CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jun-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Jun-2018 | 
                    06-Jun-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7766 | 
                        0.7760 | 
                        -0.0006 | 
                        -0.1% | 
                        0.7730 | 
                     
                    
                        | High | 
                        0.7766 | 
                        0.7805 | 
                        0.0039 | 
                        0.5% | 
                        0.7831 | 
                     
                    
                        | Low | 
                        0.7686 | 
                        0.7750 | 
                        0.0065 | 
                        0.8% | 
                        0.7700 | 
                     
                    
                        | Close | 
                        0.7741 | 
                        0.7756 | 
                        0.0015 | 
                        0.2% | 
                        0.7742 | 
                     
                    
                        | Range | 
                        0.0081 | 
                        0.0055 | 
                        -0.0025 | 
                        -31.7% | 
                        0.0131 | 
                     
                    
                        | ATR | 
                        0.0054 | 
                        0.0054 | 
                        0.0001 | 
                        1.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        88 | 
                        394 | 
                        306 | 
                        347.7% | 
                        1,347 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Jun-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7935 | 
                0.7900 | 
                0.7786 | 
                 | 
             
            
                | R3 | 
                0.7880 | 
                0.7845 | 
                0.7771 | 
                 | 
             
            
                | R2 | 
                0.7825 | 
                0.7825 | 
                0.7766 | 
                 | 
             
            
                | R1 | 
                0.7790 | 
                0.7790 | 
                0.7761 | 
                0.7780 | 
             
            
                | PP | 
                0.7770 | 
                0.7770 | 
                0.7770 | 
                0.7765 | 
             
            
                | S1 | 
                0.7735 | 
                0.7735 | 
                0.7750 | 
                0.7725 | 
             
            
                | S2 | 
                0.7715 | 
                0.7715 | 
                0.7745 | 
                 | 
             
            
                | S3 | 
                0.7660 | 
                0.7680 | 
                0.7740 | 
                 | 
             
            
                | S4 | 
                0.7605 | 
                0.7625 | 
                0.7725 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7686 | 
                0.0146 | 
                1.9% | 
                0.0055 | 
                0.7% | 
                48% | 
                False | 
                False | 
                143 | 
                 
                
                | 10 | 
                0.7831 | 
                0.7686 | 
                0.0146 | 
                1.9% | 
                0.0057 | 
                0.7% | 
                48% | 
                False | 
                False | 
                246 | 
                 
                
                | 20 | 
                0.7880 | 
                0.7686 | 
                0.0195 | 
                2.5% | 
                0.0051 | 
                0.7% | 
                36% | 
                False | 
                False | 
                189 | 
                 
                
                | 40 | 
                0.8014 | 
                0.7686 | 
                0.0328 | 
                4.2% | 
                0.0043 | 
                0.6% | 
                21% | 
                False | 
                False | 
                150 | 
                 
                
                | 60 | 
                0.8014 | 
                0.7679 | 
                0.0335 | 
                4.3% | 
                0.0042 | 
                0.5% | 
                23% | 
                False | 
                False | 
                139 | 
                 
                
                | 80 | 
                0.8051 | 
                0.7679 | 
                0.0373 | 
                4.8% | 
                0.0041 | 
                0.5% | 
                21% | 
                False | 
                False | 
                123 | 
                 
                
                | 100 | 
                0.8177 | 
                0.7679 | 
                0.0498 | 
                6.4% | 
                0.0039 | 
                0.5% | 
                15% | 
                False | 
                False | 
                104 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8039 | 
         
        
            | 
2.618             | 
            0.7949 | 
         
        
            | 
1.618             | 
            0.7894 | 
         
        
            | 
1.000             | 
            0.7860 | 
         
        
            | 
0.618             | 
            0.7839 | 
         
        
            | 
HIGH             | 
            0.7805 | 
         
        
            | 
0.618             | 
            0.7784 | 
         
        
            | 
0.500             | 
            0.7778 | 
         
        
            | 
0.382             | 
            0.7771 | 
         
        
            | 
LOW             | 
            0.7750 | 
         
        
            | 
0.618             | 
            0.7716 | 
         
        
            | 
1.000             | 
            0.7695 | 
         
        
            | 
1.618             | 
            0.7661 | 
         
        
            | 
2.618             | 
            0.7606 | 
         
        
            | 
4.250             | 
            0.7516 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Jun-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7778 | 
                                0.7752 | 
                             
                            
                                | PP | 
                                0.7770 | 
                                0.7749 | 
                             
                            
                                | S1 | 
                                0.7763 | 
                                0.7745 | 
                             
             
         |