CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 27-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2018 |
27-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7796 |
0.7777 |
-0.0018 |
-0.2% |
0.7848 |
| High |
0.7808 |
0.7805 |
-0.0002 |
0.0% |
0.7851 |
| Low |
0.7769 |
0.7760 |
-0.0010 |
-0.1% |
0.7760 |
| Close |
0.7777 |
0.7800 |
0.0023 |
0.3% |
0.7800 |
| Range |
0.0038 |
0.0046 |
0.0007 |
18.2% |
0.0091 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
65,809 |
56,714 |
-9,095 |
-13.8% |
323,273 |
|
| Daily Pivots for day following 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7925 |
0.7908 |
0.7825 |
|
| R3 |
0.7879 |
0.7862 |
0.7813 |
|
| R2 |
0.7834 |
0.7834 |
0.7808 |
|
| R1 |
0.7817 |
0.7817 |
0.7804 |
0.7825 |
| PP |
0.7788 |
0.7788 |
0.7788 |
0.7792 |
| S1 |
0.7771 |
0.7771 |
0.7796 |
0.7780 |
| S2 |
0.7743 |
0.7743 |
0.7792 |
|
| S3 |
0.7697 |
0.7726 |
0.7787 |
|
| S4 |
0.7652 |
0.7680 |
0.7775 |
|
|
| Weekly Pivots for week ending 27-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8078 |
0.8030 |
0.7850 |
|
| R3 |
0.7986 |
0.7939 |
0.7825 |
|
| R2 |
0.7895 |
0.7895 |
0.7817 |
|
| R1 |
0.7847 |
0.7847 |
0.7808 |
0.7826 |
| PP |
0.7804 |
0.7804 |
0.7804 |
0.7793 |
| S1 |
0.7756 |
0.7756 |
0.7792 |
0.7734 |
| S2 |
0.7712 |
0.7712 |
0.7783 |
|
| S3 |
0.7621 |
0.7665 |
0.7775 |
|
| S4 |
0.7529 |
0.7573 |
0.7750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7851 |
0.7760 |
0.0091 |
1.2% |
0.0045 |
0.6% |
44% |
False |
True |
64,654 |
| 10 |
0.7992 |
0.7760 |
0.0233 |
3.0% |
0.0051 |
0.7% |
17% |
False |
True |
71,215 |
| 20 |
0.7992 |
0.7735 |
0.0257 |
3.3% |
0.0053 |
0.7% |
25% |
False |
False |
72,708 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0056 |
0.7% |
47% |
False |
False |
61,949 |
| 60 |
0.8171 |
0.7633 |
0.0538 |
6.9% |
0.0057 |
0.7% |
31% |
False |
False |
41,444 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0056 |
0.7% |
31% |
False |
False |
31,114 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0053 |
0.7% |
31% |
False |
False |
24,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7998 |
|
2.618 |
0.7924 |
|
1.618 |
0.7879 |
|
1.000 |
0.7851 |
|
0.618 |
0.7833 |
|
HIGH |
0.7805 |
|
0.618 |
0.7788 |
|
0.500 |
0.7782 |
|
0.382 |
0.7777 |
|
LOW |
0.7760 |
|
0.618 |
0.7731 |
|
1.000 |
0.7714 |
|
1.618 |
0.7686 |
|
2.618 |
0.7640 |
|
4.250 |
0.7566 |
|
|
| Fisher Pivots for day following 27-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7794 |
0.7795 |
| PP |
0.7788 |
0.7789 |
| S1 |
0.7782 |
0.7784 |
|