CME Canadian Dollar Future December 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 |
0.7766 |
0.7760 |
-0.0006 |
-0.1% |
0.7730 |
High |
0.7766 |
0.7805 |
0.0039 |
0.5% |
0.7831 |
Low |
0.7686 |
0.7750 |
0.0065 |
0.8% |
0.7700 |
Close |
0.7741 |
0.7756 |
0.0015 |
0.2% |
0.7742 |
Range |
0.0081 |
0.0055 |
-0.0025 |
-31.7% |
0.0131 |
ATR |
0.0054 |
0.0054 |
0.0001 |
1.4% |
0.0000 |
Volume |
88 |
394 |
306 |
347.7% |
1,347 |
|
Daily Pivots for day following 06-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7935 |
0.7900 |
0.7786 |
|
R3 |
0.7880 |
0.7845 |
0.7771 |
|
R2 |
0.7825 |
0.7825 |
0.7766 |
|
R1 |
0.7790 |
0.7790 |
0.7761 |
0.7780 |
PP |
0.7770 |
0.7770 |
0.7770 |
0.7765 |
S1 |
0.7735 |
0.7735 |
0.7750 |
0.7725 |
S2 |
0.7715 |
0.7715 |
0.7745 |
|
S3 |
0.7660 |
0.7680 |
0.7740 |
|
S4 |
0.7605 |
0.7625 |
0.7725 |
|
|
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 |
0.7686 |
0.0146 |
1.9% |
0.0055 |
0.7% |
48% |
False |
False |
143 |
10 |
0.7831 |
0.7686 |
0.0146 |
1.9% |
0.0057 |
0.7% |
48% |
False |
False |
246 |
20 |
0.7880 |
0.7686 |
0.0195 |
2.5% |
0.0051 |
0.7% |
36% |
False |
False |
189 |
40 |
0.8014 |
0.7686 |
0.0328 |
4.2% |
0.0043 |
0.6% |
21% |
False |
False |
150 |
60 |
0.8014 |
0.7679 |
0.0335 |
4.3% |
0.0042 |
0.5% |
23% |
False |
False |
139 |
80 |
0.8051 |
0.7679 |
0.0373 |
4.8% |
0.0041 |
0.5% |
21% |
False |
False |
123 |
100 |
0.8177 |
0.7679 |
0.0498 |
6.4% |
0.0039 |
0.5% |
15% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8039 |
2.618 |
0.7949 |
1.618 |
0.7894 |
1.000 |
0.7860 |
0.618 |
0.7839 |
HIGH |
0.7805 |
0.618 |
0.7784 |
0.500 |
0.7778 |
0.382 |
0.7771 |
LOW |
0.7750 |
0.618 |
0.7716 |
1.000 |
0.7695 |
1.618 |
0.7661 |
2.618 |
0.7606 |
4.250 |
0.7516 |
|
|
Fisher Pivots for day following 06-Jun-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7778 |
0.7752 |
PP |
0.7770 |
0.7749 |
S1 |
0.7763 |
0.7745 |
|