CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 04-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2018 |
04-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7773 |
0.7789 |
0.0017 |
0.2% |
0.7799 |
| High |
0.7809 |
0.7797 |
-0.0012 |
-0.2% |
0.7818 |
| Low |
0.7752 |
0.7748 |
-0.0005 |
-0.1% |
0.7748 |
| Close |
0.7789 |
0.7785 |
-0.0004 |
-0.1% |
0.7785 |
| Range |
0.0056 |
0.0049 |
-0.0008 |
-13.3% |
0.0070 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
71,658 |
73,007 |
1,349 |
1.9% |
383,161 |
|
| Daily Pivots for day following 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7903 |
0.7811 |
|
| R3 |
0.7874 |
0.7854 |
0.7798 |
|
| R2 |
0.7825 |
0.7825 |
0.7793 |
|
| R1 |
0.7805 |
0.7805 |
0.7789 |
0.7791 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7769 |
| S1 |
0.7756 |
0.7756 |
0.7780 |
0.7742 |
| S2 |
0.7727 |
0.7727 |
0.7776 |
|
| S3 |
0.7678 |
0.7707 |
0.7771 |
|
| S4 |
0.7629 |
0.7658 |
0.7758 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7960 |
0.7823 |
|
| R3 |
0.7924 |
0.7890 |
0.7804 |
|
| R2 |
0.7854 |
0.7854 |
0.7797 |
|
| R1 |
0.7819 |
0.7819 |
0.7791 |
0.7801 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7774 |
| S1 |
0.7749 |
0.7749 |
0.7778 |
0.7731 |
| S2 |
0.7713 |
0.7713 |
0.7772 |
|
| S3 |
0.7642 |
0.7678 |
0.7765 |
|
| S4 |
0.7572 |
0.7608 |
0.7746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7748 |
0.0070 |
0.9% |
0.0051 |
0.7% |
52% |
False |
True |
76,632 |
| 10 |
0.7851 |
0.7748 |
0.0103 |
1.3% |
0.0048 |
0.6% |
36% |
False |
True |
70,643 |
| 20 |
0.7992 |
0.7748 |
0.0245 |
3.1% |
0.0053 |
0.7% |
15% |
False |
True |
73,842 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0054 |
0.7% |
42% |
False |
False |
71,152 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0055 |
0.7% |
37% |
False |
False |
47,814 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
28% |
False |
False |
35,898 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
28% |
False |
False |
28,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8005 |
|
2.618 |
0.7925 |
|
1.618 |
0.7876 |
|
1.000 |
0.7845 |
|
0.618 |
0.7827 |
|
HIGH |
0.7797 |
|
0.618 |
0.7778 |
|
0.500 |
0.7772 |
|
0.382 |
0.7766 |
|
LOW |
0.7748 |
|
0.618 |
0.7717 |
|
1.000 |
0.7699 |
|
1.618 |
0.7668 |
|
2.618 |
0.7619 |
|
4.250 |
0.7539 |
|
|
| Fisher Pivots for day following 04-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7780 |
0.7784 |
| PP |
0.7776 |
0.7783 |
| S1 |
0.7772 |
0.7783 |
|