CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 07-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2018 |
07-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7710 |
0.7727 |
0.0017 |
0.2% |
0.7712 |
High |
0.7780 |
0.7732 |
-0.0048 |
-0.6% |
0.7804 |
Low |
0.7710 |
0.7693 |
-0.0017 |
-0.2% |
0.7668 |
Close |
0.7726 |
0.7707 |
-0.0019 |
-0.2% |
0.7712 |
Range |
0.0070 |
0.0039 |
-0.0031 |
-43.9% |
0.0136 |
ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
109,803 |
72,503 |
-37,300 |
-34.0% |
454,012 |
|
Daily Pivots for day following 07-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7828 |
0.7806 |
0.7728 |
|
R3 |
0.7789 |
0.7767 |
0.7717 |
|
R2 |
0.7750 |
0.7750 |
0.7714 |
|
R1 |
0.7728 |
0.7728 |
0.7710 |
0.7719 |
PP |
0.7711 |
0.7711 |
0.7711 |
0.7706 |
S1 |
0.7689 |
0.7689 |
0.7703 |
0.7680 |
S2 |
0.7672 |
0.7672 |
0.7699 |
|
S3 |
0.7633 |
0.7650 |
0.7696 |
|
S4 |
0.7594 |
0.7611 |
0.7685 |
|
|
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 |
0.7780 |
0.7655 |
0.0125 |
1.6% |
0.0057 |
0.7% |
42% |
False |
False |
81,811 |
10 |
0.7804 |
0.7655 |
0.0149 |
1.9% |
0.0068 |
0.9% |
35% |
False |
False |
95,484 |
20 |
0.7862 |
0.7655 |
0.0207 |
2.7% |
0.0064 |
0.8% |
25% |
False |
False |
87,413 |
40 |
0.7992 |
0.7655 |
0.0338 |
4.4% |
0.0058 |
0.8% |
15% |
False |
False |
80,867 |
60 |
0.7992 |
0.7633 |
0.0359 |
4.7% |
0.0058 |
0.7% |
20% |
False |
False |
79,632 |
80 |
0.8046 |
0.7633 |
0.0413 |
5.4% |
0.0058 |
0.8% |
18% |
False |
False |
60,778 |
100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.8% |
14% |
False |
False |
48,653 |
120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
14% |
False |
False |
40,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7898 |
2.618 |
0.7834 |
1.618 |
0.7795 |
1.000 |
0.7771 |
0.618 |
0.7756 |
HIGH |
0.7732 |
0.618 |
0.7717 |
0.500 |
0.7713 |
0.382 |
0.7708 |
LOW |
0.7693 |
0.618 |
0.7669 |
1.000 |
0.7654 |
1.618 |
0.7630 |
2.618 |
0.7591 |
4.250 |
0.7527 |
|
|
Fisher Pivots for day following 07-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7713 |
0.7717 |
PP |
0.7711 |
0.7714 |
S1 |
0.7709 |
0.7710 |
|