CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 25-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2018 |
25-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7792 |
0.7804 |
0.0012 |
0.2% |
0.7952 |
| High |
0.7813 |
0.7808 |
-0.0006 |
-0.1% |
0.7992 |
| Low |
0.7783 |
0.7762 |
-0.0022 |
-0.3% |
0.7839 |
| Close |
0.7801 |
0.7792 |
-0.0008 |
-0.1% |
0.7852 |
| Range |
0.0030 |
0.0046 |
0.0016 |
53.3% |
0.0154 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
63,874 |
63,761 |
-113 |
-0.2% |
388,882 |
|
| Daily Pivots for day following 25-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7925 |
0.7905 |
0.7817 |
|
| R3 |
0.7879 |
0.7859 |
0.7805 |
|
| R2 |
0.7833 |
0.7833 |
0.7800 |
|
| R1 |
0.7813 |
0.7813 |
0.7796 |
0.7800 |
| PP |
0.7787 |
0.7787 |
0.7787 |
0.7781 |
| S1 |
0.7767 |
0.7767 |
0.7788 |
0.7754 |
| S2 |
0.7741 |
0.7741 |
0.7784 |
|
| S3 |
0.7695 |
0.7721 |
0.7779 |
|
| S4 |
0.7649 |
0.7675 |
0.7767 |
|
|
| 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 |
0.7955 |
0.7762 |
0.0193 |
2.5% |
0.0057 |
0.7% |
16% |
False |
True |
71,270 |
| 10 |
0.7992 |
0.7762 |
0.0231 |
3.0% |
0.0051 |
0.6% |
13% |
False |
True |
73,499 |
| 20 |
0.7992 |
0.7735 |
0.0257 |
3.3% |
0.0054 |
0.7% |
22% |
False |
False |
74,008 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
44% |
False |
False |
58,952 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
29% |
False |
False |
39,407 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
29% |
False |
False |
29,584 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
29% |
False |
False |
23,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8003 |
|
2.618 |
0.7928 |
|
1.618 |
0.7882 |
|
1.000 |
0.7854 |
|
0.618 |
0.7836 |
|
HIGH |
0.7808 |
|
0.618 |
0.7790 |
|
0.500 |
0.7785 |
|
0.382 |
0.7779 |
|
LOW |
0.7762 |
|
0.618 |
0.7733 |
|
1.000 |
0.7716 |
|
1.618 |
0.7687 |
|
2.618 |
0.7641 |
|
4.250 |
0.7566 |
|
|
| Fisher Pivots for day following 25-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7790 |
0.7806 |
| PP |
0.7787 |
0.7802 |
| S1 |
0.7785 |
0.7797 |
|