CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 14-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2018 |
14-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7802 |
0.7734 |
-0.0068 |
-0.9% |
0.7780 |
| High |
0.7809 |
0.7755 |
-0.0053 |
-0.7% |
0.7822 |
| Low |
0.7717 |
0.7722 |
0.0005 |
0.1% |
0.7708 |
| Close |
0.7743 |
0.7742 |
-0.0001 |
0.0% |
0.7808 |
| Range |
0.0092 |
0.0034 |
-0.0058 |
-63.4% |
0.0115 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
24,666 |
40,287 |
15,621 |
63.3% |
22,598 |
|
| Daily Pivots for day following 14-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7824 |
0.7760 |
|
| R3 |
0.7806 |
0.7791 |
0.7751 |
|
| R2 |
0.7773 |
0.7773 |
0.7748 |
|
| R1 |
0.7757 |
0.7757 |
0.7745 |
0.7765 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7743 |
| S1 |
0.7724 |
0.7724 |
0.7738 |
0.7732 |
| S2 |
0.7706 |
0.7706 |
0.7735 |
|
| S3 |
0.7672 |
0.7690 |
0.7732 |
|
| S4 |
0.7639 |
0.7657 |
0.7723 |
|
|
| 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 |
0.7717 |
0.0110 |
1.4% |
0.0053 |
0.7% |
22% |
False |
False |
21,445 |
| 10 |
0.7827 |
0.7708 |
0.0119 |
1.5% |
0.0059 |
0.8% |
29% |
False |
False |
11,909 |
| 20 |
0.8046 |
0.7708 |
0.0338 |
4.4% |
0.0060 |
0.8% |
10% |
False |
False |
6,221 |
| 40 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0058 |
0.8% |
7% |
False |
False |
3,190 |
| 60 |
0.8175 |
0.7708 |
0.0468 |
6.0% |
0.0054 |
0.7% |
7% |
False |
False |
2,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7897 |
|
2.618 |
0.7843 |
|
1.618 |
0.7809 |
|
1.000 |
0.7789 |
|
0.618 |
0.7776 |
|
HIGH |
0.7755 |
|
0.618 |
0.7742 |
|
0.500 |
0.7738 |
|
0.382 |
0.7734 |
|
LOW |
0.7722 |
|
0.618 |
0.7701 |
|
1.000 |
0.7688 |
|
1.618 |
0.7667 |
|
2.618 |
0.7634 |
|
4.250 |
0.7579 |
|
|
| Fisher Pivots for day following 14-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7740 |
0.7772 |
| PP |
0.7739 |
0.7762 |
| S1 |
0.7738 |
0.7752 |
|