CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 09-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2018 |
09-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7762 |
0.7772 |
0.0009 |
0.1% |
0.7780 |
| High |
0.7787 |
0.7822 |
0.0035 |
0.4% |
0.7822 |
| Low |
0.7733 |
0.7764 |
0.0031 |
0.4% |
0.7708 |
| Close |
0.7761 |
0.7808 |
0.0048 |
0.6% |
0.7808 |
| Range |
0.0055 |
0.0059 |
0.0004 |
7.3% |
0.0115 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.2% |
0.0000 |
| Volume |
4,763 |
11,587 |
6,824 |
143.3% |
22,598 |
|
| Daily Pivots for day following 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7973 |
0.7949 |
0.7840 |
|
| R3 |
0.7915 |
0.7891 |
0.7824 |
|
| R2 |
0.7856 |
0.7856 |
0.7819 |
|
| R1 |
0.7832 |
0.7832 |
0.7813 |
0.7844 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7804 |
| S1 |
0.7774 |
0.7774 |
0.7803 |
0.7786 |
| S2 |
0.7739 |
0.7739 |
0.7797 |
|
| S3 |
0.7681 |
0.7715 |
0.7792 |
|
| S4 |
0.7622 |
0.7657 |
0.7776 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8123 |
0.8080 |
0.7871 |
|
| R3 |
0.8008 |
0.7965 |
0.7839 |
|
| R2 |
0.7894 |
0.7894 |
0.7829 |
|
| R1 |
0.7851 |
0.7851 |
0.7818 |
0.7872 |
| PP |
0.7779 |
0.7779 |
0.7779 |
0.7790 |
| S1 |
0.7736 |
0.7736 |
0.7798 |
0.7758 |
| S2 |
0.7665 |
0.7665 |
0.7787 |
|
| S3 |
0.7550 |
0.7622 |
0.7777 |
|
| S4 |
0.7436 |
0.7507 |
0.7745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7822 |
0.7708 |
0.0115 |
1.5% |
0.0066 |
0.8% |
88% |
True |
False |
4,519 |
| 10 |
0.7940 |
0.7708 |
0.0233 |
3.0% |
0.0060 |
0.8% |
43% |
False |
False |
3,057 |
| 20 |
0.8046 |
0.7708 |
0.0338 |
4.3% |
0.0059 |
0.8% |
30% |
False |
False |
1,706 |
| 40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0058 |
0.7% |
21% |
False |
False |
928 |
| 60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0054 |
0.7% |
21% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8071 |
|
2.618 |
0.7975 |
|
1.618 |
0.7917 |
|
1.000 |
0.7881 |
|
0.618 |
0.7858 |
|
HIGH |
0.7822 |
|
0.618 |
0.7800 |
|
0.500 |
0.7793 |
|
0.382 |
0.7786 |
|
LOW |
0.7764 |
|
0.618 |
0.7727 |
|
1.000 |
0.7705 |
|
1.618 |
0.7669 |
|
2.618 |
0.7610 |
|
4.250 |
0.7515 |
|
|
| Fisher Pivots for day following 09-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7794 |
| PP |
0.7798 |
0.7779 |
| S1 |
0.7793 |
0.7765 |
|