CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7752 |
0.7736 |
-0.0017 |
-0.2% |
0.7772 |
| High |
0.7755 |
0.7766 |
0.0010 |
0.1% |
0.7805 |
| Low |
0.7728 |
0.7700 |
-0.0028 |
-0.4% |
0.7686 |
| Close |
0.7736 |
0.7762 |
0.0026 |
0.3% |
0.7762 |
| Range |
0.0027 |
0.0066 |
0.0038 |
142.6% |
0.0120 |
| ATR |
0.0053 |
0.0053 |
0.0001 |
1.8% |
0.0000 |
| Volume |
246 |
193 |
-53 |
-21.5% |
941 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7939 |
0.7916 |
0.7798 |
|
| R3 |
0.7873 |
0.7850 |
0.7780 |
|
| R2 |
0.7808 |
0.7808 |
0.7774 |
|
| R1 |
0.7785 |
0.7785 |
0.7768 |
0.7796 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7748 |
| S1 |
0.7719 |
0.7719 |
0.7755 |
0.7731 |
| S2 |
0.7677 |
0.7677 |
0.7749 |
|
| S3 |
0.7611 |
0.7654 |
0.7743 |
|
| S4 |
0.7546 |
0.7588 |
0.7725 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8109 |
0.8055 |
0.7827 |
|
| R3 |
0.7990 |
0.7935 |
0.7794 |
|
| R2 |
0.7870 |
0.7870 |
0.7783 |
|
| R1 |
0.7816 |
0.7816 |
0.7772 |
0.7783 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7734 |
| S1 |
0.7696 |
0.7696 |
0.7751 |
0.7664 |
| S2 |
0.7631 |
0.7631 |
0.7740 |
|
| S3 |
0.7512 |
0.7577 |
0.7729 |
|
| S4 |
0.7392 |
0.7457 |
0.7696 |
|
|
| 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% |
0.0050 |
0.6% |
64% |
False |
False |
188 |
| 10 |
0.7831 |
0.7686 |
0.0146 |
1.9% |
0.0057 |
0.7% |
52% |
False |
False |
246 |
| 20 |
0.7880 |
0.7686 |
0.0195 |
2.5% |
0.0050 |
0.6% |
39% |
False |
False |
202 |
| 40 |
0.8014 |
0.7686 |
0.0328 |
4.2% |
0.0044 |
0.6% |
23% |
False |
False |
158 |
| 60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0042 |
0.5% |
25% |
False |
False |
133 |
| 80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0041 |
0.5% |
22% |
False |
False |
126 |
| 100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
17% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8044 |
|
2.618 |
0.7937 |
|
1.618 |
0.7871 |
|
1.000 |
0.7831 |
|
0.618 |
0.7806 |
|
HIGH |
0.7766 |
|
0.618 |
0.7740 |
|
0.500 |
0.7733 |
|
0.382 |
0.7725 |
|
LOW |
0.7700 |
|
0.618 |
0.7660 |
|
1.000 |
0.7635 |
|
1.618 |
0.7594 |
|
2.618 |
0.7529 |
|
4.250 |
0.7422 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7752 |
0.7759 |
| PP |
0.7742 |
0.7756 |
| S1 |
0.7733 |
0.7753 |
|