CME Canadian Dollar Future December 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 |
0.7750 |
0.7772 |
0.0022 |
0.3% |
0.7730 |
| High |
0.7758 |
0.7783 |
0.0025 |
0.3% |
0.7831 |
| Low |
0.7734 |
0.7759 |
0.0025 |
0.3% |
0.7700 |
| Close |
0.7742 |
0.7767 |
0.0025 |
0.3% |
0.7742 |
| Range |
0.0024 |
0.0023 |
-0.0001 |
-2.1% |
0.0131 |
| ATR |
0.0052 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
28 |
20 |
-8 |
-28.6% |
1,347 |
|
| Daily Pivots for day following 04-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7827 |
0.7779 |
|
| R3 |
0.7816 |
0.7803 |
0.7773 |
|
| R2 |
0.7793 |
0.7793 |
0.7771 |
|
| R1 |
0.7780 |
0.7780 |
0.7769 |
0.7775 |
| PP |
0.7769 |
0.7769 |
0.7769 |
0.7767 |
| S1 |
0.7756 |
0.7756 |
0.7764 |
0.7751 |
| S2 |
0.7746 |
0.7746 |
0.7762 |
|
| S3 |
0.7722 |
0.7733 |
0.7760 |
|
| S4 |
0.7699 |
0.7709 |
0.7754 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8151 |
0.8077 |
0.7814 |
|
| R3 |
0.8020 |
0.7946 |
0.7778 |
|
| R2 |
0.7889 |
0.7889 |
0.7766 |
|
| R1 |
0.7815 |
0.7815 |
0.7754 |
0.7852 |
| PP |
0.7758 |
0.7758 |
0.7758 |
0.7776 |
| S1 |
0.7684 |
0.7684 |
0.7729 |
0.7721 |
| S2 |
0.7627 |
0.7627 |
0.7717 |
|
| S3 |
0.7496 |
0.7553 |
0.7705 |
|
| S4 |
0.7365 |
0.7422 |
0.7669 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7831 |
0.7700 |
0.0131 |
1.7% |
0.0059 |
0.8% |
51% |
False |
False |
273 |
| 10 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0053 |
0.7% |
37% |
False |
False |
225 |
| 20 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0048 |
0.6% |
37% |
False |
False |
178 |
| 40 |
0.8014 |
0.7700 |
0.0314 |
4.0% |
0.0043 |
0.6% |
21% |
False |
False |
143 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0040 |
0.5% |
26% |
False |
False |
132 |
| 80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0040 |
0.5% |
24% |
False |
False |
118 |
| 100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
18% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7882 |
|
2.618 |
0.7844 |
|
1.618 |
0.7821 |
|
1.000 |
0.7806 |
|
0.618 |
0.7797 |
|
HIGH |
0.7783 |
|
0.618 |
0.7774 |
|
0.500 |
0.7771 |
|
0.382 |
0.7768 |
|
LOW |
0.7759 |
|
0.618 |
0.7744 |
|
1.000 |
0.7736 |
|
1.618 |
0.7721 |
|
2.618 |
0.7697 |
|
4.250 |
0.7659 |
|
|
| Fisher Pivots for day following 04-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7783 |
| PP |
0.7769 |
0.7777 |
| S1 |
0.7768 |
0.7772 |
|