CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7625 |
0.0048 |
0.6% |
0.7547 |
| High |
0.7632 |
0.7625 |
-0.0007 |
-0.1% |
0.7632 |
| Low |
0.7570 |
0.7587 |
0.0017 |
0.2% |
0.7500 |
| Close |
0.7628 |
0.7595 |
-0.0033 |
-0.4% |
0.7628 |
| Range |
0.0062 |
0.0038 |
-0.0024 |
-38.2% |
0.0131 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
164 |
22 |
-142 |
-86.6% |
460 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7694 |
0.7616 |
|
| R3 |
0.7678 |
0.7656 |
0.7605 |
|
| R2 |
0.7640 |
0.7640 |
0.7602 |
|
| R1 |
0.7618 |
0.7618 |
0.7598 |
0.7610 |
| PP |
0.7602 |
0.7602 |
0.7602 |
0.7599 |
| S1 |
0.7580 |
0.7580 |
0.7592 |
0.7572 |
| S2 |
0.7564 |
0.7564 |
0.7588 |
|
| S3 |
0.7526 |
0.7542 |
0.7585 |
|
| S4 |
0.7488 |
0.7504 |
0.7574 |
|
|
| 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% |
0.0044 |
0.6% |
72% |
False |
False |
87 |
| 10 |
0.7632 |
0.7500 |
0.0132 |
1.7% |
0.0040 |
0.5% |
72% |
False |
False |
132 |
| 20 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0046 |
0.6% |
31% |
False |
False |
197 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0047 |
0.6% |
25% |
False |
False |
188 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0044 |
0.6% |
19% |
False |
False |
161 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0042 |
0.5% |
19% |
False |
False |
148 |
| 100 |
0.8051 |
0.7500 |
0.0551 |
7.3% |
0.0041 |
0.5% |
17% |
False |
False |
133 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
14% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7724 |
|
1.618 |
0.7686 |
|
1.000 |
0.7663 |
|
0.618 |
0.7648 |
|
HIGH |
0.7625 |
|
0.618 |
0.7610 |
|
0.500 |
0.7606 |
|
0.382 |
0.7602 |
|
LOW |
0.7587 |
|
0.618 |
0.7564 |
|
1.000 |
0.7549 |
|
1.618 |
0.7526 |
|
2.618 |
0.7488 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7589 |
| PP |
0.7602 |
0.7582 |
| S1 |
0.7599 |
0.7576 |
|