CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 02-Feb-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2018 |
02-Feb-2018 |
Change |
Change % |
Previous Week |
| Open |
0.8142 |
0.8162 |
0.0021 |
0.3% |
0.8127 |
| High |
0.8171 |
0.8166 |
-0.0006 |
-0.1% |
0.8175 |
| Low |
0.8125 |
0.8056 |
-0.0069 |
-0.8% |
0.8056 |
| Close |
0.8162 |
0.8085 |
-0.0077 |
-0.9% |
0.8085 |
| Range |
0.0046 |
0.0110 |
0.0064 |
138.0% |
0.0119 |
| ATR |
0.0053 |
0.0057 |
0.0004 |
7.7% |
0.0000 |
| Volume |
75 |
301 |
226 |
301.3% |
723 |
|
| Daily Pivots for day following 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8431 |
0.8367 |
0.8145 |
|
| R3 |
0.8321 |
0.8258 |
0.8115 |
|
| R2 |
0.8212 |
0.8212 |
0.8105 |
|
| R1 |
0.8148 |
0.8148 |
0.8095 |
0.8125 |
| PP |
0.8102 |
0.8102 |
0.8102 |
0.8091 |
| S1 |
0.8039 |
0.8039 |
0.8074 |
0.8016 |
| S2 |
0.7993 |
0.7993 |
0.8064 |
|
| S3 |
0.7883 |
0.7929 |
0.8054 |
|
| S4 |
0.7774 |
0.7820 |
0.8024 |
|
|
| Weekly Pivots for week ending 02-Feb-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8462 |
0.8392 |
0.8150 |
|
| R3 |
0.8343 |
0.8273 |
0.8117 |
|
| R2 |
0.8224 |
0.8224 |
0.8106 |
|
| R1 |
0.8154 |
0.8154 |
0.8095 |
0.8130 |
| PP |
0.8105 |
0.8105 |
0.8105 |
0.8093 |
| S1 |
0.8035 |
0.8035 |
0.8074 |
0.8011 |
| S2 |
0.7986 |
0.7986 |
0.8063 |
|
| S3 |
0.7867 |
0.7916 |
0.8052 |
|
| S4 |
0.7748 |
0.7797 |
0.8019 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8631 |
|
2.618 |
0.8452 |
|
1.618 |
0.8343 |
|
1.000 |
0.8275 |
|
0.618 |
0.8233 |
|
HIGH |
0.8166 |
|
0.618 |
0.8124 |
|
0.500 |
0.8111 |
|
0.382 |
0.8098 |
|
LOW |
0.8056 |
|
0.618 |
0.7988 |
|
1.000 |
0.7947 |
|
1.618 |
0.7879 |
|
2.618 |
0.7769 |
|
4.250 |
0.7591 |
|
|
| Fisher Pivots for day following 02-Feb-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.8111 |
0.8116 |
| PP |
0.8102 |
0.8105 |
| S1 |
0.8093 |
0.8095 |
|