CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7710 |
-0.0025 |
-0.3% |
0.7712 |
| High |
0.7745 |
0.7780 |
0.0035 |
0.4% |
0.7804 |
| Low |
0.7655 |
0.7710 |
0.0055 |
0.7% |
0.7668 |
| Close |
0.7711 |
0.7726 |
0.0015 |
0.2% |
0.7712 |
| Range |
0.0090 |
0.0070 |
-0.0021 |
-23.2% |
0.0136 |
| ATR |
0.0064 |
0.0065 |
0.0000 |
0.6% |
0.0000 |
| Volume |
101,696 |
109,803 |
8,107 |
8.0% |
454,012 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7906 |
0.7764 |
|
| R3 |
0.7877 |
0.7836 |
0.7745 |
|
| R2 |
0.7808 |
0.7808 |
0.7738 |
|
| R1 |
0.7767 |
0.7767 |
0.7732 |
0.7787 |
| PP |
0.7738 |
0.7738 |
0.7738 |
0.7749 |
| S1 |
0.7697 |
0.7697 |
0.7719 |
0.7718 |
| S2 |
0.7669 |
0.7669 |
0.7713 |
|
| S3 |
0.7599 |
0.7628 |
0.7706 |
|
| S4 |
0.7530 |
0.7558 |
0.7687 |
|
|
| 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% |
0.0069 |
0.9% |
48% |
False |
False |
92,692 |
| 10 |
0.7809 |
0.7655 |
0.0155 |
2.0% |
0.0070 |
0.9% |
46% |
False |
False |
99,969 |
| 20 |
0.7862 |
0.7655 |
0.0207 |
2.7% |
0.0066 |
0.9% |
34% |
False |
False |
88,479 |
| 40 |
0.7992 |
0.7655 |
0.0338 |
4.4% |
0.0058 |
0.8% |
21% |
False |
False |
81,061 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0058 |
0.8% |
26% |
False |
False |
78,834 |
| 80 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0058 |
0.8% |
22% |
False |
False |
59,873 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.8% |
17% |
False |
False |
47,931 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
17% |
False |
False |
39,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8075 |
|
2.618 |
0.7961 |
|
1.618 |
0.7892 |
|
1.000 |
0.7849 |
|
0.618 |
0.7822 |
|
HIGH |
0.7780 |
|
0.618 |
0.7753 |
|
0.500 |
0.7745 |
|
0.382 |
0.7737 |
|
LOW |
0.7710 |
|
0.618 |
0.7667 |
|
1.000 |
0.7641 |
|
1.618 |
0.7598 |
|
2.618 |
0.7528 |
|
4.250 |
0.7415 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7745 |
0.7723 |
| PP |
0.7738 |
0.7720 |
| S1 |
0.7732 |
0.7717 |
|