CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7702 |
0.7685 |
-0.0017 |
-0.2% |
0.7721 |
| High |
0.7706 |
0.7720 |
0.0015 |
0.2% |
0.7780 |
| Low |
0.7675 |
0.7663 |
-0.0013 |
-0.2% |
0.7655 |
| Close |
0.7683 |
0.7693 |
0.0011 |
0.1% |
0.7732 |
| Range |
0.0031 |
0.0058 |
0.0027 |
88.5% |
0.0125 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
89,451 |
105,615 |
16,164 |
18.1% |
425,495 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7864 |
0.7836 |
0.7725 |
|
| R3 |
0.7807 |
0.7779 |
0.7709 |
|
| R2 |
0.7749 |
0.7749 |
0.7704 |
|
| R1 |
0.7721 |
0.7721 |
0.7698 |
0.7735 |
| PP |
0.7692 |
0.7692 |
0.7692 |
0.7699 |
| S1 |
0.7664 |
0.7664 |
0.7688 |
0.7678 |
| S2 |
0.7634 |
0.7634 |
0.7682 |
|
| S3 |
0.7577 |
0.7606 |
0.7677 |
|
| S4 |
0.7519 |
0.7549 |
0.7661 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8097 |
0.8039 |
0.7801 |
|
| R3 |
0.7972 |
0.7914 |
0.7766 |
|
| R2 |
0.7847 |
0.7847 |
0.7755 |
|
| R1 |
0.7789 |
0.7789 |
0.7743 |
0.7818 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7736 |
| S1 |
0.7665 |
0.7665 |
0.7721 |
0.7693 |
| S2 |
0.7597 |
0.7597 |
0.7709 |
|
| S3 |
0.7472 |
0.7540 |
0.7698 |
|
| S4 |
0.7347 |
0.7415 |
0.7663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7740 |
0.7663 |
0.0077 |
1.0% |
0.0048 |
0.6% |
40% |
False |
True |
85,062 |
| 10 |
0.7804 |
0.7655 |
0.0149 |
1.9% |
0.0059 |
0.8% |
26% |
False |
False |
88,877 |
| 20 |
0.7853 |
0.7655 |
0.0198 |
2.6% |
0.0062 |
0.8% |
19% |
False |
False |
89,388 |
| 40 |
0.7978 |
0.7655 |
0.0323 |
4.2% |
0.0059 |
0.8% |
12% |
False |
False |
83,176 |
| 60 |
0.7992 |
0.7645 |
0.0347 |
4.5% |
0.0058 |
0.8% |
14% |
False |
False |
80,884 |
| 80 |
0.7996 |
0.7633 |
0.0363 |
4.7% |
0.0058 |
0.7% |
17% |
False |
False |
65,178 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
11% |
False |
False |
52,176 |
| 120 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
11% |
False |
False |
43,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7964 |
|
2.618 |
0.7871 |
|
1.618 |
0.7813 |
|
1.000 |
0.7778 |
|
0.618 |
0.7756 |
|
HIGH |
0.7720 |
|
0.618 |
0.7698 |
|
0.500 |
0.7691 |
|
0.382 |
0.7684 |
|
LOW |
0.7663 |
|
0.618 |
0.7627 |
|
1.000 |
0.7605 |
|
1.618 |
0.7569 |
|
2.618 |
0.7512 |
|
4.250 |
0.7418 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7692 |
0.7692 |
| PP |
0.7692 |
0.7692 |
| S1 |
0.7691 |
0.7691 |
|