CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 29-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2018 |
29-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7774 |
0.7751 |
-0.0024 |
-0.3% |
0.7650 |
| High |
0.7786 |
0.7786 |
0.0001 |
0.0% |
0.7810 |
| Low |
0.7743 |
0.7738 |
-0.0005 |
-0.1% |
0.7633 |
| Close |
0.7756 |
0.7763 |
0.0007 |
0.1% |
0.7787 |
| Range |
0.0043 |
0.0048 |
0.0006 |
12.9% |
0.0177 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
81,442 |
67,077 |
-14,365 |
-17.6% |
458,305 |
|
| Daily Pivots for day following 29-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7882 |
0.7789 |
|
| R3 |
0.7858 |
0.7834 |
0.7776 |
|
| R2 |
0.7810 |
0.7810 |
0.7771 |
|
| R1 |
0.7786 |
0.7786 |
0.7767 |
0.7798 |
| PP |
0.7762 |
0.7762 |
0.7762 |
0.7768 |
| S1 |
0.7738 |
0.7738 |
0.7758 |
0.7750 |
| S2 |
0.7714 |
0.7714 |
0.7754 |
|
| S3 |
0.7666 |
0.7690 |
0.7749 |
|
| S4 |
0.7618 |
0.7642 |
0.7736 |
|
|
| 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 |
0.7815 |
0.7738 |
0.0077 |
1.0% |
0.0053 |
0.7% |
32% |
False |
True |
76,323 |
| 10 |
0.7815 |
0.7633 |
0.0182 |
2.3% |
0.0055 |
0.7% |
71% |
False |
False |
84,544 |
| 20 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0058 |
0.7% |
67% |
False |
False |
51,190 |
| 40 |
0.8171 |
0.7633 |
0.0538 |
6.9% |
0.0059 |
0.8% |
24% |
False |
False |
25,812 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
24% |
False |
False |
17,249 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0053 |
0.7% |
24% |
False |
False |
12,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7990 |
|
2.618 |
0.7912 |
|
1.618 |
0.7864 |
|
1.000 |
0.7834 |
|
0.618 |
0.7816 |
|
HIGH |
0.7786 |
|
0.618 |
0.7768 |
|
0.500 |
0.7762 |
|
0.382 |
0.7756 |
|
LOW |
0.7738 |
|
0.618 |
0.7708 |
|
1.000 |
0.7690 |
|
1.618 |
0.7660 |
|
2.618 |
0.7612 |
|
4.250 |
0.7534 |
|
|
| Fisher Pivots for day following 29-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7777 |
| PP |
0.7762 |
0.7772 |
| S1 |
0.7762 |
0.7767 |
|