CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 20-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2018 |
20-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7659 |
0.0009 |
0.1% |
0.7821 |
| High |
0.7679 |
0.7674 |
-0.0004 |
-0.1% |
0.7827 |
| Low |
0.7633 |
0.7645 |
0.0012 |
0.2% |
0.7645 |
| Close |
0.7673 |
0.7658 |
-0.0015 |
-0.2% |
0.7650 |
| Range |
0.0046 |
0.0029 |
-0.0016 |
-36.3% |
0.0182 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
81,791 |
56,315 |
-25,476 |
-31.1% |
246,440 |
|
| Daily Pivots for day following 20-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7731 |
0.7674 |
|
| R3 |
0.7717 |
0.7702 |
0.7666 |
|
| R2 |
0.7688 |
0.7688 |
0.7663 |
|
| R1 |
0.7673 |
0.7673 |
0.7661 |
0.7666 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7656 |
| S1 |
0.7644 |
0.7644 |
0.7655 |
0.7637 |
| S2 |
0.7630 |
0.7630 |
0.7653 |
|
| S3 |
0.7601 |
0.7615 |
0.7650 |
|
| S4 |
0.7572 |
0.7586 |
0.7642 |
|
|
| 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 |
0.7755 |
0.7633 |
0.0122 |
1.6% |
0.0043 |
0.6% |
20% |
False |
False |
66,791 |
| 10 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0051 |
0.7% |
13% |
False |
False |
40,354 |
| 20 |
0.7941 |
0.7633 |
0.0308 |
4.0% |
0.0055 |
0.7% |
8% |
False |
False |
20,854 |
| 40 |
0.8175 |
0.7633 |
0.0542 |
7.1% |
0.0057 |
0.7% |
5% |
False |
False |
10,521 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.1% |
0.0054 |
0.7% |
5% |
False |
False |
7,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7797 |
|
2.618 |
0.7750 |
|
1.618 |
0.7721 |
|
1.000 |
0.7703 |
|
0.618 |
0.7692 |
|
HIGH |
0.7674 |
|
0.618 |
0.7663 |
|
0.500 |
0.7660 |
|
0.382 |
0.7656 |
|
LOW |
0.7645 |
|
0.618 |
0.7627 |
|
1.000 |
0.7616 |
|
1.618 |
0.7598 |
|
2.618 |
0.7569 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 20-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7660 |
0.7658 |
| PP |
0.7659 |
0.7657 |
| S1 |
0.7659 |
0.7657 |
|