CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 09-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2018 |
09-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7853 |
0.7836 |
-0.0017 |
-0.2% |
0.7769 |
| High |
0.7867 |
0.7893 |
0.0025 |
0.3% |
0.7867 |
| Low |
0.7826 |
0.7811 |
-0.0015 |
-0.2% |
0.7735 |
| Close |
0.7836 |
0.7884 |
0.0048 |
0.6% |
0.7836 |
| Range |
0.0042 |
0.0082 |
0.0040 |
97.6% |
0.0132 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.2% |
0.0000 |
| Volume |
73,075 |
68,812 |
-4,263 |
-5.8% |
360,467 |
|
| Daily Pivots for day following 09-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8108 |
0.8078 |
0.7929 |
|
| R3 |
0.8026 |
0.7996 |
0.7906 |
|
| R2 |
0.7944 |
0.7944 |
0.7899 |
|
| R1 |
0.7914 |
0.7914 |
0.7891 |
0.7929 |
| PP |
0.7862 |
0.7862 |
0.7862 |
0.7870 |
| S1 |
0.7832 |
0.7832 |
0.7876 |
0.7847 |
| S2 |
0.7780 |
0.7780 |
0.7868 |
|
| S3 |
0.7698 |
0.7750 |
0.7861 |
|
| S4 |
0.7616 |
0.7668 |
0.7838 |
|
|
| 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 |
0.7893 |
0.7748 |
0.0145 |
1.8% |
0.0061 |
0.8% |
94% |
True |
False |
76,979 |
| 10 |
0.7893 |
0.7735 |
0.0158 |
2.0% |
0.0055 |
0.7% |
94% |
True |
False |
72,170 |
| 20 |
0.7893 |
0.7633 |
0.0260 |
3.3% |
0.0057 |
0.7% |
97% |
True |
False |
71,322 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.2% |
0.0058 |
0.7% |
61% |
False |
False |
36,514 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
46% |
False |
False |
24,393 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
46% |
False |
False |
18,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8241 |
|
2.618 |
0.8107 |
|
1.618 |
0.8025 |
|
1.000 |
0.7975 |
|
0.618 |
0.7943 |
|
HIGH |
0.7893 |
|
0.618 |
0.7861 |
|
0.500 |
0.7852 |
|
0.382 |
0.7842 |
|
LOW |
0.7811 |
|
0.618 |
0.7760 |
|
1.000 |
0.7729 |
|
1.618 |
0.7678 |
|
2.618 |
0.7596 |
|
4.250 |
0.7462 |
|
|
| Fisher Pivots for day following 09-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7873 |
0.7873 |
| PP |
0.7862 |
0.7862 |
| S1 |
0.7852 |
0.7852 |
|