CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 01-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2018 |
01-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7721 |
-0.0048 |
-0.6% |
0.7712 |
| High |
0.7804 |
0.7736 |
-0.0068 |
-0.9% |
0.7804 |
| Low |
0.7701 |
0.7690 |
-0.0012 |
-0.1% |
0.7668 |
| Close |
0.7722 |
0.7712 |
-0.0009 |
-0.1% |
0.7712 |
| Range |
0.0103 |
0.0046 |
-0.0057 |
-55.1% |
0.0136 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
126,910 |
70,635 |
-56,275 |
-44.3% |
454,012 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7850 |
0.7827 |
0.7737 |
|
| R3 |
0.7804 |
0.7781 |
0.7725 |
|
| R2 |
0.7758 |
0.7758 |
0.7720 |
|
| R1 |
0.7735 |
0.7735 |
0.7716 |
0.7724 |
| PP |
0.7712 |
0.7712 |
0.7712 |
0.7707 |
| S1 |
0.7689 |
0.7689 |
0.7708 |
0.7678 |
| S2 |
0.7666 |
0.7666 |
0.7704 |
|
| S3 |
0.7620 |
0.7643 |
0.7699 |
|
| S4 |
0.7574 |
0.7597 |
0.7687 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8136 |
0.8060 |
0.7787 |
|
| R3 |
0.8000 |
0.7924 |
0.7749 |
|
| R2 |
0.7864 |
0.7864 |
0.7737 |
|
| R1 |
0.7788 |
0.7788 |
0.7724 |
0.7780 |
| PP |
0.7728 |
0.7728 |
0.7728 |
0.7724 |
| S1 |
0.7652 |
0.7652 |
0.7700 |
0.7644 |
| S2 |
0.7592 |
0.7592 |
0.7687 |
|
| S3 |
0.7456 |
0.7516 |
0.7675 |
|
| S4 |
0.7320 |
0.7380 |
0.7637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7804 |
0.7668 |
0.0136 |
1.8% |
0.0077 |
1.0% |
33% |
False |
False |
107,528 |
| 10 |
0.7853 |
0.7668 |
0.0185 |
2.4% |
0.0069 |
0.9% |
24% |
False |
False |
94,788 |
| 20 |
0.7862 |
0.7668 |
0.0194 |
2.5% |
0.0064 |
0.8% |
23% |
False |
False |
86,430 |
| 40 |
0.7992 |
0.7668 |
0.0325 |
4.2% |
0.0058 |
0.8% |
14% |
False |
False |
80,138 |
| 60 |
0.7992 |
0.7633 |
0.0359 |
4.7% |
0.0058 |
0.7% |
22% |
False |
False |
75,107 |
| 80 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0058 |
0.7% |
19% |
False |
False |
56,558 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.7% |
15% |
False |
False |
45,276 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0055 |
0.7% |
15% |
False |
False |
37,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7931 |
|
2.618 |
0.7856 |
|
1.618 |
0.7810 |
|
1.000 |
0.7782 |
|
0.618 |
0.7764 |
|
HIGH |
0.7736 |
|
0.618 |
0.7718 |
|
0.500 |
0.7713 |
|
0.382 |
0.7707 |
|
LOW |
0.7690 |
|
0.618 |
0.7661 |
|
1.000 |
0.7644 |
|
1.618 |
0.7615 |
|
2.618 |
0.7569 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7738 |
| PP |
0.7712 |
0.7729 |
| S1 |
0.7712 |
0.7721 |
|