CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 05-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2018 |
05-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7750 |
0.0015 |
0.2% |
0.7728 |
| High |
0.7769 |
0.7760 |
-0.0009 |
-0.1% |
0.7817 |
| Low |
0.7733 |
0.7670 |
-0.0063 |
-0.8% |
0.7685 |
| Close |
0.7752 |
0.7726 |
-0.0026 |
-0.3% |
0.7727 |
| Range |
0.0036 |
0.0090 |
0.0054 |
150.0% |
0.0133 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
4.0% |
0.0000 |
| Volume |
1,107 |
2,514 |
1,407 |
127.1% |
15,098 |
|
| Daily Pivots for day following 05-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7947 |
0.7775 |
|
| R3 |
0.7899 |
0.7857 |
0.7750 |
|
| R2 |
0.7809 |
0.7809 |
0.7742 |
|
| R1 |
0.7767 |
0.7767 |
0.7734 |
0.7743 |
| PP |
0.7719 |
0.7719 |
0.7719 |
0.7706 |
| S1 |
0.7677 |
0.7677 |
0.7717 |
0.7653 |
| S2 |
0.7629 |
0.7629 |
0.7709 |
|
| S3 |
0.7539 |
0.7587 |
0.7701 |
|
| S4 |
0.7449 |
0.7497 |
0.7676 |
|
|
| 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 |
0.7670 |
0.0147 |
1.9% |
0.0077 |
1.0% |
38% |
False |
True |
3,471 |
| 10 |
0.7866 |
0.7670 |
0.0196 |
2.5% |
0.0065 |
0.8% |
28% |
False |
True |
4,022 |
| 20 |
0.7875 |
0.7670 |
0.0205 |
2.7% |
0.0062 |
0.8% |
27% |
False |
True |
2,192 |
| 40 |
0.8000 |
0.7670 |
0.0330 |
4.3% |
0.0052 |
0.7% |
17% |
False |
True |
1,174 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0050 |
0.6% |
22% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8143 |
|
2.618 |
0.7996 |
|
1.618 |
0.7906 |
|
1.000 |
0.7850 |
|
0.618 |
0.7816 |
|
HIGH |
0.7760 |
|
0.618 |
0.7726 |
|
0.500 |
0.7715 |
|
0.382 |
0.7704 |
|
LOW |
0.7670 |
|
0.618 |
0.7614 |
|
1.000 |
0.7580 |
|
1.618 |
0.7524 |
|
2.618 |
0.7434 |
|
4.250 |
0.7288 |
|
|
| Fisher Pivots for day following 05-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7722 |
0.7723 |
| PP |
0.7719 |
0.7721 |
| S1 |
0.7715 |
0.7719 |
|