CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 30-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2018 |
30-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7777 |
0.7799 |
0.0022 |
0.3% |
0.7848 |
| High |
0.7805 |
0.7817 |
0.0012 |
0.1% |
0.7851 |
| Low |
0.7760 |
0.7775 |
0.0015 |
0.2% |
0.7760 |
| Close |
0.7800 |
0.7794 |
-0.0006 |
-0.1% |
0.7800 |
| Range |
0.0046 |
0.0042 |
-0.0004 |
-8.8% |
0.0091 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
56,714 |
62,698 |
5,984 |
10.6% |
323,273 |
|
| Daily Pivots for day following 30-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7920 |
0.7898 |
0.7817 |
|
| R3 |
0.7878 |
0.7857 |
0.7805 |
|
| R2 |
0.7837 |
0.7837 |
0.7802 |
|
| R1 |
0.7815 |
0.7815 |
0.7798 |
0.7805 |
| PP |
0.7795 |
0.7795 |
0.7795 |
0.7790 |
| S1 |
0.7774 |
0.7774 |
0.7790 |
0.7764 |
| S2 |
0.7754 |
0.7754 |
0.7786 |
|
| S3 |
0.7712 |
0.7732 |
0.7783 |
|
| S4 |
0.7671 |
0.7691 |
0.7771 |
|
|
| 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 |
0.7817 |
0.7760 |
0.0057 |
0.7% |
0.0040 |
0.5% |
61% |
True |
False |
62,571 |
| 10 |
0.7992 |
0.7760 |
0.0233 |
3.0% |
0.0051 |
0.7% |
15% |
False |
False |
72,470 |
| 20 |
0.7992 |
0.7748 |
0.0244 |
3.1% |
0.0053 |
0.7% |
19% |
False |
False |
73,624 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.6% |
0.0055 |
0.7% |
45% |
False |
False |
63,415 |
| 60 |
0.8166 |
0.7633 |
0.0533 |
6.8% |
0.0057 |
0.7% |
30% |
False |
False |
42,488 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
30% |
False |
False |
31,897 |
| 100 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
30% |
False |
False |
25,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7993 |
|
2.618 |
0.7925 |
|
1.618 |
0.7884 |
|
1.000 |
0.7858 |
|
0.618 |
0.7842 |
|
HIGH |
0.7817 |
|
0.618 |
0.7801 |
|
0.500 |
0.7796 |
|
0.382 |
0.7791 |
|
LOW |
0.7775 |
|
0.618 |
0.7749 |
|
1.000 |
0.7733 |
|
1.618 |
0.7708 |
|
2.618 |
0.7666 |
|
4.250 |
0.7599 |
|
|
| Fisher Pivots for day following 30-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7796 |
0.7792 |
| PP |
0.7795 |
0.7790 |
| S1 |
0.7795 |
0.7788 |
|