CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 26-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2018 |
26-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7804 |
0.7796 |
-0.0008 |
-0.1% |
0.7952 |
| High |
0.7808 |
0.7808 |
0.0000 |
0.0% |
0.7992 |
| Low |
0.7762 |
0.7769 |
0.0008 |
0.1% |
0.7839 |
| Close |
0.7792 |
0.7777 |
-0.0015 |
-0.2% |
0.7852 |
| Range |
0.0046 |
0.0038 |
-0.0008 |
-16.3% |
0.0154 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
63,761 |
65,809 |
2,048 |
3.2% |
388,882 |
|
| Daily Pivots for day following 26-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7877 |
0.7798 |
|
| R3 |
0.7861 |
0.7838 |
0.7788 |
|
| R2 |
0.7823 |
0.7823 |
0.7784 |
|
| R1 |
0.7800 |
0.7800 |
0.7781 |
0.7792 |
| PP |
0.7785 |
0.7785 |
0.7785 |
0.7781 |
| S1 |
0.7762 |
0.7762 |
0.7773 |
0.7754 |
| S2 |
0.7746 |
0.7746 |
0.7770 |
|
| S3 |
0.7708 |
0.7723 |
0.7766 |
|
| S4 |
0.7669 |
0.7685 |
0.7756 |
|
|
| 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 |
0.7924 |
0.7762 |
0.0163 |
2.1% |
0.0053 |
0.7% |
10% |
False |
False |
68,993 |
| 10 |
0.7992 |
0.7762 |
0.0231 |
3.0% |
0.0051 |
0.7% |
7% |
False |
False |
71,669 |
| 20 |
0.7992 |
0.7735 |
0.0257 |
3.3% |
0.0054 |
0.7% |
16% |
False |
False |
73,226 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
40% |
False |
False |
60,570 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
27% |
False |
False |
40,502 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
27% |
False |
False |
30,405 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
27% |
False |
False |
24,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7908 |
|
1.618 |
0.7870 |
|
1.000 |
0.7846 |
|
0.618 |
0.7831 |
|
HIGH |
0.7808 |
|
0.618 |
0.7793 |
|
0.500 |
0.7788 |
|
0.382 |
0.7784 |
|
LOW |
0.7769 |
|
0.618 |
0.7745 |
|
1.000 |
0.7731 |
|
1.618 |
0.7707 |
|
2.618 |
0.7668 |
|
4.250 |
0.7605 |
|
|
| Fisher Pivots for day following 26-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7788 |
0.7787 |
| PP |
0.7785 |
0.7784 |
| S1 |
0.7781 |
0.7780 |
|