CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 18-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2018 |
18-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7967 |
0.7978 |
0.0011 |
0.1% |
0.7836 |
| High |
0.7992 |
0.7978 |
-0.0014 |
-0.2% |
0.7983 |
| Low |
0.7959 |
0.7908 |
-0.0051 |
-0.6% |
0.7811 |
| Close |
0.7974 |
0.7925 |
-0.0050 |
-0.6% |
0.7939 |
| Range |
0.0034 |
0.0070 |
0.0036 |
108.9% |
0.0173 |
| ATR |
0.0053 |
0.0055 |
0.0001 |
2.2% |
0.0000 |
| Volume |
64,946 |
118,190 |
53,244 |
82.0% |
381,543 |
|
| Daily Pivots for day following 18-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8147 |
0.8106 |
0.7963 |
|
| R3 |
0.8077 |
0.8036 |
0.7944 |
|
| R2 |
0.8007 |
0.8007 |
0.7937 |
|
| R1 |
0.7966 |
0.7966 |
0.7931 |
0.7951 |
| PP |
0.7937 |
0.7937 |
0.7937 |
0.7930 |
| S1 |
0.7896 |
0.7896 |
0.7918 |
0.7881 |
| S2 |
0.7867 |
0.7867 |
0.7912 |
|
| S3 |
0.7797 |
0.7826 |
0.7905 |
|
| S4 |
0.7727 |
0.7756 |
0.7886 |
|
|
| 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 |
0.7992 |
0.7908 |
0.0084 |
1.1% |
0.0044 |
0.6% |
20% |
False |
True |
75,729 |
| 10 |
0.7992 |
0.7811 |
0.0182 |
2.3% |
0.0051 |
0.6% |
63% |
False |
False |
75,860 |
| 20 |
0.7992 |
0.7660 |
0.0332 |
4.2% |
0.0057 |
0.7% |
80% |
False |
False |
79,395 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.5% |
0.0056 |
0.7% |
81% |
False |
False |
50,124 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0057 |
0.7% |
54% |
False |
False |
33,479 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0055 |
0.7% |
54% |
False |
False |
25,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8276 |
|
2.618 |
0.8161 |
|
1.618 |
0.8091 |
|
1.000 |
0.8048 |
|
0.618 |
0.8021 |
|
HIGH |
0.7978 |
|
0.618 |
0.7951 |
|
0.500 |
0.7943 |
|
0.382 |
0.7935 |
|
LOW |
0.7908 |
|
0.618 |
0.7865 |
|
1.000 |
0.7838 |
|
1.618 |
0.7795 |
|
2.618 |
0.7725 |
|
4.250 |
0.7611 |
|
|
| Fisher Pivots for day following 18-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7943 |
0.7950 |
| PP |
0.7937 |
0.7942 |
| S1 |
0.7931 |
0.7933 |
|