CME Canadian Dollar Future September 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 |
0.7786 |
0.7744 |
-0.0042 |
-0.5% |
0.7728 |
| High |
0.7817 |
0.7747 |
-0.0070 |
-0.9% |
0.7817 |
| Low |
0.7716 |
0.7709 |
-0.0008 |
-0.1% |
0.7685 |
| Close |
0.7737 |
0.7727 |
-0.0010 |
-0.1% |
0.7727 |
| Range |
0.0101 |
0.0039 |
-0.0063 |
-61.9% |
0.0133 |
| ATR |
0.0060 |
0.0059 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
8,739 |
2,072 |
-6,667 |
-76.3% |
15,098 |
|
| Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7824 |
0.7748 |
|
| R3 |
0.7805 |
0.7785 |
0.7738 |
|
| R2 |
0.7766 |
0.7766 |
0.7734 |
|
| R1 |
0.7747 |
0.7747 |
0.7731 |
0.7737 |
| PP |
0.7728 |
0.7728 |
0.7728 |
0.7723 |
| S1 |
0.7708 |
0.7708 |
0.7723 |
0.7699 |
| S2 |
0.7689 |
0.7689 |
0.7720 |
|
| S3 |
0.7651 |
0.7670 |
0.7716 |
|
| S4 |
0.7612 |
0.7631 |
0.7706 |
|
|
| Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8140 |
0.8066 |
0.7800 |
|
| R3 |
0.8008 |
0.7934 |
0.7763 |
|
| R2 |
0.7875 |
0.7875 |
0.7751 |
|
| R1 |
0.7801 |
0.7801 |
0.7739 |
0.7772 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7728 |
| S1 |
0.7669 |
0.7669 |
0.7715 |
0.7640 |
| S2 |
0.7610 |
0.7610 |
0.7703 |
|
| S3 |
0.7478 |
0.7536 |
0.7691 |
|
| S4 |
0.7345 |
0.7404 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7817 |
0.7685 |
0.0133 |
1.7% |
0.0073 |
0.9% |
32% |
False |
False |
3,463 |
| 10 |
0.7866 |
0.7685 |
0.0182 |
2.3% |
0.0065 |
0.8% |
23% |
False |
False |
3,739 |
| 20 |
0.7875 |
0.7685 |
0.0191 |
2.5% |
0.0059 |
0.8% |
22% |
False |
False |
2,017 |
| 40 |
0.8000 |
0.7685 |
0.0316 |
4.1% |
0.0051 |
0.7% |
13% |
False |
False |
1,087 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0049 |
0.6% |
22% |
False |
False |
760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7848 |
|
1.618 |
0.7809 |
|
1.000 |
0.7786 |
|
0.618 |
0.7771 |
|
HIGH |
0.7747 |
|
0.618 |
0.7732 |
|
0.500 |
0.7728 |
|
0.382 |
0.7723 |
|
LOW |
0.7709 |
|
0.618 |
0.7685 |
|
1.000 |
0.7670 |
|
1.618 |
0.7646 |
|
2.618 |
0.7608 |
|
4.250 |
0.7545 |
|
|
| Fisher Pivots for day following 01-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7753 |
| PP |
0.7728 |
0.7744 |
| S1 |
0.7727 |
0.7736 |
|