CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7705 |
0.7633 |
-0.0072 |
-0.9% |
0.7705 |
| High |
0.7723 |
0.7633 |
-0.0090 |
-1.2% |
0.7723 |
| Low |
0.7628 |
0.7571 |
-0.0057 |
-0.7% |
0.7571 |
| Close |
0.7634 |
0.7587 |
-0.0046 |
-0.6% |
0.7587 |
| Range |
0.0096 |
0.0062 |
-0.0034 |
-35.1% |
0.0152 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.0% |
0.0000 |
| Volume |
134,096 |
42,769 |
-91,327 |
-68.1% |
442,597 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7783 |
0.7747 |
0.7621 |
|
| R3 |
0.7721 |
0.7685 |
0.7604 |
|
| R2 |
0.7659 |
0.7659 |
0.7598 |
|
| R1 |
0.7623 |
0.7623 |
0.7593 |
0.7610 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7591 |
| S1 |
0.7561 |
0.7561 |
0.7581 |
0.7548 |
| S2 |
0.7535 |
0.7535 |
0.7576 |
|
| S3 |
0.7473 |
0.7499 |
0.7570 |
|
| S4 |
0.7411 |
0.7437 |
0.7553 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.7987 |
0.7671 |
|
| R3 |
0.7931 |
0.7835 |
0.7629 |
|
| R2 |
0.7779 |
0.7779 |
0.7615 |
|
| R1 |
0.7683 |
0.7683 |
0.7601 |
0.7655 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7613 |
| S1 |
0.7531 |
0.7531 |
0.7573 |
0.7503 |
| S2 |
0.7475 |
0.7475 |
0.7559 |
|
| S3 |
0.7323 |
0.7379 |
0.7545 |
|
| S4 |
0.7171 |
0.7227 |
0.7503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7571 |
0.0152 |
2.0% |
0.0058 |
0.8% |
11% |
False |
True |
88,519 |
| 10 |
0.7780 |
0.7571 |
0.0209 |
2.7% |
0.0060 |
0.8% |
8% |
False |
True |
86,809 |
| 20 |
0.7853 |
0.7571 |
0.0282 |
3.7% |
0.0064 |
0.8% |
6% |
False |
True |
90,798 |
| 40 |
0.7924 |
0.7571 |
0.0353 |
4.7% |
0.0060 |
0.8% |
5% |
False |
True |
82,713 |
| 60 |
0.7992 |
0.7571 |
0.0421 |
5.5% |
0.0058 |
0.8% |
4% |
False |
True |
80,830 |
| 80 |
0.7992 |
0.7571 |
0.0421 |
5.5% |
0.0058 |
0.8% |
4% |
False |
True |
67,369 |
| 100 |
0.8175 |
0.7571 |
0.0604 |
8.0% |
0.0058 |
0.8% |
3% |
False |
True |
53,943 |
| 120 |
0.8175 |
0.7571 |
0.0604 |
8.0% |
0.0057 |
0.7% |
3% |
False |
True |
44,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7897 |
|
2.618 |
0.7795 |
|
1.618 |
0.7733 |
|
1.000 |
0.7695 |
|
0.618 |
0.7671 |
|
HIGH |
0.7633 |
|
0.618 |
0.7609 |
|
0.500 |
0.7602 |
|
0.382 |
0.7595 |
|
LOW |
0.7571 |
|
0.618 |
0.7533 |
|
1.000 |
0.7509 |
|
1.618 |
0.7471 |
|
2.618 |
0.7409 |
|
4.250 |
0.7308 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7647 |
| PP |
0.7597 |
0.7627 |
| S1 |
0.7592 |
0.7607 |
|