CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 12-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2018 |
12-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7821 |
0.0049 |
0.6% |
0.7780 |
| High |
0.7822 |
0.7827 |
0.0005 |
0.1% |
0.7822 |
| Low |
0.7764 |
0.7800 |
0.0037 |
0.5% |
0.7708 |
| Close |
0.7808 |
0.7809 |
0.0001 |
0.0% |
0.7808 |
| Range |
0.0059 |
0.0027 |
-0.0032 |
-54.7% |
0.0115 |
| ATR |
0.0060 |
0.0057 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
11,587 |
25,922 |
14,335 |
123.7% |
22,598 |
|
| Daily Pivots for day following 12-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7891 |
0.7876 |
0.7823 |
|
| R3 |
0.7865 |
0.7850 |
0.7816 |
|
| R2 |
0.7838 |
0.7838 |
0.7813 |
|
| R1 |
0.7823 |
0.7823 |
0.7811 |
0.7818 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7809 |
| S1 |
0.7797 |
0.7797 |
0.7806 |
0.7791 |
| S2 |
0.7785 |
0.7785 |
0.7804 |
|
| S3 |
0.7759 |
0.7770 |
0.7801 |
|
| S4 |
0.7732 |
0.7744 |
0.7794 |
|
|
| Weekly Pivots for week ending 09-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8123 |
0.8080 |
0.7871 |
|
| R3 |
0.8008 |
0.7965 |
0.7839 |
|
| R2 |
0.7894 |
0.7894 |
0.7829 |
|
| R1 |
0.7851 |
0.7851 |
0.7818 |
0.7872 |
| PP |
0.7779 |
0.7779 |
0.7779 |
0.7790 |
| S1 |
0.7736 |
0.7736 |
0.7798 |
0.7758 |
| S2 |
0.7665 |
0.7665 |
0.7787 |
|
| S3 |
0.7550 |
0.7622 |
0.7777 |
|
| S4 |
0.7436 |
0.7507 |
0.7745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7827 |
0.7708 |
0.0119 |
1.5% |
0.0056 |
0.7% |
85% |
True |
False |
9,351 |
| 10 |
0.7906 |
0.7708 |
0.0199 |
2.5% |
0.0057 |
0.7% |
51% |
False |
False |
5,602 |
| 20 |
0.8046 |
0.7708 |
0.0338 |
4.3% |
0.0057 |
0.7% |
30% |
False |
False |
2,990 |
| 40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0057 |
0.7% |
22% |
False |
False |
1,575 |
| 60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0054 |
0.7% |
22% |
False |
False |
1,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7939 |
|
2.618 |
0.7896 |
|
1.618 |
0.7869 |
|
1.000 |
0.7853 |
|
0.618 |
0.7843 |
|
HIGH |
0.7827 |
|
0.618 |
0.7816 |
|
0.500 |
0.7813 |
|
0.382 |
0.7810 |
|
LOW |
0.7800 |
|
0.618 |
0.7784 |
|
1.000 |
0.7773 |
|
1.618 |
0.7757 |
|
2.618 |
0.7731 |
|
4.250 |
0.7687 |
|
|
| Fisher Pivots for day following 12-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7813 |
0.7799 |
| PP |
0.7812 |
0.7789 |
| S1 |
0.7810 |
0.7780 |
|