CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 16-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2018 |
16-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7732 |
0.7678 |
-0.0055 |
-0.7% |
0.7821 |
| High |
0.7740 |
0.7680 |
-0.0060 |
-0.8% |
0.7827 |
| Low |
0.7668 |
0.7645 |
-0.0023 |
-0.3% |
0.7645 |
| Close |
0.7674 |
0.7650 |
-0.0024 |
-0.3% |
0.7650 |
| Range |
0.0072 |
0.0035 |
-0.0037 |
-51.4% |
0.0182 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
60,853 |
94,712 |
33,859 |
55.6% |
246,440 |
|
| Daily Pivots for day following 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7763 |
0.7742 |
0.7669 |
|
| R3 |
0.7728 |
0.7707 |
0.7660 |
|
| R2 |
0.7693 |
0.7693 |
0.7656 |
|
| R1 |
0.7672 |
0.7672 |
0.7653 |
0.7665 |
| PP |
0.7658 |
0.7658 |
0.7658 |
0.7655 |
| S1 |
0.7637 |
0.7637 |
0.7647 |
0.7630 |
| S2 |
0.7623 |
0.7623 |
0.7644 |
|
| S3 |
0.7588 |
0.7602 |
0.7640 |
|
| S4 |
0.7553 |
0.7567 |
0.7631 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8252 |
0.8132 |
0.7750 |
|
| R3 |
0.8070 |
0.7951 |
0.7700 |
|
| R2 |
0.7889 |
0.7889 |
0.7683 |
|
| R1 |
0.7769 |
0.7769 |
0.7667 |
0.7738 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7692 |
| S1 |
0.7588 |
0.7588 |
0.7633 |
0.7557 |
| S2 |
0.7526 |
0.7526 |
0.7617 |
|
| S3 |
0.7344 |
0.7406 |
0.7600 |
|
| S4 |
0.7163 |
0.7225 |
0.7550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7827 |
0.7645 |
0.0182 |
2.4% |
0.0052 |
0.7% |
3% |
False |
True |
49,288 |
| 10 |
0.7827 |
0.7645 |
0.0182 |
2.4% |
0.0059 |
0.8% |
3% |
False |
True |
26,903 |
| 20 |
0.8046 |
0.7645 |
0.0401 |
5.2% |
0.0058 |
0.8% |
1% |
False |
True |
13,977 |
| 40 |
0.8175 |
0.7645 |
0.0530 |
6.9% |
0.0057 |
0.7% |
1% |
False |
True |
7,072 |
| 60 |
0.8175 |
0.7645 |
0.0530 |
6.9% |
0.0054 |
0.7% |
1% |
False |
True |
4,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7772 |
|
1.618 |
0.7737 |
|
1.000 |
0.7715 |
|
0.618 |
0.7702 |
|
HIGH |
0.7680 |
|
0.618 |
0.7667 |
|
0.500 |
0.7663 |
|
0.382 |
0.7658 |
|
LOW |
0.7645 |
|
0.618 |
0.7623 |
|
1.000 |
0.7610 |
|
1.618 |
0.7588 |
|
2.618 |
0.7553 |
|
4.250 |
0.7496 |
|
|
| Fisher Pivots for day following 16-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7663 |
0.7700 |
| PP |
0.7658 |
0.7683 |
| S1 |
0.7654 |
0.7667 |
|