CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 02-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2018 |
02-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7751 |
0.7769 |
0.0019 |
0.2% |
0.7767 |
| High |
0.7786 |
0.7785 |
-0.0001 |
0.0% |
0.7815 |
| Low |
0.7738 |
0.7735 |
-0.0003 |
0.0% |
0.7738 |
| Close |
0.7763 |
0.7741 |
-0.0022 |
-0.3% |
0.7763 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0077 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
67,077 |
44,380 |
-22,697 |
-33.8% |
292,424 |
|
| Daily Pivots for day following 02-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7904 |
0.7872 |
0.7768 |
|
| R3 |
0.7854 |
0.7822 |
0.7754 |
|
| R2 |
0.7804 |
0.7804 |
0.7750 |
|
| R1 |
0.7772 |
0.7772 |
0.7745 |
0.7763 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7749 |
| S1 |
0.7722 |
0.7722 |
0.7736 |
0.7713 |
| S2 |
0.7704 |
0.7704 |
0.7731 |
|
| S3 |
0.7654 |
0.7672 |
0.7727 |
|
| S4 |
0.7604 |
0.7622 |
0.7713 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7960 |
0.7805 |
|
| R3 |
0.7926 |
0.7883 |
0.7784 |
|
| R2 |
0.7849 |
0.7849 |
0.7777 |
|
| R1 |
0.7806 |
0.7806 |
0.7770 |
0.7789 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7763 |
| S1 |
0.7729 |
0.7729 |
0.7755 |
0.7712 |
| S2 |
0.7695 |
0.7695 |
0.7748 |
|
| S3 |
0.7618 |
0.7652 |
0.7741 |
|
| S4 |
0.7541 |
0.7575 |
0.7720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7815 |
0.7735 |
0.0080 |
1.0% |
0.0049 |
0.6% |
7% |
False |
True |
67,360 |
| 10 |
0.7815 |
0.7633 |
0.0182 |
2.4% |
0.0057 |
0.7% |
59% |
False |
False |
79,510 |
| 20 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0058 |
0.7% |
56% |
False |
False |
53,207 |
| 40 |
0.8166 |
0.7633 |
0.0533 |
6.9% |
0.0059 |
0.8% |
20% |
False |
False |
26,920 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
20% |
False |
False |
17,988 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
20% |
False |
False |
13,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7998 |
|
2.618 |
0.7916 |
|
1.618 |
0.7866 |
|
1.000 |
0.7835 |
|
0.618 |
0.7816 |
|
HIGH |
0.7785 |
|
0.618 |
0.7766 |
|
0.500 |
0.7760 |
|
0.382 |
0.7754 |
|
LOW |
0.7735 |
|
0.618 |
0.7704 |
|
1.000 |
0.7685 |
|
1.618 |
0.7654 |
|
2.618 |
0.7604 |
|
4.250 |
0.7523 |
|
|
| Fisher Pivots for day following 02-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7760 |
0.7761 |
| PP |
0.7754 |
0.7754 |
| S1 |
0.7747 |
0.7747 |
|