CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 06-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2018 |
06-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7750 |
0.7729 |
-0.0021 |
-0.3% |
0.7728 |
| High |
0.7760 |
0.7795 |
0.0035 |
0.4% |
0.7817 |
| Low |
0.7670 |
0.7728 |
0.0058 |
0.8% |
0.7685 |
| Close |
0.7726 |
0.7741 |
0.0015 |
0.2% |
0.7727 |
| Range |
0.0090 |
0.0067 |
-0.0023 |
-26.1% |
0.0133 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2,514 |
1,790 |
-724 |
-28.8% |
15,098 |
|
| Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7954 |
0.7914 |
0.7777 |
|
| R3 |
0.7887 |
0.7847 |
0.7759 |
|
| R2 |
0.7821 |
0.7821 |
0.7753 |
|
| R1 |
0.7781 |
0.7781 |
0.7747 |
0.7801 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7764 |
| S1 |
0.7714 |
0.7714 |
0.7734 |
0.7734 |
| S2 |
0.7688 |
0.7688 |
0.7728 |
|
| S3 |
0.7621 |
0.7648 |
0.7722 |
|
| S4 |
0.7555 |
0.7581 |
0.7704 |
|
|
| 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 |
0.7670 |
0.0147 |
1.9% |
0.0066 |
0.9% |
48% |
False |
False |
3,244 |
| 10 |
0.7823 |
0.7670 |
0.0153 |
2.0% |
0.0067 |
0.9% |
46% |
False |
False |
3,450 |
| 20 |
0.7875 |
0.7670 |
0.0205 |
2.6% |
0.0062 |
0.8% |
34% |
False |
False |
2,261 |
| 40 |
0.8000 |
0.7670 |
0.0330 |
4.3% |
0.0052 |
0.7% |
21% |
False |
False |
1,214 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0051 |
0.7% |
26% |
False |
False |
846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8077 |
|
2.618 |
0.7969 |
|
1.618 |
0.7902 |
|
1.000 |
0.7861 |
|
0.618 |
0.7836 |
|
HIGH |
0.7795 |
|
0.618 |
0.7769 |
|
0.500 |
0.7761 |
|
0.382 |
0.7753 |
|
LOW |
0.7728 |
|
0.618 |
0.7687 |
|
1.000 |
0.7661 |
|
1.618 |
0.7620 |
|
2.618 |
0.7554 |
|
4.250 |
0.7445 |
|
|
| Fisher Pivots for day following 06-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7761 |
0.7738 |
| PP |
0.7754 |
0.7735 |
| S1 |
0.7747 |
0.7732 |
|