CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 14-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2018 |
14-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7837 |
0.7825 |
-0.0012 |
-0.1% |
0.7790 |
| High |
0.7862 |
0.7848 |
-0.0013 |
-0.2% |
0.7862 |
| Low |
0.7817 |
0.7808 |
-0.0009 |
-0.1% |
0.7699 |
| Close |
0.7825 |
0.7818 |
-0.0007 |
-0.1% |
0.7825 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-10.1% |
0.0162 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
73,645 |
46,230 |
-27,415 |
-37.2% |
420,575 |
|
| Daily Pivots for day following 14-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7945 |
0.7921 |
0.7840 |
|
| R3 |
0.7905 |
0.7881 |
0.7829 |
|
| R2 |
0.7865 |
0.7865 |
0.7825 |
|
| R1 |
0.7841 |
0.7841 |
0.7821 |
0.7833 |
| PP |
0.7825 |
0.7825 |
0.7825 |
0.7820 |
| S1 |
0.7801 |
0.7801 |
0.7814 |
0.7793 |
| S2 |
0.7784 |
0.7784 |
0.7810 |
|
| S3 |
0.7744 |
0.7761 |
0.7806 |
|
| S4 |
0.7704 |
0.7721 |
0.7795 |
|
|
| 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% |
0.0064 |
0.8% |
73% |
False |
False |
83,606 |
| 10 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0057 |
0.7% |
73% |
False |
False |
78,726 |
| 20 |
0.7992 |
0.7699 |
0.0293 |
3.7% |
0.0054 |
0.7% |
40% |
False |
False |
75,598 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0055 |
0.7% |
51% |
False |
False |
76,371 |
| 60 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0056 |
0.7% |
45% |
False |
False |
55,573 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0056 |
0.7% |
34% |
False |
False |
41,722 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
34% |
False |
False |
33,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8018 |
|
2.618 |
0.7953 |
|
1.618 |
0.7913 |
|
1.000 |
0.7888 |
|
0.618 |
0.7873 |
|
HIGH |
0.7848 |
|
0.618 |
0.7833 |
|
0.500 |
0.7828 |
|
0.382 |
0.7823 |
|
LOW |
0.7808 |
|
0.618 |
0.7783 |
|
1.000 |
0.7768 |
|
1.618 |
0.7743 |
|
2.618 |
0.7703 |
|
4.250 |
0.7638 |
|
|
| Fisher Pivots for day following 14-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7828 |
0.7822 |
| PP |
0.7825 |
0.7820 |
| S1 |
0.7821 |
0.7819 |
|