CME Canadian Dollar Future December 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 |
0.7797 |
0.7750 |
-0.0047 |
-0.6% |
0.7730 |
High |
0.7831 |
0.7758 |
-0.0073 |
-0.9% |
0.7831 |
Low |
0.7739 |
0.7734 |
-0.0004 |
-0.1% |
0.7700 |
Close |
0.7750 |
0.7742 |
-0.0008 |
-0.1% |
0.7742 |
Range |
0.0093 |
0.0024 |
-0.0069 |
-74.1% |
0.0131 |
ATR |
0.0055 |
0.0052 |
-0.0002 |
-4.0% |
0.0000 |
Volume |
186 |
28 |
-158 |
-84.9% |
1,347 |
|
Daily Pivots for day following 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7816 |
0.7803 |
0.7755 |
|
R3 |
0.7792 |
0.7779 |
0.7748 |
|
R2 |
0.7768 |
0.7768 |
0.7746 |
|
R1 |
0.7755 |
0.7755 |
0.7744 |
0.7750 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7742 |
S1 |
0.7731 |
0.7731 |
0.7739 |
0.7726 |
S2 |
0.7721 |
0.7721 |
0.7737 |
|
S3 |
0.7697 |
0.7707 |
0.7735 |
|
S4 |
0.7673 |
0.7683 |
0.7728 |
|
|
Weekly Pivots for week ending 01-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8151 |
0.8077 |
0.7814 |
|
R3 |
0.8020 |
0.7946 |
0.7778 |
|
R2 |
0.7889 |
0.7889 |
0.7766 |
|
R1 |
0.7815 |
0.7815 |
0.7754 |
0.7852 |
PP |
0.7758 |
0.7758 |
0.7758 |
0.7776 |
S1 |
0.7684 |
0.7684 |
0.7729 |
0.7721 |
S2 |
0.7627 |
0.7627 |
0.7717 |
|
S3 |
0.7496 |
0.7553 |
0.7705 |
|
S4 |
0.7365 |
0.7422 |
0.7669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7831 |
0.7700 |
0.0131 |
1.7% |
0.0064 |
0.8% |
32% |
False |
False |
305 |
10 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0055 |
0.7% |
23% |
False |
False |
227 |
20 |
0.7880 |
0.7700 |
0.0180 |
2.3% |
0.0049 |
0.6% |
23% |
False |
False |
181 |
40 |
0.8014 |
0.7700 |
0.0314 |
4.0% |
0.0043 |
0.6% |
13% |
False |
False |
143 |
60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0040 |
0.5% |
19% |
False |
False |
132 |
80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0040 |
0.5% |
17% |
False |
False |
118 |
100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
13% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7860 |
2.618 |
0.7821 |
1.618 |
0.7797 |
1.000 |
0.7782 |
0.618 |
0.7773 |
HIGH |
0.7758 |
0.618 |
0.7749 |
0.500 |
0.7746 |
0.382 |
0.7743 |
LOW |
0.7734 |
0.618 |
0.7719 |
1.000 |
0.7710 |
1.618 |
0.7695 |
2.618 |
0.7671 |
4.250 |
0.7632 |
|
|
Fisher Pivots for day following 01-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7746 |
0.7767 |
PP |
0.7745 |
0.7758 |
S1 |
0.7743 |
0.7750 |
|