CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 24-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2018 |
24-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7848 |
0.7792 |
-0.0056 |
-0.7% |
0.7952 |
| High |
0.7851 |
0.7813 |
-0.0038 |
-0.5% |
0.7992 |
| Low |
0.7785 |
0.7783 |
-0.0002 |
0.0% |
0.7839 |
| Close |
0.7791 |
0.7801 |
0.0010 |
0.1% |
0.7852 |
| Range |
0.0066 |
0.0030 |
-0.0036 |
-54.9% |
0.0154 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
73,115 |
63,874 |
-9,241 |
-12.6% |
388,882 |
|
| Daily Pivots for day following 24-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7875 |
0.7817 |
|
| R3 |
0.7859 |
0.7845 |
0.7809 |
|
| R2 |
0.7829 |
0.7829 |
0.7806 |
|
| R1 |
0.7815 |
0.7815 |
0.7803 |
0.7822 |
| PP |
0.7799 |
0.7799 |
0.7799 |
0.7802 |
| S1 |
0.7785 |
0.7785 |
0.7798 |
0.7792 |
| S2 |
0.7769 |
0.7769 |
0.7795 |
|
| S3 |
0.7739 |
0.7755 |
0.7792 |
|
| S4 |
0.7709 |
0.7725 |
0.7784 |
|
|
| 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 |
0.7978 |
0.7783 |
0.0195 |
2.5% |
0.0062 |
0.8% |
9% |
False |
True |
82,156 |
| 10 |
0.7992 |
0.7783 |
0.0209 |
2.7% |
0.0051 |
0.7% |
8% |
False |
True |
75,148 |
| 20 |
0.7992 |
0.7735 |
0.0257 |
3.3% |
0.0054 |
0.7% |
25% |
False |
False |
74,623 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0057 |
0.7% |
47% |
False |
False |
57,378 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
31% |
False |
False |
38,345 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0056 |
0.7% |
31% |
False |
False |
28,797 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
31% |
False |
False |
23,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7941 |
|
2.618 |
0.7892 |
|
1.618 |
0.7862 |
|
1.000 |
0.7843 |
|
0.618 |
0.7832 |
|
HIGH |
0.7813 |
|
0.618 |
0.7802 |
|
0.500 |
0.7798 |
|
0.382 |
0.7794 |
|
LOW |
0.7783 |
|
0.618 |
0.7764 |
|
1.000 |
0.7753 |
|
1.618 |
0.7734 |
|
2.618 |
0.7704 |
|
4.250 |
0.7656 |
|
|
| Fisher Pivots for day following 24-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7800 |
0.7854 |
| PP |
0.7799 |
0.7836 |
| S1 |
0.7798 |
0.7818 |
|