CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7708 |
0.7705 |
-0.0003 |
0.0% |
0.7721 |
| High |
0.7740 |
0.7720 |
-0.0020 |
-0.3% |
0.7780 |
| Low |
0.7669 |
0.7677 |
0.0009 |
0.1% |
0.7655 |
| Close |
0.7732 |
0.7701 |
-0.0031 |
-0.4% |
0.7732 |
| Range |
0.0071 |
0.0043 |
-0.0029 |
-40.1% |
0.0125 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
87,075 |
70,666 |
-16,409 |
-18.8% |
425,495 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7827 |
0.7806 |
0.7724 |
|
| R3 |
0.7784 |
0.7764 |
0.7713 |
|
| R2 |
0.7742 |
0.7742 |
0.7709 |
|
| R1 |
0.7721 |
0.7721 |
0.7705 |
0.7710 |
| PP |
0.7699 |
0.7699 |
0.7699 |
0.7694 |
| S1 |
0.7679 |
0.7679 |
0.7697 |
0.7668 |
| S2 |
0.7657 |
0.7657 |
0.7693 |
|
| S3 |
0.7614 |
0.7636 |
0.7689 |
|
| S4 |
0.7572 |
0.7594 |
0.7678 |
|
|
| 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% |
37% |
False |
False |
88,348 |
| 10 |
0.7804 |
0.7655 |
0.0149 |
1.9% |
0.0067 |
0.9% |
31% |
False |
False |
95,017 |
| 20 |
0.7853 |
0.7655 |
0.0198 |
2.6% |
0.0063 |
0.8% |
23% |
False |
False |
86,559 |
| 40 |
0.7992 |
0.7655 |
0.0338 |
4.4% |
0.0059 |
0.8% |
14% |
False |
False |
81,177 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.7% |
0.0058 |
0.7% |
19% |
False |
False |
80,575 |
| 80 |
0.8046 |
0.7633 |
0.0413 |
5.4% |
0.0058 |
0.8% |
16% |
False |
False |
62,744 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.7% |
13% |
False |
False |
50,227 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
13% |
False |
False |
41,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7900 |
|
2.618 |
0.7831 |
|
1.618 |
0.7788 |
|
1.000 |
0.7762 |
|
0.618 |
0.7746 |
|
HIGH |
0.7720 |
|
0.618 |
0.7703 |
|
0.500 |
0.7698 |
|
0.382 |
0.7693 |
|
LOW |
0.7677 |
|
0.618 |
0.7651 |
|
1.000 |
0.7635 |
|
1.618 |
0.7608 |
|
2.618 |
0.7566 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7700 |
0.7704 |
| PP |
0.7699 |
0.7703 |
| S1 |
0.7698 |
0.7702 |
|