CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 10-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2018 |
10-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7836 |
0.7884 |
0.0048 |
0.6% |
0.7769 |
| High |
0.7893 |
0.7954 |
0.0062 |
0.8% |
0.7867 |
| Low |
0.7811 |
0.7879 |
0.0069 |
0.9% |
0.7735 |
| Close |
0.7884 |
0.7951 |
0.0068 |
0.9% |
0.7836 |
| Range |
0.0082 |
0.0075 |
-0.0007 |
-8.5% |
0.0132 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.1% |
0.0000 |
| Volume |
68,812 |
87,114 |
18,302 |
26.6% |
360,467 |
|
| Daily Pivots for day following 10-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8153 |
0.8127 |
0.7992 |
|
| R3 |
0.8078 |
0.8052 |
0.7972 |
|
| R2 |
0.8003 |
0.8003 |
0.7965 |
|
| R1 |
0.7977 |
0.7977 |
0.7958 |
0.7990 |
| PP |
0.7928 |
0.7928 |
0.7928 |
0.7935 |
| S1 |
0.7902 |
0.7902 |
0.7944 |
0.7915 |
| S2 |
0.7853 |
0.7853 |
0.7937 |
|
| S3 |
0.7778 |
0.7827 |
0.7930 |
|
| S4 |
0.7703 |
0.7752 |
0.7910 |
|
|
| 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 |
0.7954 |
0.7795 |
0.0160 |
2.0% |
0.0058 |
0.7% |
98% |
True |
False |
76,223 |
| 10 |
0.7954 |
0.7735 |
0.0219 |
2.8% |
0.0057 |
0.7% |
99% |
True |
False |
74,098 |
| 20 |
0.7954 |
0.7633 |
0.0321 |
4.0% |
0.0059 |
0.7% |
99% |
True |
False |
74,382 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.2% |
0.0058 |
0.7% |
77% |
False |
False |
38,686 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0058 |
0.7% |
59% |
False |
False |
25,844 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0055 |
0.7% |
59% |
False |
False |
19,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8273 |
|
2.618 |
0.8150 |
|
1.618 |
0.8075 |
|
1.000 |
0.8029 |
|
0.618 |
0.8000 |
|
HIGH |
0.7954 |
|
0.618 |
0.7925 |
|
0.500 |
0.7917 |
|
0.382 |
0.7908 |
|
LOW |
0.7879 |
|
0.618 |
0.7833 |
|
1.000 |
0.7804 |
|
1.618 |
0.7758 |
|
2.618 |
0.7683 |
|
4.250 |
0.7560 |
|
|
| Fisher Pivots for day following 10-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7940 |
0.7928 |
| PP |
0.7928 |
0.7905 |
| S1 |
0.7917 |
0.7882 |
|