CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 06-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2018 |
06-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7780 |
0.7723 |
-0.0057 |
-0.7% |
0.7923 |
High |
0.7780 |
0.7789 |
0.0010 |
0.1% |
0.7940 |
Low |
0.7708 |
0.7712 |
0.0005 |
0.1% |
0.7758 |
Close |
0.7710 |
0.7767 |
0.0057 |
0.7% |
0.7769 |
Range |
0.0072 |
0.0077 |
0.0005 |
6.9% |
0.0183 |
ATR |
0.0058 |
0.0060 |
0.0001 |
2.6% |
0.0000 |
Volume |
1,761 |
1,839 |
78 |
4.4% |
7,973 |
|
Daily Pivots for day following 06-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7987 |
0.7954 |
0.7809 |
|
R3 |
0.7910 |
0.7877 |
0.7788 |
|
R2 |
0.7833 |
0.7833 |
0.7781 |
|
R1 |
0.7800 |
0.7800 |
0.7774 |
0.7817 |
PP |
0.7756 |
0.7756 |
0.7756 |
0.7764 |
S1 |
0.7723 |
0.7723 |
0.7760 |
0.7740 |
S2 |
0.7679 |
0.7679 |
0.7753 |
|
S3 |
0.7602 |
0.7646 |
0.7746 |
|
S4 |
0.7525 |
0.7569 |
0.7725 |
|
|
Weekly Pivots for week ending 02-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8370 |
0.8252 |
0.7869 |
|
R3 |
0.8187 |
0.8069 |
0.7819 |
|
R2 |
0.8005 |
0.8005 |
0.7802 |
|
R1 |
0.7887 |
0.7887 |
0.7786 |
0.7855 |
PP |
0.7822 |
0.7822 |
0.7822 |
0.7806 |
S1 |
0.7704 |
0.7704 |
0.7752 |
0.7672 |
S2 |
0.7640 |
0.7640 |
0.7736 |
|
S3 |
0.7457 |
0.7522 |
0.7719 |
|
S4 |
0.7275 |
0.7339 |
0.7669 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7849 |
0.7708 |
0.0142 |
1.8% |
0.0060 |
0.8% |
42% |
False |
False |
2,061 |
10 |
0.7941 |
0.7708 |
0.0234 |
3.0% |
0.0059 |
0.8% |
25% |
False |
False |
1,353 |
20 |
0.8046 |
0.7708 |
0.0338 |
4.4% |
0.0057 |
0.7% |
18% |
False |
False |
791 |
40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0058 |
0.7% |
13% |
False |
False |
463 |
60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0053 |
0.7% |
13% |
False |
False |
347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8116 |
2.618 |
0.7991 |
1.618 |
0.7914 |
1.000 |
0.7866 |
0.618 |
0.7837 |
HIGH |
0.7789 |
0.618 |
0.7760 |
0.500 |
0.7751 |
0.382 |
0.7741 |
LOW |
0.7712 |
0.618 |
0.7664 |
1.000 |
0.7635 |
1.618 |
0.7587 |
2.618 |
0.7510 |
4.250 |
0.7385 |
|
|
Fisher Pivots for day following 06-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7762 |
0.7765 |
PP |
0.7756 |
0.7763 |
S1 |
0.7751 |
0.7762 |
|