CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 21-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2018 |
21-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7815 |
0.7772 |
-0.0043 |
-0.6% |
0.7825 |
| High |
0.7822 |
0.7828 |
0.0006 |
0.1% |
0.7849 |
| Low |
0.7749 |
0.7762 |
0.0012 |
0.2% |
0.7741 |
| Close |
0.7769 |
0.7812 |
0.0043 |
0.6% |
0.7769 |
| Range |
0.0073 |
0.0066 |
-0.0007 |
-9.6% |
0.0108 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.1% |
0.0000 |
| Volume |
81,041 |
54,405 |
-26,636 |
-32.9% |
368,187 |
|
| Daily Pivots for day following 21-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7971 |
0.7848 |
|
| R3 |
0.7932 |
0.7905 |
0.7830 |
|
| R2 |
0.7866 |
0.7866 |
0.7824 |
|
| R1 |
0.7839 |
0.7839 |
0.7818 |
0.7853 |
| PP |
0.7800 |
0.7800 |
0.7800 |
0.7807 |
| S1 |
0.7773 |
0.7773 |
0.7806 |
0.7787 |
| S2 |
0.7734 |
0.7734 |
0.7800 |
|
| S3 |
0.7668 |
0.7707 |
0.7794 |
|
| S4 |
0.7602 |
0.7641 |
0.7776 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8048 |
0.7828 |
|
| R3 |
0.8002 |
0.7940 |
0.7799 |
|
| R2 |
0.7894 |
0.7894 |
0.7789 |
|
| R1 |
0.7832 |
0.7832 |
0.7779 |
0.7809 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7775 |
| S1 |
0.7724 |
0.7724 |
0.7759 |
0.7701 |
| S2 |
0.7678 |
0.7678 |
0.7749 |
|
| S3 |
0.7570 |
0.7616 |
0.7739 |
|
| S4 |
0.7462 |
0.7508 |
0.7710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7849 |
0.7741 |
0.0108 |
1.4% |
0.0065 |
0.8% |
66% |
False |
False |
75,272 |
| 10 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0065 |
0.8% |
70% |
False |
False |
79,439 |
| 20 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0055 |
0.7% |
70% |
False |
False |
73,824 |
| 40 |
0.7992 |
0.7699 |
0.0293 |
3.8% |
0.0055 |
0.7% |
39% |
False |
False |
74,322 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
50% |
False |
False |
61,803 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
33% |
False |
False |
46,418 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0056 |
0.7% |
33% |
False |
False |
37,164 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
33% |
False |
False |
30,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.8000 |
|
1.618 |
0.7934 |
|
1.000 |
0.7894 |
|
0.618 |
0.7868 |
|
HIGH |
0.7828 |
|
0.618 |
0.7802 |
|
0.500 |
0.7795 |
|
0.382 |
0.7787 |
|
LOW |
0.7762 |
|
0.618 |
0.7721 |
|
1.000 |
0.7696 |
|
1.618 |
0.7655 |
|
2.618 |
0.7589 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 21-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7806 |
0.7808 |
| PP |
0.7800 |
0.7803 |
| S1 |
0.7795 |
0.7799 |
|