CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 03-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2018 |
03-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7792 |
0.7773 |
-0.0020 |
-0.3% |
0.7848 |
| High |
0.7818 |
0.7809 |
-0.0010 |
-0.1% |
0.7851 |
| Low |
0.7766 |
0.7752 |
-0.0014 |
-0.2% |
0.7760 |
| Close |
0.7787 |
0.7789 |
0.0001 |
0.0% |
0.7800 |
| Range |
0.0052 |
0.0056 |
0.0004 |
8.7% |
0.0091 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
90,938 |
71,658 |
-19,280 |
-21.2% |
323,273 |
|
| Daily Pivots for day following 03-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7952 |
0.7927 |
0.7820 |
|
| R3 |
0.7896 |
0.7870 |
0.7804 |
|
| R2 |
0.7839 |
0.7839 |
0.7799 |
|
| R1 |
0.7814 |
0.7814 |
0.7794 |
0.7827 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7789 |
| S1 |
0.7758 |
0.7758 |
0.7783 |
0.7770 |
| S2 |
0.7727 |
0.7727 |
0.7778 |
|
| S3 |
0.7670 |
0.7701 |
0.7773 |
|
| S4 |
0.7614 |
0.7645 |
0.7757 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.8030 |
0.7850 |
|
| R3 |
0.7986 |
0.7939 |
0.7825 |
|
| R2 |
0.7895 |
0.7895 |
0.7817 |
|
| R1 |
0.7847 |
0.7847 |
0.7808 |
0.7826 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7793 |
| S1 |
0.7756 |
0.7756 |
0.7792 |
0.7734 |
| S2 |
0.7712 |
0.7712 |
0.7783 |
|
| S3 |
0.7621 |
0.7665 |
0.7775 |
|
| S4 |
0.7529 |
0.7573 |
0.7750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7751 |
0.0068 |
0.9% |
0.0050 |
0.6% |
56% |
False |
False |
73,373 |
| 10 |
0.7924 |
0.7751 |
0.0174 |
2.2% |
0.0052 |
0.7% |
22% |
False |
False |
71,183 |
| 20 |
0.7992 |
0.7751 |
0.0242 |
3.1% |
0.0052 |
0.7% |
16% |
False |
False |
73,846 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0054 |
0.7% |
43% |
False |
False |
69,445 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0055 |
0.7% |
38% |
False |
False |
46,601 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
29% |
False |
False |
34,987 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
29% |
False |
False |
28,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8049 |
|
2.618 |
0.7956 |
|
1.618 |
0.7900 |
|
1.000 |
0.7865 |
|
0.618 |
0.7843 |
|
HIGH |
0.7809 |
|
0.618 |
0.7787 |
|
0.500 |
0.7780 |
|
0.382 |
0.7774 |
|
LOW |
0.7752 |
|
0.618 |
0.7717 |
|
1.000 |
0.7696 |
|
1.618 |
0.7661 |
|
2.618 |
0.7604 |
|
4.250 |
0.7512 |
|
|
| Fisher Pivots for day following 03-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7787 |
| PP |
0.7783 |
0.7786 |
| S1 |
0.7780 |
0.7784 |
|