538 |
|
S4 |
0.7351 |
0.7391 |
0.7521 |
|
|
Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7926 |
0.7863 |
0.7622 |
|
R3 |
0.7804 |
0.7741 |
0.7589 |
|
R2 |
0.7681 |
0.7681 |
0.7577 |
|
R1 |
0.7618 |
0.7618 |
0.7566 |
0.7589 |
PP |
0.7559 |
0.7559 |
0.7559 |
0.7544 |
S1 |
0.7496 |
0.7496 |
0.7544 |
0.7466 |
S2 |
0.7436 |
0.7436 |
0.7533 |
|
S3 |
0.7314 |
0.7373 |
0.7521 |
|
S4 |
0.7191 |
0.7251 |
0.7488 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7622 |
0.7500 |
0.0123 |
1.6% |
0.0039 |
0.5% |
45% |
False |
True |
243 |
10 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0045 |
0.6% |
22% |
False |
True |
254 |
20 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0051 |
0.7% |
17% |
False |
True |
250 |
40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
15% |
False |
True |
195 |
60 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0044 |
0.6% |
11% |
False |
True |
165 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
11% |
False |
True |
147 |
100 |
0.8177 |
0.7500 |
0.0677 |
9.0% |
0.0041 |
0.5% |
8% |
False |
True |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7828 |
2.618 |
0.7726 |
1.618 |
0.7663 |
1.000 |
0.7625 |
0.618 |
0.7601 |
HIGH |
0.7562 |
0.618 |
0.7538 |
0.500 |
0.7531 |
0.382 |
0.7523 |
LOW |
0.7500 |
0.618 |
0.7461 |
1.000 |
0.7437 |
1.618 |
0.7398 |
2.618 |
0.7336 |
4.250 |
0.7234 |
|
|
Fisher Pivots for day following 22-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7547 |
0.7547 |
PP |
0.7539 |
0.7539 |
S1 |
0.7531 |
0.7531 |
|