CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 18-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2018 |
18-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7824 |
0.7815 |
-0.0009 |
-0.1% |
0.7825 |
| High |
0.7849 |
0.7822 |
-0.0027 |
-0.3% |
0.7849 |
| Low |
0.7804 |
0.7749 |
-0.0054 |
-0.7% |
0.7741 |
| Close |
0.7817 |
0.7769 |
-0.0048 |
-0.6% |
0.7769 |
| Range |
0.0046 |
0.0073 |
0.0027 |
60.4% |
0.0108 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.1% |
0.0000 |
| Volume |
68,977 |
81,041 |
12,064 |
17.5% |
368,187 |
|
| Daily Pivots for day following 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7957 |
0.7809 |
|
| R3 |
0.7926 |
0.7884 |
0.7789 |
|
| R2 |
0.7853 |
0.7853 |
0.7782 |
|
| R1 |
0.7811 |
0.7811 |
0.7776 |
0.7796 |
| PP |
0.7780 |
0.7780 |
0.7780 |
0.7772 |
| S1 |
0.7738 |
0.7738 |
0.7762 |
0.7723 |
| S2 |
0.7707 |
0.7707 |
0.7756 |
|
| S3 |
0.7634 |
0.7665 |
0.7749 |
|
| S4 |
0.7561 |
0.7592 |
0.7729 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8048 |
0.7828 |
|
| R3 |
0.8002 |
0.7940 |
0.7799 |
|
| R2 |
0.7894 |
0.7894 |
0.7789 |
|
| R1 |
0.7832 |
0.7832 |
0.7779 |
0.7809 |
| PP |
0.7786 |
0.7786 |
0.7786 |
0.7775 |
| S1 |
0.7724 |
0.7724 |
0.7759 |
0.7701 |
| S2 |
0.7678 |
0.7678 |
0.7749 |
|
| S3 |
0.7570 |
0.7616 |
0.7739 |
|
| S4 |
0.7462 |
0.7508 |
0.7710 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7849 |
0.7741 |
0.0108 |
1.4% |
0.0060 |
0.8% |
26% |
False |
False |
73,637 |
| 10 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0062 |
0.8% |
43% |
False |
False |
78,876 |
| 20 |
0.7862 |
0.7699 |
0.0162 |
2.1% |
0.0055 |
0.7% |
43% |
False |
False |
74,759 |
| 40 |
0.7992 |
0.7699 |
0.0293 |
3.8% |
0.0055 |
0.7% |
24% |
False |
False |
75,192 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
38% |
False |
False |
60,902 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
25% |
False |
False |
45,740 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0055 |
0.7% |
25% |
False |
False |
36,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8132 |
|
2.618 |
0.8013 |
|
1.618 |
0.7940 |
|
1.000 |
0.7895 |
|
0.618 |
0.7867 |
|
HIGH |
0.7822 |
|
0.618 |
0.7794 |
|
0.500 |
0.7786 |
|
0.382 |
0.7777 |
|
LOW |
0.7749 |
|
0.618 |
0.7704 |
|
1.000 |
0.7676 |
|
1.618 |
0.7631 |
|
2.618 |
0.7558 |
|
4.250 |
0.7439 |
|
|
| Fisher Pivots for day following 18-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7799 |
| PP |
0.7780 |
0.7789 |
| S1 |
0.7775 |
0.7779 |
|