CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7721 |
0.7735 |
0.0014 |
0.2% |
0.7712 |
| High |
0.7754 |
0.7745 |
-0.0009 |
-0.1% |
0.7804 |
| Low |
0.7716 |
0.7655 |
-0.0061 |
-0.8% |
0.7668 |
| Close |
0.7737 |
0.7711 |
-0.0026 |
-0.3% |
0.7712 |
| Range |
0.0039 |
0.0090 |
0.0052 |
135.1% |
0.0136 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.3% |
0.0000 |
| Volume |
54,418 |
101,696 |
47,278 |
86.9% |
454,012 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7933 |
0.7760 |
|
| R3 |
0.7884 |
0.7843 |
0.7735 |
|
| R2 |
0.7794 |
0.7794 |
0.7727 |
|
| R1 |
0.7752 |
0.7752 |
0.7719 |
0.7728 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7691 |
| S1 |
0.7662 |
0.7662 |
0.7702 |
0.7637 |
| S2 |
0.7613 |
0.7613 |
0.7694 |
|
| S3 |
0.7522 |
0.7571 |
0.7686 |
|
| S4 |
0.7432 |
0.7481 |
0.7661 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8136 |
0.8060 |
0.7787 |
|
| R3 |
0.8000 |
0.7924 |
0.7749 |
|
| R2 |
0.7864 |
0.7864 |
0.7737 |
|
| R1 |
0.7788 |
0.7788 |
0.7724 |
0.7780 |
| PP |
0.7728 |
0.7728 |
0.7728 |
0.7724 |
| S1 |
0.7652 |
0.7652 |
0.7700 |
0.7644 |
| S2 |
0.7592 |
0.7592 |
0.7687 |
|
| S3 |
0.7456 |
0.7516 |
0.7675 |
|
| S4 |
0.7320 |
0.7380 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7804 |
0.7655 |
0.0149 |
1.9% |
0.0080 |
1.0% |
38% |
False |
True |
98,343 |
| 10 |
0.7853 |
0.7655 |
0.0198 |
2.6% |
0.0068 |
0.9% |
28% |
False |
True |
96,855 |
| 20 |
0.7862 |
0.7655 |
0.0207 |
2.7% |
0.0066 |
0.9% |
27% |
False |
True |
88,147 |
| 40 |
0.7992 |
0.7655 |
0.0338 |
4.4% |
0.0058 |
0.8% |
17% |
False |
True |
80,494 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.7% |
0.0058 |
0.7% |
22% |
False |
False |
77,436 |
| 80 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0058 |
0.8% |
19% |
False |
False |
58,504 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.7% |
14% |
False |
False |
46,833 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
14% |
False |
False |
39,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8130 |
|
2.618 |
0.7982 |
|
1.618 |
0.7891 |
|
1.000 |
0.7835 |
|
0.618 |
0.7801 |
|
HIGH |
0.7745 |
|
0.618 |
0.7710 |
|
0.500 |
0.7700 |
|
0.382 |
0.7689 |
|
LOW |
0.7655 |
|
0.618 |
0.7599 |
|
1.000 |
0.7564 |
|
1.618 |
0.7508 |
|
2.618 |
0.7418 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7708 |
| PP |
0.7703 |
0.7706 |
| S1 |
0.7700 |
0.7704 |
|