CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 03-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2018 |
03-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7769 |
0.7752 |
-0.0017 |
-0.2% |
0.7767 |
| High |
0.7785 |
0.7836 |
0.0051 |
0.6% |
0.7815 |
| Low |
0.7735 |
0.7748 |
0.0013 |
0.2% |
0.7738 |
| Close |
0.7741 |
0.7818 |
0.0078 |
1.0% |
0.7763 |
| Range |
0.0050 |
0.0088 |
0.0038 |
75.0% |
0.0077 |
| ATR |
0.0057 |
0.0059 |
0.0003 |
4.8% |
0.0000 |
| Volume |
44,380 |
90,895 |
46,515 |
104.8% |
292,424 |
|
| Daily Pivots for day following 03-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8063 |
0.8028 |
0.7866 |
|
| R3 |
0.7976 |
0.7941 |
0.7842 |
|
| R2 |
0.7888 |
0.7888 |
0.7834 |
|
| R1 |
0.7853 |
0.7853 |
0.7826 |
0.7871 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7809 |
| S1 |
0.7766 |
0.7766 |
0.7810 |
0.7783 |
| S2 |
0.7713 |
0.7713 |
0.7802 |
|
| S3 |
0.7626 |
0.7678 |
0.7794 |
|
| S4 |
0.7538 |
0.7591 |
0.7770 |
|
|
| 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 |
0.7836 |
0.7735 |
0.0101 |
1.3% |
0.0056 |
0.7% |
83% |
True |
False |
71,972 |
| 10 |
0.7836 |
0.7645 |
0.0191 |
2.4% |
0.0061 |
0.8% |
91% |
True |
False |
80,421 |
| 20 |
0.7836 |
0.7633 |
0.0203 |
2.6% |
0.0059 |
0.7% |
91% |
True |
False |
57,664 |
| 40 |
0.8077 |
0.7633 |
0.0444 |
5.7% |
0.0058 |
0.7% |
42% |
False |
False |
29,185 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0058 |
0.7% |
34% |
False |
False |
19,501 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
34% |
False |
False |
14,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8207 |
|
2.618 |
0.8065 |
|
1.618 |
0.7977 |
|
1.000 |
0.7923 |
|
0.618 |
0.7890 |
|
HIGH |
0.7836 |
|
0.618 |
0.7802 |
|
0.500 |
0.7792 |
|
0.382 |
0.7781 |
|
LOW |
0.7748 |
|
0.618 |
0.7694 |
|
1.000 |
0.7661 |
|
1.618 |
0.7606 |
|
2.618 |
0.7519 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 03-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7809 |
0.7807 |
| PP |
0.7801 |
0.7796 |
| S1 |
0.7792 |
0.7785 |
|