CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 11-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2018 |
11-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7724 |
0.7724 |
0.0000 |
0.0% |
0.7735 |
| High |
0.7754 |
0.7735 |
-0.0019 |
-0.3% |
0.7795 |
| Low |
0.7685 |
0.7692 |
0.0007 |
0.1% |
0.7670 |
| Close |
0.7747 |
0.7716 |
-0.0032 |
-0.4% |
0.7747 |
| Range |
0.0069 |
0.0043 |
-0.0026 |
-37.7% |
0.0125 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
8,998 |
19,716 |
10,718 |
119.1% |
20,703 |
|
| Daily Pivots for day following 11-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7822 |
0.7739 |
|
| R3 |
0.7800 |
0.7779 |
0.7727 |
|
| R2 |
0.7757 |
0.7757 |
0.7723 |
|
| R1 |
0.7736 |
0.7736 |
0.7719 |
0.7725 |
| PP |
0.7714 |
0.7714 |
0.7714 |
0.7708 |
| S1 |
0.7693 |
0.7693 |
0.7712 |
0.7682 |
| S2 |
0.7671 |
0.7671 |
0.7708 |
|
| S3 |
0.7628 |
0.7650 |
0.7704 |
|
| S4 |
0.7585 |
0.7607 |
0.7692 |
|
|
| 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% |
0.0062 |
0.8% |
37% |
False |
False |
7,862 |
| 10 |
0.7817 |
0.7670 |
0.0147 |
1.9% |
0.0065 |
0.8% |
31% |
False |
False |
5,551 |
| 20 |
0.7866 |
0.7670 |
0.0196 |
2.5% |
0.0060 |
0.8% |
23% |
False |
False |
3,968 |
| 40 |
0.8000 |
0.7670 |
0.0330 |
4.3% |
0.0053 |
0.7% |
14% |
False |
False |
2,083 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0051 |
0.7% |
19% |
False |
False |
1,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7917 |
|
2.618 |
0.7847 |
|
1.618 |
0.7804 |
|
1.000 |
0.7778 |
|
0.618 |
0.7761 |
|
HIGH |
0.7735 |
|
0.618 |
0.7718 |
|
0.500 |
0.7713 |
|
0.382 |
0.7708 |
|
LOW |
0.7692 |
|
0.618 |
0.7665 |
|
1.000 |
0.7649 |
|
1.618 |
0.7622 |
|
2.618 |
0.7579 |
|
4.250 |
0.7509 |
|
|
| Fisher Pivots for day following 11-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7715 |
0.7720 |
| PP |
0.7714 |
0.7718 |
| S1 |
0.7713 |
0.7717 |
|