CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 16-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2018 |
16-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7956 |
0.7952 |
-0.0004 |
0.0% |
0.7836 |
| High |
0.7977 |
0.7970 |
-0.0007 |
-0.1% |
0.7983 |
| Low |
0.7936 |
0.7932 |
-0.0004 |
-0.1% |
0.7811 |
| Close |
0.7939 |
0.7968 |
0.0028 |
0.4% |
0.7939 |
| Range |
0.0041 |
0.0038 |
-0.0003 |
-6.2% |
0.0173 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
61,251 |
50,145 |
-11,106 |
-18.1% |
381,543 |
|
| Daily Pivots for day following 16-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8070 |
0.8057 |
0.7988 |
|
| R3 |
0.8032 |
0.8019 |
0.7978 |
|
| R2 |
0.7994 |
0.7994 |
0.7974 |
|
| R1 |
0.7981 |
0.7981 |
0.7971 |
0.7987 |
| PP |
0.7956 |
0.7956 |
0.7956 |
0.7960 |
| S1 |
0.7943 |
0.7943 |
0.7964 |
0.7950 |
| S2 |
0.7918 |
0.7918 |
0.7961 |
|
| S3 |
0.7880 |
0.7905 |
0.7957 |
|
| S4 |
0.7842 |
0.7867 |
0.7947 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8356 |
0.8034 |
|
| R3 |
0.8256 |
0.8184 |
0.7986 |
|
| R2 |
0.8083 |
0.8083 |
0.7971 |
|
| R1 |
0.8011 |
0.8011 |
0.7955 |
0.8047 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7929 |
| S1 |
0.7839 |
0.7839 |
0.7923 |
0.7875 |
| S2 |
0.7738 |
0.7738 |
0.7907 |
|
| S3 |
0.7566 |
0.7666 |
0.7892 |
|
| S4 |
0.7393 |
0.7494 |
0.7844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7983 |
0.7879 |
0.0104 |
1.3% |
0.0049 |
0.6% |
85% |
False |
False |
72,575 |
| 10 |
0.7983 |
0.7748 |
0.0235 |
2.9% |
0.0055 |
0.7% |
93% |
False |
False |
74,777 |
| 20 |
0.7983 |
0.7633 |
0.0350 |
4.4% |
0.0056 |
0.7% |
96% |
False |
False |
77,144 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.2% |
0.0057 |
0.7% |
81% |
False |
False |
45,560 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0057 |
0.7% |
62% |
False |
False |
30,430 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0055 |
0.7% |
62% |
False |
False |
22,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8131 |
|
2.618 |
0.8069 |
|
1.618 |
0.8031 |
|
1.000 |
0.8007 |
|
0.618 |
0.7993 |
|
HIGH |
0.7970 |
|
0.618 |
0.7955 |
|
0.500 |
0.7951 |
|
0.382 |
0.7946 |
|
LOW |
0.7932 |
|
0.618 |
0.7908 |
|
1.000 |
0.7894 |
|
1.618 |
0.7870 |
|
2.618 |
0.7832 |
|
4.250 |
0.7770 |
|
|
| Fisher Pivots for day following 16-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7962 |
0.7963 |
| PP |
0.7956 |
0.7959 |
| S1 |
0.7951 |
0.7954 |
|