CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 11-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2018 |
11-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7837 |
0.0054 |
0.7% |
0.7790 |
| High |
0.7854 |
0.7862 |
0.0008 |
0.1% |
0.7862 |
| Low |
0.7782 |
0.7817 |
0.0035 |
0.4% |
0.7699 |
| Close |
0.7844 |
0.7825 |
-0.0019 |
-0.2% |
0.7825 |
| Range |
0.0072 |
0.0044 |
-0.0027 |
-37.8% |
0.0162 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
101,179 |
73,645 |
-27,534 |
-27.2% |
420,575 |
|
| Daily Pivots for day following 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7968 |
0.7941 |
0.7849 |
|
| R3 |
0.7923 |
0.7896 |
0.7837 |
|
| R2 |
0.7879 |
0.7879 |
0.7833 |
|
| R1 |
0.7852 |
0.7852 |
0.7829 |
0.7843 |
| PP |
0.7834 |
0.7834 |
0.7834 |
0.7830 |
| S1 |
0.7807 |
0.7807 |
0.7820 |
0.7799 |
| S2 |
0.7790 |
0.7790 |
0.7816 |
|
| S3 |
0.7745 |
0.7763 |
0.7812 |
|
| S4 |
0.7701 |
0.7718 |
0.7800 |
|
|
| Weekly Pivots for week ending 11-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8282 |
0.8216 |
0.7914 |
|
| R3 |
0.8120 |
0.8053 |
0.7869 |
|
| R2 |
0.7957 |
0.7957 |
0.7854 |
|
| R1 |
0.7891 |
0.7891 |
0.7839 |
0.7924 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7812 |
| S1 |
0.7729 |
0.7729 |
0.7810 |
0.7762 |
| S2 |
0.7633 |
0.7633 |
0.7795 |
|
| S3 |
0.7470 |
0.7566 |
0.7780 |
|
| S4 |
0.7308 |
0.7404 |
0.7735 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0063 |
0.8% |
77% |
True |
False |
84,115 |
| 10 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0057 |
0.7% |
77% |
True |
False |
80,373 |
| 20 |
0.7992 |
0.7699 |
0.0293 |
3.7% |
0.0054 |
0.7% |
43% |
False |
False |
75,794 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0055 |
0.7% |
53% |
False |
False |
77,583 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0056 |
0.7% |
46% |
False |
False |
54,806 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0056 |
0.7% |
35% |
False |
False |
41,144 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
35% |
False |
False |
32,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8051 |
|
2.618 |
0.7978 |
|
1.618 |
0.7933 |
|
1.000 |
0.7906 |
|
0.618 |
0.7889 |
|
HIGH |
0.7862 |
|
0.618 |
0.7845 |
|
0.500 |
0.7839 |
|
0.382 |
0.7834 |
|
LOW |
0.7817 |
|
0.618 |
0.7790 |
|
1.000 |
0.7773 |
|
1.618 |
0.7745 |
|
2.618 |
0.7701 |
|
4.250 |
0.7628 |
|
|
| Fisher Pivots for day following 11-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7839 |
0.7812 |
| PP |
0.7834 |
0.7799 |
| S1 |
0.7829 |
0.7787 |
|