CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 14-Jun-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
Open |
0.7685 |
0.7705 |
0.0020 |
0.3% |
0.7721 |
High |
0.7720 |
0.7723 |
0.0003 |
0.0% |
0.7780 |
Low |
0.7663 |
0.7628 |
-0.0035 |
-0.5% |
0.7655 |
Close |
0.7693 |
0.7634 |
-0.0060 |
-0.8% |
0.7732 |
Range |
0.0058 |
0.0096 |
0.0038 |
66.1% |
0.0125 |
ATR |
0.0060 |
0.0063 |
0.0003 |
4.2% |
0.0000 |
Volume |
105,615 |
134,096 |
28,481 |
27.0% |
425,495 |
|
Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7948 |
0.7886 |
0.7686 |
|
R3 |
0.7852 |
0.7791 |
0.7660 |
|
R2 |
0.7757 |
0.7757 |
0.7651 |
|
R1 |
0.7695 |
0.7695 |
0.7642 |
0.7678 |
PP |
0.7661 |
0.7661 |
0.7661 |
0.7653 |
S1 |
0.7600 |
0.7600 |
0.7625 |
0.7583 |
S2 |
0.7566 |
0.7566 |
0.7616 |
|
S3 |
0.7470 |
0.7504 |
0.7607 |
|
S4 |
0.7375 |
0.7409 |
0.7581 |
|
|
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 |
0.7628 |
0.0112 |
1.5% |
0.0059 |
0.8% |
5% |
False |
True |
97,380 |
10 |
0.7780 |
0.7628 |
0.0152 |
2.0% |
0.0058 |
0.8% |
4% |
False |
True |
89,595 |
20 |
0.7853 |
0.7628 |
0.0225 |
2.9% |
0.0064 |
0.8% |
3% |
False |
True |
92,109 |
40 |
0.7955 |
0.7628 |
0.0327 |
4.3% |
0.0060 |
0.8% |
2% |
False |
True |
83,574 |
60 |
0.7992 |
0.7628 |
0.0365 |
4.8% |
0.0059 |
0.8% |
2% |
False |
True |
82,181 |
80 |
0.7992 |
0.7628 |
0.0365 |
4.8% |
0.0058 |
0.8% |
2% |
False |
True |
66,849 |
100 |
0.8175 |
0.7628 |
0.0548 |
7.2% |
0.0058 |
0.8% |
1% |
False |
True |
53,517 |
120 |
0.8175 |
0.7628 |
0.0548 |
7.2% |
0.0057 |
0.7% |
1% |
False |
True |
44,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8129 |
2.618 |
0.7973 |
1.618 |
0.7878 |
1.000 |
0.7819 |
0.618 |
0.7782 |
HIGH |
0.7723 |
0.618 |
0.7687 |
0.500 |
0.7675 |
0.382 |
0.7664 |
LOW |
0.7628 |
0.618 |
0.7568 |
1.000 |
0.7532 |
1.618 |
0.7473 |
2.618 |
0.7377 |
4.250 |
0.7222 |
|
|
Fisher Pivots for day following 14-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7675 |
0.7675 |
PP |
0.7661 |
0.7661 |
S1 |
0.7647 |
0.7647 |
|