CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 08-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2018 |
08-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7740 |
0.7724 |
-0.0016 |
-0.2% |
0.7735 |
| High |
0.7748 |
0.7754 |
0.0006 |
0.1% |
0.7795 |
| Low |
0.7709 |
0.7685 |
-0.0024 |
-0.3% |
0.7670 |
| Close |
0.7722 |
0.7747 |
0.0026 |
0.3% |
0.7747 |
| Range |
0.0039 |
0.0069 |
0.0030 |
76.9% |
0.0125 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.2% |
0.0000 |
| Volume |
6,294 |
8,998 |
2,704 |
43.0% |
20,703 |
|
| Daily Pivots for day following 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7936 |
0.7910 |
0.7785 |
|
| R3 |
0.7867 |
0.7841 |
0.7766 |
|
| R2 |
0.7798 |
0.7798 |
0.7760 |
|
| R1 |
0.7772 |
0.7772 |
0.7753 |
0.7785 |
| PP |
0.7729 |
0.7729 |
0.7729 |
0.7735 |
| S1 |
0.7703 |
0.7703 |
0.7741 |
0.7716 |
| S2 |
0.7660 |
0.7660 |
0.7734 |
|
| S3 |
0.7591 |
0.7634 |
0.7728 |
|
| S4 |
0.7522 |
0.7565 |
0.7709 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8053 |
0.7815 |
|
| R3 |
0.7986 |
0.7929 |
0.7781 |
|
| R2 |
0.7862 |
0.7862 |
0.7770 |
|
| R1 |
0.7804 |
0.7804 |
0.7758 |
0.7833 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7752 |
| S1 |
0.7680 |
0.7680 |
0.7736 |
0.7709 |
| S2 |
0.7613 |
0.7613 |
0.7724 |
|
| S3 |
0.7488 |
0.7555 |
0.7713 |
|
| S4 |
0.7364 |
0.7431 |
0.7679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7795 |
0.7670 |
0.0125 |
1.6% |
0.0060 |
0.8% |
62% |
False |
False |
4,140 |
| 10 |
0.7817 |
0.7670 |
0.0147 |
1.9% |
0.0067 |
0.9% |
52% |
False |
False |
3,802 |
| 20 |
0.7875 |
0.7670 |
0.0205 |
2.6% |
0.0060 |
0.8% |
38% |
False |
False |
2,987 |
| 40 |
0.8000 |
0.7670 |
0.0330 |
4.3% |
0.0053 |
0.7% |
23% |
False |
False |
1,591 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0051 |
0.7% |
28% |
False |
False |
1,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8047 |
|
2.618 |
0.7935 |
|
1.618 |
0.7866 |
|
1.000 |
0.7823 |
|
0.618 |
0.7797 |
|
HIGH |
0.7754 |
|
0.618 |
0.7728 |
|
0.500 |
0.7720 |
|
0.382 |
0.7711 |
|
LOW |
0.7685 |
|
0.618 |
0.7642 |
|
1.000 |
0.7616 |
|
1.618 |
0.7573 |
|
2.618 |
0.7504 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 08-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7738 |
0.7745 |
| PP |
0.7729 |
0.7742 |
| S1 |
0.7720 |
0.7740 |
|