CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 10-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2018 |
10-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7725 |
0.7783 |
0.0059 |
0.8% |
0.7799 |
| High |
0.7803 |
0.7854 |
0.0051 |
0.7% |
0.7818 |
| Low |
0.7712 |
0.7782 |
0.0070 |
0.9% |
0.7748 |
| Close |
0.7793 |
0.7844 |
0.0051 |
0.7% |
0.7785 |
| Range |
0.0090 |
0.0072 |
-0.0019 |
-21.0% |
0.0070 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.0% |
0.0000 |
| Volume |
93,828 |
101,179 |
7,351 |
7.8% |
383,161 |
|
| Daily Pivots for day following 10-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8014 |
0.7883 |
|
| R3 |
0.7969 |
0.7942 |
0.7863 |
|
| R2 |
0.7898 |
0.7898 |
0.7857 |
|
| R1 |
0.7871 |
0.7871 |
0.7850 |
0.7884 |
| PP |
0.7826 |
0.7826 |
0.7826 |
0.7833 |
| S1 |
0.7799 |
0.7799 |
0.7837 |
0.7813 |
| S2 |
0.7755 |
0.7755 |
0.7830 |
|
| S3 |
0.7683 |
0.7728 |
0.7824 |
|
| S4 |
0.7612 |
0.7656 |
0.7804 |
|
|
| 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 |
0.7854 |
0.7699 |
0.0154 |
2.0% |
0.0064 |
0.8% |
94% |
True |
False |
83,987 |
| 10 |
0.7854 |
0.7699 |
0.0154 |
2.0% |
0.0057 |
0.7% |
94% |
True |
False |
78,680 |
| 20 |
0.7992 |
0.7699 |
0.0293 |
3.7% |
0.0054 |
0.7% |
49% |
False |
False |
75,174 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
59% |
False |
False |
77,263 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0057 |
0.7% |
51% |
False |
False |
53,583 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
39% |
False |
False |
40,226 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
39% |
False |
False |
32,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8157 |
|
2.618 |
0.8041 |
|
1.618 |
0.7969 |
|
1.000 |
0.7925 |
|
0.618 |
0.7898 |
|
HIGH |
0.7854 |
|
0.618 |
0.7826 |
|
0.500 |
0.7818 |
|
0.382 |
0.7809 |
|
LOW |
0.7782 |
|
0.618 |
0.7738 |
|
1.000 |
0.7711 |
|
1.618 |
0.7666 |
|
2.618 |
0.7595 |
|
4.250 |
0.7478 |
|
|
| Fisher Pivots for day following 10-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7835 |
0.7821 |
| PP |
0.7826 |
0.7799 |
| S1 |
0.7818 |
0.7776 |
|