CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 23-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2018 |
23-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7744 |
-0.0019 |
-0.2% |
0.7650 |
| High |
0.7807 |
0.7810 |
0.0003 |
0.0% |
0.7810 |
| Low |
0.7736 |
0.7742 |
0.0006 |
0.1% |
0.7633 |
| Close |
0.7754 |
0.7787 |
0.0033 |
0.4% |
0.7787 |
| Range |
0.0071 |
0.0068 |
-0.0003 |
-3.5% |
0.0177 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
1.1% |
0.0000 |
| Volume |
107,218 |
89,191 |
-18,027 |
-16.8% |
458,305 |
|
| Daily Pivots for day following 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7985 |
0.7954 |
0.7824 |
|
| R3 |
0.7916 |
0.7886 |
0.7805 |
|
| R2 |
0.7848 |
0.7848 |
0.7799 |
|
| R1 |
0.7817 |
0.7817 |
0.7793 |
0.7832 |
| PP |
0.7779 |
0.7779 |
0.7779 |
0.7787 |
| S1 |
0.7749 |
0.7749 |
0.7780 |
0.7764 |
| S2 |
0.7711 |
0.7711 |
0.7774 |
|
| S3 |
0.7642 |
0.7680 |
0.7768 |
|
| S4 |
0.7574 |
0.7612 |
0.7749 |
|
|
| Weekly Pivots for week ending 23-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8274 |
0.8207 |
0.7884 |
|
| R3 |
0.8097 |
0.8030 |
0.7835 |
|
| R2 |
0.7920 |
0.7920 |
0.7819 |
|
| R1 |
0.7853 |
0.7853 |
0.7803 |
0.7887 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7760 |
| S1 |
0.7676 |
0.7676 |
0.7770 |
0.7710 |
| S2 |
0.7566 |
0.7566 |
0.7754 |
|
| S3 |
0.7389 |
0.7499 |
0.7738 |
|
| S4 |
0.7212 |
0.7322 |
0.7689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7810 |
0.7633 |
0.0177 |
2.3% |
0.0065 |
0.8% |
87% |
True |
False |
91,661 |
| 10 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0058 |
0.7% |
79% |
False |
False |
70,474 |
| 20 |
0.7940 |
0.7633 |
0.0307 |
3.9% |
0.0059 |
0.8% |
50% |
False |
False |
36,765 |
| 40 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0058 |
0.7% |
28% |
False |
False |
18,514 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0056 |
0.7% |
28% |
False |
False |
12,391 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0053 |
0.7% |
28% |
False |
False |
9,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8101 |
|
2.618 |
0.7989 |
|
1.618 |
0.7921 |
|
1.000 |
0.7878 |
|
0.618 |
0.7852 |
|
HIGH |
0.7810 |
|
0.618 |
0.7784 |
|
0.500 |
0.7776 |
|
0.382 |
0.7768 |
|
LOW |
0.7742 |
|
0.618 |
0.7699 |
|
1.000 |
0.7673 |
|
1.618 |
0.7631 |
|
2.618 |
0.7562 |
|
4.250 |
0.7450 |
|
|
| Fisher Pivots for day following 23-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7783 |
0.7769 |
| PP |
0.7779 |
0.7752 |
| S1 |
0.7776 |
0.7735 |
|