CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 07-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7729 |
0.7740 |
0.0011 |
0.1% |
0.7728 |
| High |
0.7795 |
0.7748 |
-0.0047 |
-0.6% |
0.7817 |
| Low |
0.7728 |
0.7709 |
-0.0020 |
-0.3% |
0.7685 |
| Close |
0.7741 |
0.7722 |
-0.0019 |
-0.2% |
0.7727 |
| Range |
0.0067 |
0.0039 |
-0.0028 |
-41.4% |
0.0133 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
1,790 |
6,294 |
4,504 |
251.6% |
15,098 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7821 |
0.7743 |
|
| R3 |
0.7804 |
0.7782 |
0.7732 |
|
| R2 |
0.7765 |
0.7765 |
0.7729 |
|
| R1 |
0.7743 |
0.7743 |
0.7725 |
0.7735 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7722 |
| S1 |
0.7704 |
0.7704 |
0.7718 |
0.7695 |
| S2 |
0.7687 |
0.7687 |
0.7714 |
|
| S3 |
0.7648 |
0.7665 |
0.7711 |
|
| S4 |
0.7609 |
0.7626 |
0.7700 |
|
|
| 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 |
0.7795 |
0.7670 |
0.0125 |
1.6% |
0.0054 |
0.7% |
41% |
False |
False |
2,755 |
| 10 |
0.7817 |
0.7670 |
0.0147 |
1.9% |
0.0065 |
0.8% |
35% |
False |
False |
2,945 |
| 20 |
0.7875 |
0.7670 |
0.0205 |
2.7% |
0.0060 |
0.8% |
25% |
False |
False |
2,548 |
| 40 |
0.8000 |
0.7670 |
0.0330 |
4.3% |
0.0052 |
0.7% |
16% |
False |
False |
1,367 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0050 |
0.6% |
20% |
False |
False |
946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7913 |
|
2.618 |
0.7850 |
|
1.618 |
0.7811 |
|
1.000 |
0.7787 |
|
0.618 |
0.7772 |
|
HIGH |
0.7748 |
|
0.618 |
0.7733 |
|
0.500 |
0.7728 |
|
0.382 |
0.7723 |
|
LOW |
0.7709 |
|
0.618 |
0.7684 |
|
1.000 |
0.7669 |
|
1.618 |
0.7645 |
|
2.618 |
0.7606 |
|
4.250 |
0.7543 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7732 |
| PP |
0.7726 |
0.7729 |
| S1 |
0.7724 |
0.7725 |
|