CME Canadian Dollar Future June 2018
Trading Metrics calculated at close of trading on 21-Mar-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2018 |
21-Mar-2018 |
Change |
Change % |
Previous Week |
Open |
0.7659 |
0.7661 |
0.0003 |
0.0% |
0.7821 |
High |
0.7674 |
0.7771 |
0.0097 |
1.3% |
0.7827 |
Low |
0.7645 |
0.7660 |
0.0015 |
0.2% |
0.7645 |
Close |
0.7658 |
0.7752 |
0.0094 |
1.2% |
0.7650 |
Range |
0.0029 |
0.0111 |
0.0082 |
282.7% |
0.0182 |
ATR |
0.0055 |
0.0059 |
0.0004 |
7.6% |
0.0000 |
Volume |
56,315 |
123,790 |
67,475 |
119.8% |
246,440 |
|
Daily Pivots for day following 21-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8061 |
0.8017 |
0.7813 |
|
R3 |
0.7950 |
0.7906 |
0.7783 |
|
R2 |
0.7839 |
0.7839 |
0.7772 |
|
R1 |
0.7795 |
0.7795 |
0.7762 |
0.7817 |
PP |
0.7728 |
0.7728 |
0.7728 |
0.7739 |
S1 |
0.7684 |
0.7684 |
0.7742 |
0.7706 |
S2 |
0.7617 |
0.7617 |
0.7732 |
|
S3 |
0.7506 |
0.7573 |
0.7721 |
|
S4 |
0.7395 |
0.7462 |
0.7691 |
|
|
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 |
0.7771 |
0.7633 |
0.0138 |
1.8% |
0.0059 |
0.8% |
86% |
True |
False |
83,492 |
10 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0056 |
0.7% |
61% |
False |
False |
52,468 |
20 |
0.7941 |
0.7633 |
0.0308 |
4.0% |
0.0058 |
0.8% |
39% |
False |
False |
26,985 |
40 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.8% |
22% |
False |
False |
13,613 |
60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0055 |
0.7% |
22% |
False |
False |
9,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8243 |
2.618 |
0.8062 |
1.618 |
0.7951 |
1.000 |
0.7882 |
0.618 |
0.7840 |
HIGH |
0.7771 |
0.618 |
0.7729 |
0.500 |
0.7716 |
0.382 |
0.7702 |
LOW |
0.7660 |
0.618 |
0.7591 |
1.000 |
0.7549 |
1.618 |
0.7480 |
2.618 |
0.7369 |
4.250 |
0.7188 |
|
|
Fisher Pivots for day following 21-Mar-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7740 |
0.7735 |
PP |
0.7728 |
0.7719 |
S1 |
0.7716 |
0.7702 |
|