CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 15-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2018 |
15-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7732 |
-0.0002 |
0.0% |
0.7780 |
| High |
0.7755 |
0.7740 |
-0.0016 |
-0.2% |
0.7822 |
| Low |
0.7722 |
0.7668 |
-0.0054 |
-0.7% |
0.7708 |
| Close |
0.7742 |
0.7674 |
-0.0068 |
-0.9% |
0.7808 |
| Range |
0.0034 |
0.0072 |
0.0038 |
114.9% |
0.0115 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.0% |
0.0000 |
| Volume |
40,287 |
60,853 |
20,566 |
51.0% |
22,598 |
|
| Daily Pivots for day following 15-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7910 |
0.7864 |
0.7713 |
|
| R3 |
0.7838 |
0.7792 |
0.7693 |
|
| R2 |
0.7766 |
0.7766 |
0.7687 |
|
| R1 |
0.7720 |
0.7720 |
0.7680 |
0.7707 |
| PP |
0.7694 |
0.7694 |
0.7694 |
0.7687 |
| S1 |
0.7648 |
0.7648 |
0.7667 |
0.7635 |
| S2 |
0.7622 |
0.7622 |
0.7660 |
|
| S3 |
0.7550 |
0.7576 |
0.7654 |
|
| S4 |
0.7478 |
0.7504 |
0.7634 |
|
|
| 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 |
0.7668 |
0.0159 |
2.1% |
0.0056 |
0.7% |
4% |
False |
True |
32,663 |
| 10 |
0.7827 |
0.7668 |
0.0159 |
2.1% |
0.0061 |
0.8% |
4% |
False |
True |
17,837 |
| 20 |
0.8046 |
0.7668 |
0.0378 |
4.9% |
0.0059 |
0.8% |
2% |
False |
True |
9,253 |
| 40 |
0.8175 |
0.7668 |
0.0508 |
6.6% |
0.0057 |
0.7% |
1% |
False |
True |
4,706 |
| 60 |
0.8175 |
0.7668 |
0.0508 |
6.6% |
0.0054 |
0.7% |
1% |
False |
True |
3,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8046 |
|
2.618 |
0.7928 |
|
1.618 |
0.7856 |
|
1.000 |
0.7812 |
|
0.618 |
0.7784 |
|
HIGH |
0.7740 |
|
0.618 |
0.7712 |
|
0.500 |
0.7704 |
|
0.382 |
0.7695 |
|
LOW |
0.7668 |
|
0.618 |
0.7623 |
|
1.000 |
0.7596 |
|
1.618 |
0.7551 |
|
2.618 |
0.7479 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 15-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7704 |
0.7738 |
| PP |
0.7694 |
0.7717 |
| S1 |
0.7684 |
0.7695 |
|