CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 09-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2018 |
09-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7725 |
-0.0044 |
-0.6% |
0.7799 |
| High |
0.7772 |
0.7803 |
0.0031 |
0.4% |
0.7818 |
| Low |
0.7699 |
0.7712 |
0.0013 |
0.2% |
0.7748 |
| Close |
0.7724 |
0.7793 |
0.0068 |
0.9% |
0.7785 |
| Range |
0.0073 |
0.0090 |
0.0018 |
24.0% |
0.0070 |
| ATR |
0.0053 |
0.0056 |
0.0003 |
5.0% |
0.0000 |
| Volume |
103,149 |
93,828 |
-9,321 |
-9.0% |
383,161 |
|
| Daily Pivots for day following 09-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8040 |
0.8007 |
0.7842 |
|
| R3 |
0.7950 |
0.7916 |
0.7817 |
|
| R2 |
0.7859 |
0.7859 |
0.7809 |
|
| R1 |
0.7826 |
0.7826 |
0.7801 |
0.7843 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7777 |
| S1 |
0.7736 |
0.7736 |
0.7784 |
0.7752 |
| S2 |
0.7679 |
0.7679 |
0.7776 |
|
| S3 |
0.7588 |
0.7645 |
0.7768 |
|
| S4 |
0.7498 |
0.7555 |
0.7743 |
|
|
| 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 |
0.7809 |
0.7699 |
0.0109 |
1.4% |
0.0061 |
0.8% |
85% |
False |
False |
78,083 |
| 10 |
0.7818 |
0.7699 |
0.0119 |
1.5% |
0.0054 |
0.7% |
79% |
False |
False |
75,143 |
| 20 |
0.7992 |
0.7699 |
0.0293 |
3.8% |
0.0052 |
0.7% |
32% |
False |
False |
74,321 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0055 |
0.7% |
44% |
False |
False |
75,741 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0056 |
0.7% |
39% |
False |
False |
51,900 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
29% |
False |
False |
38,963 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0055 |
0.7% |
29% |
False |
False |
31,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8187 |
|
2.618 |
0.8039 |
|
1.618 |
0.7949 |
|
1.000 |
0.7893 |
|
0.618 |
0.7858 |
|
HIGH |
0.7803 |
|
0.618 |
0.7768 |
|
0.500 |
0.7757 |
|
0.382 |
0.7747 |
|
LOW |
0.7712 |
|
0.618 |
0.7656 |
|
1.000 |
0.7622 |
|
1.618 |
0.7566 |
|
2.618 |
0.7475 |
|
4.250 |
0.7327 |
|
|
| Fisher Pivots for day following 09-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7781 |
0.7779 |
| PP |
0.7769 |
0.7765 |
| S1 |
0.7757 |
0.7751 |
|