CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 04-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2018 |
04-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7744 |
0.7735 |
-0.0009 |
-0.1% |
0.7728 |
High |
0.7747 |
0.7769 |
0.0022 |
0.3% |
0.7817 |
Low |
0.7709 |
0.7733 |
0.0024 |
0.3% |
0.7685 |
Close |
0.7727 |
0.7752 |
0.0025 |
0.3% |
0.7727 |
Range |
0.0039 |
0.0036 |
-0.0003 |
-6.5% |
0.0133 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
2,072 |
1,107 |
-965 |
-46.6% |
15,098 |
|
Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7859 |
0.7841 |
0.7771 |
|
R3 |
0.7823 |
0.7805 |
0.7761 |
|
R2 |
0.7787 |
0.7787 |
0.7758 |
|
R1 |
0.7769 |
0.7769 |
0.7755 |
0.7778 |
PP |
0.7751 |
0.7751 |
0.7751 |
0.7755 |
S1 |
0.7733 |
0.7733 |
0.7748 |
0.7742 |
S2 |
0.7715 |
0.7715 |
0.7745 |
|
S3 |
0.7679 |
0.7697 |
0.7742 |
|
S4 |
0.7643 |
0.7661 |
0.7732 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8140 |
0.8066 |
0.7800 |
|
R3 |
0.8008 |
0.7934 |
0.7763 |
|
R2 |
0.7875 |
0.7875 |
0.7751 |
|
R1 |
0.7801 |
0.7801 |
0.7739 |
0.7772 |
PP |
0.7743 |
0.7743 |
0.7743 |
0.7728 |
S1 |
0.7669 |
0.7669 |
0.7715 |
0.7640 |
S2 |
0.7610 |
0.7610 |
0.7703 |
|
S3 |
0.7478 |
0.7536 |
0.7691 |
|
S4 |
0.7345 |
0.7404 |
0.7654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7817 |
0.7685 |
0.0133 |
1.7% |
0.0068 |
0.9% |
51% |
False |
False |
3,241 |
10 |
0.7866 |
0.7685 |
0.0182 |
2.3% |
0.0062 |
0.8% |
37% |
False |
False |
3,795 |
20 |
0.7875 |
0.7685 |
0.0191 |
2.5% |
0.0059 |
0.8% |
35% |
False |
False |
2,068 |
40 |
0.8000 |
0.7685 |
0.0316 |
4.1% |
0.0052 |
0.7% |
21% |
False |
False |
1,114 |
60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0049 |
0.6% |
29% |
False |
False |
776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7922 |
2.618 |
0.7863 |
1.618 |
0.7827 |
1.000 |
0.7805 |
0.618 |
0.7791 |
HIGH |
0.7769 |
0.618 |
0.7755 |
0.500 |
0.7751 |
0.382 |
0.7746 |
LOW |
0.7733 |
0.618 |
0.7710 |
1.000 |
0.7697 |
1.618 |
0.7674 |
2.618 |
0.7638 |
4.250 |
0.7580 |
|
|
Fisher Pivots for day following 04-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7751 |
0.7763 |
PP |
0.7751 |
0.7759 |
S1 |
0.7751 |
0.7755 |
|