CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 13-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2018 |
13-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7821 |
0.7802 |
-0.0019 |
-0.2% |
0.7780 |
| High |
0.7827 |
0.7809 |
-0.0018 |
-0.2% |
0.7822 |
| Low |
0.7800 |
0.7717 |
-0.0083 |
-1.1% |
0.7708 |
| Close |
0.7809 |
0.7743 |
-0.0066 |
-0.8% |
0.7808 |
| Range |
0.0027 |
0.0092 |
0.0065 |
245.3% |
0.0115 |
| ATR |
0.0057 |
0.0060 |
0.0002 |
4.2% |
0.0000 |
| Volume |
25,922 |
24,666 |
-1,256 |
-4.8% |
22,598 |
|
| Daily Pivots for day following 13-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8031 |
0.7978 |
0.7793 |
|
| R3 |
0.7939 |
0.7887 |
0.7768 |
|
| R2 |
0.7848 |
0.7848 |
0.7760 |
|
| R1 |
0.7795 |
0.7795 |
0.7751 |
0.7776 |
| PP |
0.7756 |
0.7756 |
0.7756 |
0.7746 |
| S1 |
0.7704 |
0.7704 |
0.7735 |
0.7684 |
| S2 |
0.7665 |
0.7665 |
0.7726 |
|
| S3 |
0.7573 |
0.7612 |
0.7718 |
|
| S4 |
0.7482 |
0.7521 |
0.7693 |
|
|
| 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 |
0.7827 |
0.7708 |
0.0119 |
1.5% |
0.0059 |
0.8% |
30% |
False |
False |
13,917 |
| 10 |
0.7849 |
0.7708 |
0.0142 |
1.8% |
0.0060 |
0.8% |
25% |
False |
False |
7,989 |
| 20 |
0.8046 |
0.7708 |
0.0338 |
4.4% |
0.0059 |
0.8% |
11% |
False |
False |
4,217 |
| 40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0058 |
0.8% |
8% |
False |
False |
2,186 |
| 60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0055 |
0.7% |
8% |
False |
False |
1,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8197 |
|
2.618 |
0.8048 |
|
1.618 |
0.7957 |
|
1.000 |
0.7900 |
|
0.618 |
0.7865 |
|
HIGH |
0.7809 |
|
0.618 |
0.7774 |
|
0.500 |
0.7763 |
|
0.382 |
0.7752 |
|
LOW |
0.7717 |
|
0.618 |
0.7660 |
|
1.000 |
0.7626 |
|
1.618 |
0.7569 |
|
2.618 |
0.7477 |
|
4.250 |
0.7328 |
|
|
| Fisher Pivots for day following 13-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7763 |
0.7772 |
| PP |
0.7756 |
0.7762 |
| S1 |
0.7750 |
0.7753 |
|