CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 20-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2018 |
20-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7930 |
0.7903 |
-0.0027 |
-0.3% |
0.7952 |
| High |
0.7955 |
0.7924 |
-0.0030 |
-0.4% |
0.7992 |
| Low |
0.7897 |
0.7839 |
-0.0059 |
-0.7% |
0.7839 |
| Close |
0.7901 |
0.7852 |
-0.0049 |
-0.6% |
0.7852 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.7% |
0.0154 |
| ATR |
0.0055 |
0.0057 |
0.0002 |
4.0% |
0.0000 |
| Volume |
77,192 |
78,409 |
1,217 |
1.6% |
388,882 |
|
| Daily Pivots for day following 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8128 |
0.8075 |
0.7899 |
|
| R3 |
0.8042 |
0.7990 |
0.7875 |
|
| R2 |
0.7957 |
0.7957 |
0.7867 |
|
| R1 |
0.7904 |
0.7904 |
0.7859 |
0.7888 |
| PP |
0.7871 |
0.7871 |
0.7871 |
0.7863 |
| S1 |
0.7819 |
0.7819 |
0.7844 |
0.7802 |
| S2 |
0.7786 |
0.7786 |
0.7836 |
|
| S3 |
0.7700 |
0.7733 |
0.7828 |
|
| S4 |
0.7615 |
0.7648 |
0.7804 |
|
|
| Weekly Pivots for week ending 20-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8355 |
0.8257 |
0.7936 |
|
| R3 |
0.8201 |
0.8103 |
0.7894 |
|
| R2 |
0.8048 |
0.8048 |
0.7880 |
|
| R1 |
0.7950 |
0.7950 |
0.7866 |
0.7922 |
| PP |
0.7894 |
0.7894 |
0.7894 |
0.7880 |
| S1 |
0.7796 |
0.7796 |
0.7837 |
0.7768 |
| S2 |
0.7740 |
0.7740 |
0.7823 |
|
| S3 |
0.7587 |
0.7642 |
0.7809 |
|
| S4 |
0.7433 |
0.7489 |
0.7767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7992 |
0.7839 |
0.0154 |
2.0% |
0.0057 |
0.7% |
8% |
False |
True |
77,776 |
| 10 |
0.7992 |
0.7811 |
0.0182 |
2.3% |
0.0057 |
0.7% |
23% |
False |
False |
77,042 |
| 20 |
0.7992 |
0.7735 |
0.0257 |
3.3% |
0.0055 |
0.7% |
45% |
False |
False |
75,625 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0057 |
0.7% |
61% |
False |
False |
53,974 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
40% |
False |
False |
36,067 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
40% |
False |
False |
27,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8287 |
|
2.618 |
0.8148 |
|
1.618 |
0.8062 |
|
1.000 |
0.8010 |
|
0.618 |
0.7977 |
|
HIGH |
0.7924 |
|
0.618 |
0.7891 |
|
0.500 |
0.7881 |
|
0.382 |
0.7871 |
|
LOW |
0.7839 |
|
0.618 |
0.7786 |
|
1.000 |
0.7753 |
|
1.618 |
0.7700 |
|
2.618 |
0.7615 |
|
4.250 |
0.7475 |
|
|
| Fisher Pivots for day following 20-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7881 |
0.7908 |
| PP |
0.7871 |
0.7889 |
| S1 |
0.7861 |
0.7870 |
|