CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7768 |
0.7712 |
-0.0055 |
-0.7% |
0.7772 |
| High |
0.7770 |
0.7715 |
-0.0055 |
-0.7% |
0.7853 |
| Low |
0.7703 |
0.7668 |
-0.0035 |
-0.5% |
0.7703 |
| Close |
0.7709 |
0.7682 |
-0.0027 |
-0.4% |
0.7709 |
| Range |
0.0067 |
0.0047 |
-0.0020 |
-29.9% |
0.0150 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
83,631 |
118,407 |
34,776 |
41.6% |
412,829 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7803 |
0.7708 |
|
| R3 |
0.7782 |
0.7756 |
0.7695 |
|
| R2 |
0.7735 |
0.7735 |
0.7691 |
|
| R1 |
0.7709 |
0.7709 |
0.7686 |
0.7698 |
| PP |
0.7688 |
0.7688 |
0.7688 |
0.7683 |
| S1 |
0.7662 |
0.7662 |
0.7678 |
0.7651 |
| S2 |
0.7641 |
0.7641 |
0.7673 |
|
| S3 |
0.7594 |
0.7615 |
0.7669 |
|
| S4 |
0.7547 |
0.7568 |
0.7656 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8205 |
0.8107 |
0.7792 |
|
| R3 |
0.8055 |
0.7957 |
0.7750 |
|
| R2 |
0.7905 |
0.7905 |
0.7737 |
|
| R1 |
0.7807 |
0.7807 |
0.7723 |
0.7781 |
| PP |
0.7755 |
0.7755 |
0.7755 |
0.7742 |
| S1 |
0.7657 |
0.7657 |
0.7695 |
0.7631 |
| S2 |
0.7605 |
0.7605 |
0.7682 |
|
| S3 |
0.7455 |
0.7507 |
0.7668 |
|
| S4 |
0.7305 |
0.7357 |
0.7627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7853 |
0.7668 |
0.0185 |
2.4% |
0.0056 |
0.7% |
8% |
False |
True |
95,366 |
| 10 |
0.7853 |
0.7668 |
0.0185 |
2.4% |
0.0061 |
0.8% |
8% |
False |
True |
85,319 |
| 20 |
0.7862 |
0.7668 |
0.0194 |
2.5% |
0.0059 |
0.8% |
7% |
False |
True |
82,023 |
| 40 |
0.7992 |
0.7668 |
0.0325 |
4.2% |
0.0056 |
0.7% |
4% |
False |
True |
77,823 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.7% |
0.0057 |
0.7% |
14% |
False |
False |
69,618 |
| 80 |
0.8166 |
0.7633 |
0.0533 |
6.9% |
0.0057 |
0.7% |
9% |
False |
False |
52,372 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.1% |
0.0057 |
0.7% |
9% |
False |
False |
41,922 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.1% |
0.0055 |
0.7% |
9% |
False |
False |
34,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7914 |
|
2.618 |
0.7838 |
|
1.618 |
0.7791 |
|
1.000 |
0.7762 |
|
0.618 |
0.7744 |
|
HIGH |
0.7715 |
|
0.618 |
0.7697 |
|
0.500 |
0.7691 |
|
0.382 |
0.7685 |
|
LOW |
0.7668 |
|
0.618 |
0.7638 |
|
1.000 |
0.7621 |
|
1.618 |
0.7591 |
|
2.618 |
0.7544 |
|
4.250 |
0.7468 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7691 |
0.7733 |
| PP |
0.7688 |
0.7716 |
| S1 |
0.7685 |
0.7699 |
|