CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7537 |
0.7547 |
0.0010 |
0.1% |
0.7612 |
| High |
0.7562 |
0.7554 |
-0.0008 |
-0.1% |
0.7622 |
| Low |
0.7500 |
0.7530 |
0.0030 |
0.4% |
0.7500 |
| Close |
0.7555 |
0.7539 |
-0.0016 |
-0.2% |
0.7555 |
| Range |
0.0063 |
0.0024 |
-0.0038 |
-61.6% |
0.0123 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
443 |
45 |
-398 |
-89.8% |
1,217 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7600 |
0.7552 |
|
| R3 |
0.7589 |
0.7576 |
0.7546 |
|
| R2 |
0.7565 |
0.7565 |
0.7543 |
|
| R1 |
0.7552 |
0.7552 |
0.7541 |
0.7547 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7538 |
| S1 |
0.7528 |
0.7528 |
0.7537 |
0.7523 |
| S2 |
0.7517 |
0.7517 |
0.7535 |
|
| S3 |
0.7493 |
0.7504 |
0.7532 |
|
| S4 |
0.7469 |
0.7480 |
0.7526 |
|
|
| 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 |
0.7599 |
0.7500 |
0.0099 |
1.3% |
0.0036 |
0.5% |
40% |
False |
False |
178 |
| 10 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0044 |
0.6% |
16% |
False |
False |
238 |
| 20 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0050 |
0.7% |
12% |
False |
False |
243 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
10% |
False |
False |
193 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0044 |
0.6% |
8% |
False |
False |
164 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
8% |
False |
False |
147 |
| 100 |
0.8177 |
0.7500 |
0.0677 |
9.0% |
0.0041 |
0.5% |
6% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7656 |
|
2.618 |
0.7617 |
|
1.618 |
0.7593 |
|
1.000 |
0.7578 |
|
0.618 |
0.7569 |
|
HIGH |
0.7554 |
|
0.618 |
0.7545 |
|
0.500 |
0.7542 |
|
0.382 |
0.7539 |
|
LOW |
0.7530 |
|
0.618 |
0.7515 |
|
1.000 |
0.7506 |
|
1.618 |
0.7491 |
|
2.618 |
0.7467 |
|
4.250 |
0.7428 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7542 |
0.7536 |
| PP |
0.7541 |
0.7534 |
| S1 |
0.7540 |
0.7531 |
|