CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 27-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2018 |
27-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7767 |
0.7795 |
0.0028 |
0.4% |
0.7650 |
| High |
0.7801 |
0.7815 |
0.0015 |
0.2% |
0.7810 |
| Low |
0.7751 |
0.7761 |
0.0011 |
0.1% |
0.7633 |
| Close |
0.7784 |
0.7778 |
-0.0006 |
-0.1% |
0.7787 |
| Range |
0.0050 |
0.0054 |
0.0004 |
8.0% |
0.0177 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
67,836 |
76,069 |
8,233 |
12.1% |
458,305 |
|
| Daily Pivots for day following 27-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7947 |
0.7916 |
0.7807 |
|
| R3 |
0.7893 |
0.7862 |
0.7792 |
|
| R2 |
0.7839 |
0.7839 |
0.7787 |
|
| R1 |
0.7808 |
0.7808 |
0.7782 |
0.7796 |
| PP |
0.7785 |
0.7785 |
0.7785 |
0.7779 |
| S1 |
0.7754 |
0.7754 |
0.7773 |
0.7742 |
| S2 |
0.7731 |
0.7731 |
0.7768 |
|
| S3 |
0.7677 |
0.7700 |
0.7763 |
|
| S4 |
0.7623 |
0.7646 |
0.7748 |
|
|
| 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 |
0.7815 |
0.7660 |
0.0155 |
2.0% |
0.0071 |
0.9% |
76% |
True |
False |
92,820 |
| 10 |
0.7815 |
0.7633 |
0.0182 |
2.3% |
0.0057 |
0.7% |
79% |
True |
False |
79,806 |
| 20 |
0.7849 |
0.7633 |
0.0216 |
2.8% |
0.0058 |
0.8% |
67% |
False |
False |
43,897 |
| 40 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0059 |
0.8% |
27% |
False |
False |
22,107 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
27% |
False |
False |
14,777 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
27% |
False |
False |
11,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8045 |
|
2.618 |
0.7956 |
|
1.618 |
0.7902 |
|
1.000 |
0.7869 |
|
0.618 |
0.7848 |
|
HIGH |
0.7815 |
|
0.618 |
0.7794 |
|
0.500 |
0.7788 |
|
0.382 |
0.7782 |
|
LOW |
0.7761 |
|
0.618 |
0.7728 |
|
1.000 |
0.7707 |
|
1.618 |
0.7674 |
|
2.618 |
0.7620 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 27-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7788 |
0.7778 |
| PP |
0.7785 |
0.7778 |
| S1 |
0.7781 |
0.7778 |
|