CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 29-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7524 |
0.7577 |
0.0053 |
0.7% |
0.7547 |
High |
0.7571 |
0.7632 |
0.0061 |
0.8% |
0.7632 |
Low |
0.7520 |
0.7570 |
0.0051 |
0.7% |
0.7500 |
Close |
0.7558 |
0.7628 |
0.0070 |
0.9% |
0.7628 |
Range |
0.0052 |
0.0062 |
0.0010 |
19.4% |
0.0131 |
ATR |
0.0047 |
0.0049 |
0.0002 |
4.2% |
0.0000 |
Volume |
52 |
164 |
112 |
215.4% |
460 |
|
Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7794 |
0.7773 |
0.7662 |
|
R3 |
0.7733 |
0.7711 |
0.7645 |
|
R2 |
0.7671 |
0.7671 |
0.7639 |
|
R1 |
0.7650 |
0.7650 |
0.7634 |
0.7661 |
PP |
0.7610 |
0.7610 |
0.7610 |
0.7615 |
S1 |
0.7588 |
0.7588 |
0.7622 |
0.7599 |
S2 |
0.7548 |
0.7548 |
0.7617 |
|
S3 |
0.7487 |
0.7527 |
0.7611 |
|
S4 |
0.7425 |
0.7465 |
0.7594 |
|
|
Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7981 |
0.7936 |
0.7700 |
|
R3 |
0.7849 |
0.7804 |
0.7664 |
|
R2 |
0.7718 |
0.7718 |
0.7652 |
|
R1 |
0.7673 |
0.7673 |
0.7640 |
0.7695 |
PP |
0.7587 |
0.7587 |
0.7587 |
0.7598 |
S1 |
0.7542 |
0.7542 |
0.7616 |
0.7564 |
S2 |
0.7455 |
0.7455 |
0.7604 |
|
S3 |
0.7324 |
0.7410 |
0.7592 |
|
S4 |
0.7192 |
0.7279 |
0.7556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7632 |
0.7500 |
0.0131 |
1.7% |
0.0042 |
0.5% |
97% |
True |
False |
92 |
10 |
0.7632 |
0.7500 |
0.0132 |
1.7% |
0.0040 |
0.5% |
97% |
True |
False |
167 |
20 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0045 |
0.6% |
42% |
False |
False |
197 |
40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0047 |
0.6% |
34% |
False |
False |
189 |
60 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0044 |
0.6% |
25% |
False |
False |
161 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
25% |
False |
False |
148 |
100 |
0.8051 |
0.7500 |
0.0551 |
7.2% |
0.0041 |
0.5% |
23% |
False |
False |
134 |
120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
19% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7893 |
2.618 |
0.7793 |
1.618 |
0.7731 |
1.000 |
0.7693 |
0.618 |
0.7670 |
HIGH |
0.7632 |
0.618 |
0.7608 |
0.500 |
0.7601 |
0.382 |
0.7593 |
LOW |
0.7570 |
0.618 |
0.7532 |
1.000 |
0.7509 |
1.618 |
0.7470 |
2.618 |
0.7409 |
4.250 |
0.7309 |
|
|
Fisher Pivots for day following 29-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7619 |
0.7607 |
PP |
0.7610 |
0.7587 |
S1 |
0.7601 |
0.7566 |
|