CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7637 |
0.0013 |
0.2% |
0.7547 |
| High |
0.7636 |
0.7644 |
0.0009 |
0.1% |
0.7632 |
| Low |
0.7614 |
0.7620 |
0.0006 |
0.1% |
0.7500 |
| Close |
0.7618 |
0.7629 |
0.0011 |
0.1% |
0.7628 |
| Range |
0.0022 |
0.0024 |
0.0003 |
11.6% |
0.0131 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
88 |
59 |
-29 |
-33.0% |
460 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7690 |
0.7642 |
|
| R3 |
0.7679 |
0.7666 |
0.7635 |
|
| R2 |
0.7655 |
0.7655 |
0.7633 |
|
| R1 |
0.7642 |
0.7642 |
0.7631 |
0.7636 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7628 |
| S1 |
0.7618 |
0.7618 |
0.7626 |
0.7612 |
| S2 |
0.7607 |
0.7607 |
0.7624 |
|
| S3 |
0.7583 |
0.7594 |
0.7622 |
|
| S4 |
0.7559 |
0.7570 |
0.7615 |
|
|
| 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 |
0.7644 |
0.7520 |
0.0125 |
1.6% |
0.0039 |
0.5% |
88% |
True |
False |
77 |
| 10 |
0.7644 |
0.7500 |
0.0145 |
1.9% |
0.0038 |
0.5% |
89% |
True |
False |
115 |
| 20 |
0.7766 |
0.7500 |
0.0266 |
3.5% |
0.0042 |
0.5% |
48% |
False |
False |
180 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
34% |
False |
False |
185 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
25% |
False |
False |
160 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
25% |
False |
False |
149 |
| 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 |
0.7746 |
|
2.618 |
0.7707 |
|
1.618 |
0.7683 |
|
1.000 |
0.7668 |
|
0.618 |
0.7659 |
|
HIGH |
0.7644 |
|
0.618 |
0.7635 |
|
0.500 |
0.7632 |
|
0.382 |
0.7629 |
|
LOW |
0.7620 |
|
0.618 |
0.7605 |
|
1.000 |
0.7596 |
|
1.618 |
0.7581 |
|
2.618 |
0.7557 |
|
4.250 |
0.7518 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7624 |
| PP |
0.7631 |
0.7620 |
| S1 |
0.7630 |
0.7616 |
|