CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 16-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2018 |
16-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7818 |
0.7771 |
-0.0047 |
-0.6% |
0.7790 |
| High |
0.7822 |
0.7832 |
0.0010 |
0.1% |
0.7862 |
| Low |
0.7741 |
0.7770 |
0.0029 |
0.4% |
0.7699 |
| Close |
0.7777 |
0.7825 |
0.0048 |
0.6% |
0.7825 |
| Range |
0.0081 |
0.0062 |
-0.0019 |
-23.6% |
0.0162 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.6% |
0.0000 |
| Volume |
92,265 |
79,674 |
-12,591 |
-13.6% |
420,575 |
|
| Daily Pivots for day following 16-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7993 |
0.7971 |
0.7859 |
|
| R3 |
0.7932 |
0.7909 |
0.7842 |
|
| R2 |
0.7870 |
0.7870 |
0.7836 |
|
| R1 |
0.7848 |
0.7848 |
0.7831 |
0.7859 |
| PP |
0.7809 |
0.7809 |
0.7809 |
0.7815 |
| S1 |
0.7786 |
0.7786 |
0.7819 |
0.7798 |
| S2 |
0.7747 |
0.7747 |
0.7814 |
|
| S3 |
0.7686 |
0.7725 |
0.7808 |
|
| S4 |
0.7624 |
0.7663 |
0.7791 |
|
|
| 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 |
0.7741 |
0.0121 |
1.5% |
0.0060 |
0.8% |
70% |
False |
False |
78,598 |
| 10 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0060 |
0.8% |
78% |
False |
False |
78,340 |
| 20 |
0.7955 |
0.7699 |
0.0255 |
3.3% |
0.0056 |
0.7% |
49% |
False |
False |
75,038 |
| 40 |
0.7992 |
0.7660 |
0.0332 |
4.2% |
0.0057 |
0.7% |
50% |
False |
False |
77,217 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
53% |
False |
False |
58,429 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
35% |
False |
False |
43,869 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
35% |
False |
False |
35,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8093 |
|
2.618 |
0.7993 |
|
1.618 |
0.7931 |
|
1.000 |
0.7893 |
|
0.618 |
0.7870 |
|
HIGH |
0.7832 |
|
0.618 |
0.7808 |
|
0.500 |
0.7801 |
|
0.382 |
0.7793 |
|
LOW |
0.7770 |
|
0.618 |
0.7732 |
|
1.000 |
0.7708 |
|
1.618 |
0.7670 |
|
2.618 |
0.7609 |
|
4.250 |
0.7509 |
|
|
| Fisher Pivots for day following 16-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7817 |
0.7815 |
| PP |
0.7809 |
0.7805 |
| S1 |
0.7801 |
0.7795 |
|