CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7534 |
0.7524 |
-0.0010 |
-0.1% |
0.7612 |
| High |
0.7555 |
0.7571 |
0.0016 |
0.2% |
0.7622 |
| Low |
0.7500 |
0.7520 |
0.0019 |
0.3% |
0.7500 |
| Close |
0.7536 |
0.7558 |
0.0022 |
0.3% |
0.7555 |
| Range |
0.0055 |
0.0052 |
-0.0003 |
-5.5% |
0.0123 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.8% |
0.0000 |
| Volume |
163 |
52 |
-111 |
-68.1% |
1,217 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7704 |
0.7682 |
0.7586 |
|
| R3 |
0.7652 |
0.7631 |
0.7572 |
|
| R2 |
0.7601 |
0.7601 |
0.7567 |
|
| R1 |
0.7579 |
0.7579 |
0.7562 |
0.7590 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7555 |
| S1 |
0.7528 |
0.7528 |
0.7553 |
0.7539 |
| S2 |
0.7498 |
0.7498 |
0.7548 |
|
| S3 |
0.7446 |
0.7476 |
0.7543 |
|
| S4 |
0.7395 |
0.7425 |
0.7529 |
|
|
| 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 |
0.7571 |
0.7500 |
0.0071 |
0.9% |
0.0042 |
0.6% |
81% |
True |
False |
147 |
| 10 |
0.7654 |
0.7500 |
0.0154 |
2.0% |
0.0039 |
0.5% |
38% |
False |
False |
195 |
| 20 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0044 |
0.6% |
19% |
False |
False |
190 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
15% |
False |
False |
186 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0043 |
0.6% |
11% |
False |
False |
159 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0042 |
0.6% |
11% |
False |
False |
147 |
| 100 |
0.8051 |
0.7500 |
0.0551 |
7.3% |
0.0040 |
0.5% |
11% |
False |
False |
133 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
9.0% |
0.0039 |
0.5% |
9% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7790 |
|
2.618 |
0.7706 |
|
1.618 |
0.7654 |
|
1.000 |
0.7623 |
|
0.618 |
0.7603 |
|
HIGH |
0.7571 |
|
0.618 |
0.7551 |
|
0.500 |
0.7545 |
|
0.382 |
0.7539 |
|
LOW |
0.7520 |
|
0.618 |
0.7488 |
|
1.000 |
0.7468 |
|
1.618 |
0.7436 |
|
2.618 |
0.7385 |
|
4.250 |
0.7301 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7550 |
| PP |
0.7549 |
0.7543 |
| S1 |
0.7545 |
0.7536 |
|