CME Canadian Dollar Future December 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 |
0.7760 |
0.7752 |
-0.0008 |
-0.1% |
0.7730 |
| High |
0.7805 |
0.7755 |
-0.0050 |
-0.6% |
0.7831 |
| Low |
0.7750 |
0.7728 |
-0.0022 |
-0.3% |
0.7700 |
| Close |
0.7756 |
0.7736 |
-0.0020 |
-0.3% |
0.7742 |
| Range |
0.0055 |
0.0027 |
-0.0028 |
-50.9% |
0.0131 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
394 |
246 |
-148 |
-37.6% |
1,347 |
|
| Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7805 |
0.7751 |
|
| R3 |
0.7794 |
0.7778 |
0.7743 |
|
| R2 |
0.7767 |
0.7767 |
0.7741 |
|
| R1 |
0.7751 |
0.7751 |
0.7738 |
0.7746 |
| PP |
0.7740 |
0.7740 |
0.7740 |
0.7737 |
| S1 |
0.7724 |
0.7724 |
0.7734 |
0.7718 |
| S2 |
0.7713 |
0.7713 |
0.7731 |
|
| S3 |
0.7686 |
0.7697 |
0.7729 |
|
| S4 |
0.7659 |
0.7670 |
0.7721 |
|
|
| 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 |
0.7805 |
0.7686 |
0.0120 |
1.5% |
0.0042 |
0.5% |
42% |
False |
False |
155 |
| 10 |
0.7831 |
0.7686 |
0.0146 |
1.9% |
0.0055 |
0.7% |
35% |
False |
False |
250 |
| 20 |
0.7880 |
0.7686 |
0.0195 |
2.5% |
0.0049 |
0.6% |
26% |
False |
False |
193 |
| 40 |
0.8014 |
0.7686 |
0.0328 |
4.2% |
0.0042 |
0.5% |
15% |
False |
False |
153 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0041 |
0.5% |
17% |
False |
False |
139 |
| 80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0040 |
0.5% |
15% |
False |
False |
125 |
| 100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
12% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7870 |
|
2.618 |
0.7826 |
|
1.618 |
0.7799 |
|
1.000 |
0.7782 |
|
0.618 |
0.7772 |
|
HIGH |
0.7755 |
|
0.618 |
0.7745 |
|
0.500 |
0.7742 |
|
0.382 |
0.7738 |
|
LOW |
0.7728 |
|
0.618 |
0.7711 |
|
1.000 |
0.7701 |
|
1.618 |
0.7684 |
|
2.618 |
0.7657 |
|
4.250 |
0.7613 |
|
|
| Fisher Pivots for day following 07-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7742 |
0.7745 |
| PP |
0.7740 |
0.7742 |
| S1 |
0.7738 |
0.7739 |
|