CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 17-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2018 |
17-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7771 |
0.7824 |
0.0053 |
0.7% |
0.7790 |
| High |
0.7832 |
0.7849 |
0.0018 |
0.2% |
0.7862 |
| Low |
0.7770 |
0.7804 |
0.0034 |
0.4% |
0.7699 |
| Close |
0.7825 |
0.7817 |
-0.0008 |
-0.1% |
0.7825 |
| Range |
0.0062 |
0.0046 |
-0.0016 |
-26.0% |
0.0162 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
79,674 |
68,977 |
-10,697 |
-13.4% |
420,575 |
|
| Daily Pivots for day following 17-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7934 |
0.7842 |
|
| R3 |
0.7914 |
0.7888 |
0.7830 |
|
| R2 |
0.7869 |
0.7869 |
0.7825 |
|
| R1 |
0.7843 |
0.7843 |
0.7821 |
0.7833 |
| PP |
0.7823 |
0.7823 |
0.7823 |
0.7818 |
| S1 |
0.7797 |
0.7797 |
0.7813 |
0.7788 |
| S2 |
0.7778 |
0.7778 |
0.7809 |
|
| S3 |
0.7732 |
0.7752 |
0.7804 |
|
| S4 |
0.7687 |
0.7706 |
0.7792 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8282 |
0.8216 |
0.7914 |
|
| R3 |
0.8120 |
0.8053 |
0.7869 |
|
| R2 |
0.7957 |
0.7957 |
0.7854 |
|
| R1 |
0.7891 |
0.7891 |
0.7839 |
0.7924 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7812 |
| S1 |
0.7729 |
0.7729 |
0.7810 |
0.7762 |
| S2 |
0.7633 |
0.7633 |
0.7795 |
|
| S3 |
0.7470 |
0.7566 |
0.7780 |
|
| S4 |
0.7308 |
0.7404 |
0.7735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7862 |
0.7741 |
0.0121 |
1.5% |
0.0054 |
0.7% |
63% |
False |
False |
72,158 |
| 10 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0059 |
0.8% |
73% |
False |
False |
78,072 |
| 20 |
0.7924 |
0.7699 |
0.0225 |
2.9% |
0.0056 |
0.7% |
52% |
False |
False |
74,628 |
| 40 |
0.7992 |
0.7699 |
0.0293 |
3.7% |
0.0055 |
0.7% |
40% |
False |
False |
75,847 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
51% |
False |
False |
59,559 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
34% |
False |
False |
44,730 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
34% |
False |
False |
35,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8042 |
|
2.618 |
0.7968 |
|
1.618 |
0.7923 |
|
1.000 |
0.7895 |
|
0.618 |
0.7877 |
|
HIGH |
0.7849 |
|
0.618 |
0.7832 |
|
0.500 |
0.7826 |
|
0.382 |
0.7821 |
|
LOW |
0.7804 |
|
0.618 |
0.7775 |
|
1.000 |
0.7758 |
|
1.618 |
0.7730 |
|
2.618 |
0.7684 |
|
4.250 |
0.7610 |
|
|
| Fisher Pivots for day following 17-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7826 |
0.7810 |
| PP |
0.7823 |
0.7802 |
| S1 |
0.7820 |
0.7795 |
|