CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7549 |
0.0002 |
0.0% |
0.7612 |
| High |
0.7554 |
0.7550 |
-0.0005 |
-0.1% |
0.7622 |
| Low |
0.7530 |
0.7533 |
0.0003 |
0.0% |
0.7500 |
| Close |
0.7539 |
0.7545 |
0.0005 |
0.1% |
0.7555 |
| Range |
0.0024 |
0.0017 |
-0.0008 |
-31.3% |
0.0123 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.7% |
0.0000 |
| Volume |
45 |
36 |
-9 |
-20.0% |
1,217 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7592 |
0.7585 |
0.7554 |
|
| R3 |
0.7575 |
0.7568 |
0.7549 |
|
| R2 |
0.7559 |
0.7559 |
0.7548 |
|
| R1 |
0.7552 |
0.7552 |
0.7546 |
0.7547 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7540 |
| S1 |
0.7535 |
0.7535 |
0.7543 |
0.7531 |
| S2 |
0.7526 |
0.7526 |
0.7541 |
|
| S3 |
0.7509 |
0.7519 |
0.7540 |
|
| S4 |
0.7493 |
0.7502 |
0.7535 |
|
|
| 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 |
0.7562 |
0.7500 |
0.0063 |
0.8% |
0.0030 |
0.4% |
72% |
False |
False |
136 |
| 10 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0043 |
0.6% |
18% |
False |
False |
215 |
| 20 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0049 |
0.6% |
14% |
False |
False |
222 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
12% |
False |
False |
192 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0043 |
0.6% |
9% |
False |
False |
164 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
9% |
False |
False |
145 |
| 100 |
0.8162 |
0.7500 |
0.0662 |
8.8% |
0.0041 |
0.5% |
7% |
False |
False |
132 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
9.0% |
0.0039 |
0.5% |
7% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7620 |
|
2.618 |
0.7593 |
|
1.618 |
0.7576 |
|
1.000 |
0.7566 |
|
0.618 |
0.7560 |
|
HIGH |
0.7550 |
|
0.618 |
0.7543 |
|
0.500 |
0.7541 |
|
0.382 |
0.7539 |
|
LOW |
0.7533 |
|
0.618 |
0.7523 |
|
1.000 |
0.7517 |
|
1.618 |
0.7506 |
|
2.618 |
0.7490 |
|
4.250 |
0.7463 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7543 |
0.7540 |
| PP |
0.7542 |
0.7535 |
| S1 |
0.7541 |
0.7531 |
|