CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 06-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2018 |
06-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7842 |
0.7853 |
0.0011 |
0.1% |
0.7769 |
| High |
0.7857 |
0.7867 |
0.0010 |
0.1% |
0.7867 |
| Low |
0.7820 |
0.7826 |
0.0006 |
0.1% |
0.7735 |
| Close |
0.7850 |
0.7836 |
-0.0015 |
-0.2% |
0.7836 |
| Range |
0.0037 |
0.0042 |
0.0004 |
10.7% |
0.0132 |
| ATR |
0.0058 |
0.0056 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
70,702 |
73,075 |
2,373 |
3.4% |
360,467 |
|
| Daily Pivots for day following 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7967 |
0.7943 |
0.7858 |
|
| R3 |
0.7926 |
0.7901 |
0.7847 |
|
| R2 |
0.7884 |
0.7884 |
0.7843 |
|
| R1 |
0.7860 |
0.7860 |
0.7839 |
0.7851 |
| PP |
0.7843 |
0.7843 |
0.7843 |
0.7838 |
| S1 |
0.7818 |
0.7818 |
0.7832 |
0.7810 |
| S2 |
0.7801 |
0.7801 |
0.7828 |
|
| S3 |
0.7760 |
0.7777 |
0.7824 |
|
| S4 |
0.7718 |
0.7735 |
0.7813 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8209 |
0.8154 |
0.7908 |
|
| R3 |
0.8077 |
0.8022 |
0.7872 |
|
| R2 |
0.7945 |
0.7945 |
0.7860 |
|
| R1 |
0.7890 |
0.7890 |
0.7848 |
0.7917 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7826 |
| S1 |
0.7758 |
0.7758 |
0.7823 |
0.7785 |
| S2 |
0.7680 |
0.7680 |
0.7811 |
|
| S3 |
0.7548 |
0.7626 |
0.7799 |
|
| S4 |
0.7416 |
0.7494 |
0.7763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7867 |
0.7735 |
0.0132 |
1.7% |
0.0054 |
0.7% |
76% |
True |
False |
72,093 |
| 10 |
0.7867 |
0.7735 |
0.0132 |
1.7% |
0.0053 |
0.7% |
76% |
True |
False |
74,208 |
| 20 |
0.7867 |
0.7633 |
0.0234 |
3.0% |
0.0055 |
0.7% |
87% |
True |
False |
68,461 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0057 |
0.7% |
49% |
False |
False |
34,800 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
37% |
False |
False |
23,250 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
37% |
False |
False |
17,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8043 |
|
2.618 |
0.7976 |
|
1.618 |
0.7934 |
|
1.000 |
0.7909 |
|
0.618 |
0.7893 |
|
HIGH |
0.7867 |
|
0.618 |
0.7851 |
|
0.500 |
0.7846 |
|
0.382 |
0.7841 |
|
LOW |
0.7826 |
|
0.618 |
0.7800 |
|
1.000 |
0.7784 |
|
1.618 |
0.7758 |
|
2.618 |
0.7717 |
|
4.250 |
0.7649 |
|
|
| Fisher Pivots for day following 06-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7846 |
0.7834 |
| PP |
0.7843 |
0.7832 |
| S1 |
0.7839 |
0.7831 |
|