CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 05-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7646 |
0.7669 |
0.0024 |
0.3% |
0.7585 |
| High |
0.7647 |
0.7669 |
0.0022 |
0.3% |
0.7652 |
| Low |
0.7641 |
0.7652 |
0.0012 |
0.2% |
0.7542 |
| Close |
0.7641 |
0.7652 |
0.0012 |
0.2% |
0.7652 |
| Range |
0.0007 |
0.0017 |
0.0011 |
161.5% |
0.0110 |
| ATR |
|
|
|
|
|
| Volume |
4 |
5 |
1 |
25.0% |
48 |
|
| Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7697 |
0.7661 |
|
| R3 |
0.7692 |
0.7680 |
0.7657 |
|
| R2 |
0.7675 |
0.7675 |
0.7655 |
|
| R1 |
0.7663 |
0.7663 |
0.7654 |
0.7661 |
| PP |
0.7658 |
0.7658 |
0.7658 |
0.7656 |
| S1 |
0.7646 |
0.7646 |
0.7650 |
0.7643 |
| S2 |
0.7641 |
0.7641 |
0.7649 |
|
| S3 |
0.7624 |
0.7629 |
0.7647 |
|
| S4 |
0.7607 |
0.7612 |
0.7643 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7945 |
0.7908 |
0.7712 |
|
| R3 |
0.7835 |
0.7798 |
0.7682 |
|
| R2 |
0.7725 |
0.7725 |
0.7672 |
|
| R1 |
0.7688 |
0.7688 |
0.7662 |
0.7707 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7624 |
| S1 |
0.7578 |
0.7578 |
0.7641 |
0.7597 |
| S2 |
0.7505 |
0.7505 |
0.7631 |
|
| S3 |
0.7395 |
0.7468 |
0.7621 |
|
| S4 |
0.7285 |
0.7358 |
0.7591 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7741 |
|
2.618 |
0.7714 |
|
1.618 |
0.7697 |
|
1.000 |
0.7686 |
|
0.618 |
0.7680 |
|
HIGH |
0.7669 |
|
0.618 |
0.7663 |
|
0.500 |
0.7661 |
|
0.382 |
0.7658 |
|
LOW |
0.7652 |
|
0.618 |
0.7641 |
|
1.000 |
0.7635 |
|
1.618 |
0.7624 |
|
2.618 |
0.7607 |
|
4.250 |
0.7580 |
|
|
| Fisher Pivots for day following 05-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7661 |
0.7650 |
| PP |
0.7658 |
0.7647 |
| S1 |
0.7655 |
0.7645 |
|