CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7727 |
0.7708 |
-0.0019 |
-0.2% |
0.7721 |
| High |
0.7732 |
0.7740 |
0.0008 |
0.1% |
0.7780 |
| Low |
0.7693 |
0.7669 |
-0.0025 |
-0.3% |
0.7655 |
| Close |
0.7707 |
0.7732 |
0.0025 |
0.3% |
0.7732 |
| Range |
0.0039 |
0.0071 |
0.0032 |
82.1% |
0.0125 |
| ATR |
0.0063 |
0.0063 |
0.0001 |
0.9% |
0.0000 |
| Volume |
72,503 |
87,075 |
14,572 |
20.1% |
425,495 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7926 |
0.7900 |
0.7771 |
|
| R3 |
0.7855 |
0.7829 |
0.7752 |
|
| R2 |
0.7784 |
0.7784 |
0.7745 |
|
| R1 |
0.7758 |
0.7758 |
0.7739 |
0.7771 |
| PP |
0.7713 |
0.7713 |
0.7713 |
0.7720 |
| S1 |
0.7687 |
0.7687 |
0.7725 |
0.7700 |
| S2 |
0.7642 |
0.7642 |
0.7719 |
|
| S3 |
0.7571 |
0.7616 |
0.7712 |
|
| S4 |
0.7500 |
0.7545 |
0.7693 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8039 |
0.7801 |
|
| R3 |
0.7972 |
0.7914 |
0.7766 |
|
| R2 |
0.7847 |
0.7847 |
0.7755 |
|
| R1 |
0.7789 |
0.7789 |
0.7743 |
0.7818 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7736 |
| S1 |
0.7665 |
0.7665 |
0.7721 |
0.7693 |
| S2 |
0.7597 |
0.7597 |
0.7709 |
|
| S3 |
0.7472 |
0.7540 |
0.7698 |
|
| S4 |
0.7347 |
0.7415 |
0.7663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7780 |
0.7655 |
0.0125 |
1.6% |
0.0062 |
0.8% |
62% |
False |
False |
85,099 |
| 10 |
0.7804 |
0.7655 |
0.0149 |
1.9% |
0.0069 |
0.9% |
52% |
False |
False |
96,313 |
| 20 |
0.7862 |
0.7655 |
0.0207 |
2.7% |
0.0064 |
0.8% |
37% |
False |
False |
86,708 |
| 40 |
0.7992 |
0.7655 |
0.0338 |
4.4% |
0.0059 |
0.8% |
23% |
False |
False |
80,941 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0058 |
0.8% |
28% |
False |
False |
80,411 |
| 80 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0059 |
0.8% |
24% |
False |
False |
61,864 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.8% |
18% |
False |
False |
49,523 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
18% |
False |
False |
41,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8041 |
|
2.618 |
0.7925 |
|
1.618 |
0.7854 |
|
1.000 |
0.7811 |
|
0.618 |
0.7783 |
|
HIGH |
0.7740 |
|
0.618 |
0.7712 |
|
0.500 |
0.7704 |
|
0.382 |
0.7696 |
|
LOW |
0.7669 |
|
0.618 |
0.7625 |
|
1.000 |
0.7598 |
|
1.618 |
0.7554 |
|
2.618 |
0.7483 |
|
4.250 |
0.7367 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7723 |
0.7729 |
| PP |
0.7713 |
0.7727 |
| S1 |
0.7704 |
0.7724 |
|