CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 22-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2018 |
22-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7763 |
0.0102 |
1.3% |
0.7821 |
| High |
0.7771 |
0.7807 |
0.0036 |
0.5% |
0.7827 |
| Low |
0.7660 |
0.7736 |
0.0076 |
1.0% |
0.7645 |
| Close |
0.7752 |
0.7754 |
0.0002 |
0.0% |
0.7650 |
| Range |
0.0111 |
0.0071 |
-0.0040 |
-36.0% |
0.0182 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.5% |
0.0000 |
| Volume |
123,790 |
107,218 |
-16,572 |
-13.4% |
246,440 |
|
| Daily Pivots for day following 22-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7978 |
0.7937 |
0.7793 |
|
| R3 |
0.7907 |
0.7866 |
0.7774 |
|
| R2 |
0.7836 |
0.7836 |
0.7767 |
|
| R1 |
0.7795 |
0.7795 |
0.7761 |
0.7780 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7758 |
| S1 |
0.7724 |
0.7724 |
0.7747 |
0.7709 |
| S2 |
0.7694 |
0.7694 |
0.7741 |
|
| S3 |
0.7623 |
0.7653 |
0.7734 |
|
| S4 |
0.7552 |
0.7582 |
0.7715 |
|
|
| Weekly Pivots for week ending 16-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8252 |
0.8132 |
0.7750 |
|
| R3 |
0.8070 |
0.7951 |
0.7700 |
|
| R2 |
0.7889 |
0.7889 |
0.7683 |
|
| R1 |
0.7769 |
0.7769 |
0.7667 |
0.7738 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7692 |
| S1 |
0.7588 |
0.7588 |
0.7633 |
0.7557 |
| S2 |
0.7526 |
0.7526 |
0.7617 |
|
| S3 |
0.7344 |
0.7406 |
0.7600 |
|
| S4 |
0.7163 |
0.7225 |
0.7550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7807 |
0.7633 |
0.0174 |
2.2% |
0.0058 |
0.8% |
70% |
True |
False |
92,765 |
| 10 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0057 |
0.7% |
63% |
False |
False |
62,714 |
| 20 |
0.7941 |
0.7633 |
0.0308 |
4.0% |
0.0059 |
0.8% |
39% |
False |
False |
32,323 |
| 40 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.8% |
22% |
False |
False |
16,288 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0055 |
0.7% |
22% |
False |
False |
10,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.7992 |
|
1.618 |
0.7921 |
|
1.000 |
0.7878 |
|
0.618 |
0.7850 |
|
HIGH |
0.7807 |
|
0.618 |
0.7779 |
|
0.500 |
0.7771 |
|
0.382 |
0.7763 |
|
LOW |
0.7736 |
|
0.618 |
0.7692 |
|
1.000 |
0.7664 |
|
1.618 |
0.7621 |
|
2.618 |
0.7550 |
|
4.250 |
0.7434 |
|
|
| Fisher Pivots for day following 22-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7745 |
| PP |
0.7765 |
0.7735 |
| S1 |
0.7760 |
0.7726 |
|