CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 26-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2018 |
26-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7744 |
0.7767 |
0.0023 |
0.3% |
0.7650 |
| High |
0.7810 |
0.7801 |
-0.0010 |
-0.1% |
0.7810 |
| Low |
0.7742 |
0.7751 |
0.0009 |
0.1% |
0.7633 |
| Close |
0.7787 |
0.7784 |
-0.0003 |
0.0% |
0.7787 |
| Range |
0.0068 |
0.0050 |
-0.0018 |
-27.0% |
0.0177 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
89,191 |
67,836 |
-21,355 |
-23.9% |
458,305 |
|
| Daily Pivots for day following 26-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7928 |
0.7906 |
0.7811 |
|
| R3 |
0.7878 |
0.7856 |
0.7797 |
|
| R2 |
0.7828 |
0.7828 |
0.7793 |
|
| R1 |
0.7806 |
0.7806 |
0.7788 |
0.7817 |
| PP |
0.7778 |
0.7778 |
0.7778 |
0.7784 |
| S1 |
0.7756 |
0.7756 |
0.7779 |
0.7767 |
| S2 |
0.7728 |
0.7728 |
0.7774 |
|
| S3 |
0.7678 |
0.7706 |
0.7770 |
|
| S4 |
0.7628 |
0.7656 |
0.7756 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8207 |
0.7884 |
|
| R3 |
0.8097 |
0.8030 |
0.7835 |
|
| R2 |
0.7920 |
0.7920 |
0.7819 |
|
| R1 |
0.7853 |
0.7853 |
0.7803 |
0.7887 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7760 |
| S1 |
0.7676 |
0.7676 |
0.7770 |
0.7710 |
| S2 |
0.7566 |
0.7566 |
0.7754 |
|
| S3 |
0.7389 |
0.7499 |
0.7738 |
|
| S4 |
0.7212 |
0.7322 |
0.7689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7810 |
0.7645 |
0.0165 |
2.1% |
0.0066 |
0.8% |
84% |
False |
False |
88,870 |
| 10 |
0.7810 |
0.7633 |
0.0177 |
2.3% |
0.0061 |
0.8% |
85% |
False |
False |
74,665 |
| 20 |
0.7906 |
0.7633 |
0.0273 |
3.5% |
0.0059 |
0.8% |
55% |
False |
False |
40,134 |
| 40 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.7% |
28% |
False |
False |
20,206 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
28% |
False |
False |
13,521 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0053 |
0.7% |
28% |
False |
False |
10,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8013 |
|
2.618 |
0.7931 |
|
1.618 |
0.7881 |
|
1.000 |
0.7851 |
|
0.618 |
0.7831 |
|
HIGH |
0.7801 |
|
0.618 |
0.7781 |
|
0.500 |
0.7776 |
|
0.382 |
0.7770 |
|
LOW |
0.7751 |
|
0.618 |
0.7720 |
|
1.000 |
0.7701 |
|
1.618 |
0.7670 |
|
2.618 |
0.7620 |
|
4.250 |
0.7538 |
|
|
| Fisher Pivots for day following 26-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7781 |
0.7780 |
| PP |
0.7778 |
0.7776 |
| S1 |
0.7776 |
0.7773 |
|