CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 07-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2018 |
07-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7789 |
0.7790 |
0.0000 |
0.0% |
0.7799 |
| High |
0.7797 |
0.7795 |
-0.0002 |
0.0% |
0.7818 |
| Low |
0.7748 |
0.7758 |
0.0010 |
0.1% |
0.7748 |
| Close |
0.7785 |
0.7774 |
-0.0011 |
-0.1% |
0.7785 |
| Range |
0.0049 |
0.0037 |
-0.0012 |
-24.5% |
0.0070 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
73,007 |
48,774 |
-24,233 |
-33.2% |
383,161 |
|
| Daily Pivots for day following 07-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7887 |
0.7867 |
0.7794 |
|
| R3 |
0.7850 |
0.7830 |
0.7784 |
|
| R2 |
0.7813 |
0.7813 |
0.7781 |
|
| R1 |
0.7793 |
0.7793 |
0.7777 |
0.7785 |
| PP |
0.7776 |
0.7776 |
0.7776 |
0.7771 |
| S1 |
0.7756 |
0.7756 |
0.7771 |
0.7748 |
| S2 |
0.7739 |
0.7739 |
0.7767 |
|
| S3 |
0.7702 |
0.7719 |
0.7764 |
|
| S4 |
0.7665 |
0.7682 |
0.7754 |
|
|
| Weekly Pivots for week ending 04-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7960 |
0.7823 |
|
| R3 |
0.7924 |
0.7890 |
0.7804 |
|
| R2 |
0.7854 |
0.7854 |
0.7797 |
|
| R1 |
0.7819 |
0.7819 |
0.7791 |
0.7801 |
| PP |
0.7783 |
0.7783 |
0.7783 |
0.7774 |
| S1 |
0.7749 |
0.7749 |
0.7778 |
0.7731 |
| S2 |
0.7713 |
0.7713 |
0.7772 |
|
| S3 |
0.7642 |
0.7678 |
0.7765 |
|
| S4 |
0.7572 |
0.7608 |
0.7746 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7818 |
0.7748 |
0.0070 |
0.9% |
0.0050 |
0.6% |
38% |
False |
False |
73,847 |
| 10 |
0.7818 |
0.7748 |
0.0070 |
0.9% |
0.0045 |
0.6% |
38% |
False |
False |
68,209 |
| 20 |
0.7992 |
0.7748 |
0.0245 |
3.1% |
0.0050 |
0.6% |
11% |
False |
False |
72,841 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0053 |
0.7% |
39% |
False |
False |
72,081 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0055 |
0.7% |
34% |
False |
False |
48,623 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
26% |
False |
False |
36,505 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
26% |
False |
False |
29,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7952 |
|
2.618 |
0.7892 |
|
1.618 |
0.7855 |
|
1.000 |
0.7832 |
|
0.618 |
0.7818 |
|
HIGH |
0.7795 |
|
0.618 |
0.7781 |
|
0.500 |
0.7777 |
|
0.382 |
0.7772 |
|
LOW |
0.7758 |
|
0.618 |
0.7735 |
|
1.000 |
0.7721 |
|
1.618 |
0.7698 |
|
2.618 |
0.7661 |
|
4.250 |
0.7601 |
|
|
| Fisher Pivots for day following 07-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7777 |
0.7778 |
| PP |
0.7776 |
0.7777 |
| S1 |
0.7775 |
0.7775 |
|