CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7576 |
-0.0002 |
0.0% |
0.7705 |
| High |
0.7599 |
0.7577 |
-0.0022 |
-0.3% |
0.7723 |
| Low |
0.7555 |
0.7524 |
-0.0031 |
-0.4% |
0.7571 |
| Close |
0.7566 |
0.7531 |
-0.0036 |
-0.5% |
0.7587 |
| Range |
0.0044 |
0.0053 |
0.0009 |
19.3% |
0.0152 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
10,245 |
513 |
-9,732 |
-95.0% |
442,597 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7668 |
0.7559 |
|
| R3 |
0.7649 |
0.7616 |
0.7545 |
|
| R2 |
0.7596 |
0.7596 |
0.7540 |
|
| R1 |
0.7563 |
0.7563 |
0.7535 |
0.7554 |
| PP |
0.7544 |
0.7544 |
0.7544 |
0.7539 |
| S1 |
0.7511 |
0.7511 |
0.7526 |
0.7501 |
| S2 |
0.7491 |
0.7491 |
0.7521 |
|
| S3 |
0.7439 |
0.7458 |
0.7516 |
|
| S4 |
0.7386 |
0.7406 |
0.7502 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8083 |
0.7987 |
0.7671 |
|
| R3 |
0.7931 |
0.7835 |
0.7629 |
|
| R2 |
0.7779 |
0.7779 |
0.7615 |
|
| R1 |
0.7683 |
0.7683 |
0.7601 |
0.7655 |
| PP |
0.7627 |
0.7627 |
0.7627 |
0.7613 |
| S1 |
0.7531 |
0.7531 |
0.7573 |
0.7503 |
| S2 |
0.7475 |
0.7475 |
0.7559 |
|
| S3 |
0.7323 |
0.7379 |
0.7545 |
|
| S4 |
0.7171 |
0.7227 |
0.7503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7524 |
0.0199 |
2.6% |
0.0062 |
0.8% |
3% |
False |
True |
58,647 |
| 10 |
0.7780 |
0.7524 |
0.0256 |
3.4% |
0.0056 |
0.7% |
3% |
False |
True |
72,273 |
| 20 |
0.7853 |
0.7524 |
0.0329 |
4.4% |
0.0062 |
0.8% |
2% |
False |
True |
84,564 |
| 40 |
0.7862 |
0.7524 |
0.0338 |
4.5% |
0.0059 |
0.8% |
2% |
False |
True |
79,194 |
| 60 |
0.7992 |
0.7524 |
0.0468 |
6.2% |
0.0057 |
0.8% |
1% |
False |
True |
77,736 |
| 80 |
0.7992 |
0.7524 |
0.0468 |
6.2% |
0.0058 |
0.8% |
1% |
False |
True |
67,493 |
| 100 |
0.8175 |
0.7524 |
0.0651 |
8.6% |
0.0058 |
0.8% |
1% |
False |
True |
54,047 |
| 120 |
0.8175 |
0.7524 |
0.0651 |
8.6% |
0.0057 |
0.8% |
1% |
False |
True |
45,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7714 |
|
1.618 |
0.7661 |
|
1.000 |
0.7629 |
|
0.618 |
0.7609 |
|
HIGH |
0.7577 |
|
0.618 |
0.7556 |
|
0.500 |
0.7550 |
|
0.382 |
0.7544 |
|
LOW |
0.7524 |
|
0.618 |
0.7492 |
|
1.000 |
0.7471 |
|
1.618 |
0.7439 |
|
2.618 |
0.7387 |
|
4.250 |
0.7301 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7550 |
0.7579 |
| PP |
0.7544 |
0.7563 |
| S1 |
0.7537 |
0.7547 |
|