CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 08-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2018 |
08-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7790 |
0.7769 |
-0.0021 |
-0.3% |
0.7799 |
| High |
0.7795 |
0.7772 |
-0.0023 |
-0.3% |
0.7818 |
| Low |
0.7758 |
0.7699 |
-0.0059 |
-0.8% |
0.7748 |
| Close |
0.7774 |
0.7724 |
-0.0050 |
-0.6% |
0.7785 |
| Range |
0.0037 |
0.0073 |
0.0036 |
97.3% |
0.0070 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.3% |
0.0000 |
| Volume |
48,774 |
103,149 |
54,375 |
111.5% |
383,161 |
|
| Daily Pivots for day following 08-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7951 |
0.7910 |
0.7764 |
|
| R3 |
0.7878 |
0.7837 |
0.7744 |
|
| R2 |
0.7805 |
0.7805 |
0.7737 |
|
| R1 |
0.7764 |
0.7764 |
0.7731 |
0.7748 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7724 |
| S1 |
0.7691 |
0.7691 |
0.7717 |
0.7675 |
| S2 |
0.7659 |
0.7659 |
0.7711 |
|
| S3 |
0.7586 |
0.7618 |
0.7704 |
|
| S4 |
0.7513 |
0.7545 |
0.7684 |
|
|
| 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 |
0.7699 |
0.0119 |
1.5% |
0.0053 |
0.7% |
21% |
False |
True |
77,505 |
| 10 |
0.7818 |
0.7699 |
0.0119 |
1.5% |
0.0050 |
0.6% |
21% |
False |
True |
72,136 |
| 20 |
0.7992 |
0.7699 |
0.0293 |
3.8% |
0.0050 |
0.7% |
9% |
False |
True |
73,642 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0055 |
0.7% |
25% |
False |
False |
74,012 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0055 |
0.7% |
22% |
False |
False |
50,338 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
17% |
False |
False |
37,794 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
17% |
False |
False |
30,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8082 |
|
2.618 |
0.7963 |
|
1.618 |
0.7890 |
|
1.000 |
0.7845 |
|
0.618 |
0.7817 |
|
HIGH |
0.7772 |
|
0.618 |
0.7744 |
|
0.500 |
0.7736 |
|
0.382 |
0.7727 |
|
LOW |
0.7699 |
|
0.618 |
0.7654 |
|
1.000 |
0.7626 |
|
1.618 |
0.7581 |
|
2.618 |
0.7508 |
|
4.250 |
0.7389 |
|
|
| Fisher Pivots for day following 08-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7748 |
| PP |
0.7732 |
0.7740 |
| S1 |
0.7728 |
0.7732 |
|