CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 04-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2018 |
04-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7752 |
0.7819 |
0.0067 |
0.9% |
0.7767 |
| High |
0.7836 |
0.7850 |
0.0014 |
0.2% |
0.7815 |
| Low |
0.7748 |
0.7795 |
0.0047 |
0.6% |
0.7738 |
| Close |
0.7818 |
0.7829 |
0.0011 |
0.1% |
0.7763 |
| Range |
0.0088 |
0.0055 |
-0.0033 |
-37.1% |
0.0077 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
90,895 |
81,415 |
-9,480 |
-10.4% |
292,424 |
|
| Daily Pivots for day following 04-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7964 |
0.7859 |
|
| R3 |
0.7934 |
0.7909 |
0.7844 |
|
| R2 |
0.7879 |
0.7879 |
0.7839 |
|
| R1 |
0.7854 |
0.7854 |
0.7834 |
0.7867 |
| PP |
0.7824 |
0.7824 |
0.7824 |
0.7831 |
| S1 |
0.7799 |
0.7799 |
0.7824 |
0.7812 |
| S2 |
0.7769 |
0.7769 |
0.7819 |
|
| S3 |
0.7714 |
0.7744 |
0.7814 |
|
| S4 |
0.7659 |
0.7689 |
0.7799 |
|
|
| 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 |
0.7850 |
0.7735 |
0.0115 |
1.5% |
0.0057 |
0.7% |
82% |
True |
False |
73,041 |
| 10 |
0.7850 |
0.7660 |
0.0190 |
2.4% |
0.0064 |
0.8% |
89% |
True |
False |
82,931 |
| 20 |
0.7850 |
0.7633 |
0.0217 |
2.8% |
0.0057 |
0.7% |
91% |
True |
False |
61,642 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0057 |
0.7% |
48% |
False |
False |
31,217 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
36% |
False |
False |
20,856 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
36% |
False |
False |
15,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8083 |
|
2.618 |
0.7993 |
|
1.618 |
0.7938 |
|
1.000 |
0.7905 |
|
0.618 |
0.7883 |
|
HIGH |
0.7850 |
|
0.618 |
0.7828 |
|
0.500 |
0.7822 |
|
0.382 |
0.7816 |
|
LOW |
0.7795 |
|
0.618 |
0.7761 |
|
1.000 |
0.7740 |
|
1.618 |
0.7706 |
|
2.618 |
0.7651 |
|
4.250 |
0.7561 |
|
|
| Fisher Pivots for day following 04-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7827 |
0.7817 |
| PP |
0.7824 |
0.7805 |
| S1 |
0.7822 |
0.7792 |
|