CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 28-Mar-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2018 |
28-Mar-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7795 |
0.7774 |
-0.0021 |
-0.3% |
0.7650 |
| High |
0.7815 |
0.7786 |
-0.0030 |
-0.4% |
0.7810 |
| Low |
0.7761 |
0.7743 |
-0.0018 |
-0.2% |
0.7633 |
| Close |
0.7778 |
0.7756 |
-0.0022 |
-0.3% |
0.7787 |
| Range |
0.0054 |
0.0043 |
-0.0012 |
-21.3% |
0.0177 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
76,069 |
81,442 |
5,373 |
7.1% |
458,305 |
|
| Daily Pivots for day following 28-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7865 |
0.7779 |
|
| R3 |
0.7846 |
0.7822 |
0.7767 |
|
| R2 |
0.7804 |
0.7804 |
0.7763 |
|
| R1 |
0.7780 |
0.7780 |
0.7759 |
0.7771 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7757 |
| S1 |
0.7737 |
0.7737 |
0.7752 |
0.7728 |
| S2 |
0.7719 |
0.7719 |
0.7748 |
|
| S3 |
0.7676 |
0.7695 |
0.7744 |
|
| S4 |
0.7634 |
0.7652 |
0.7732 |
|
|
| 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 |
0.7736 |
0.0080 |
1.0% |
0.0057 |
0.7% |
25% |
False |
False |
84,351 |
| 10 |
0.7815 |
0.7633 |
0.0182 |
2.3% |
0.0058 |
0.7% |
67% |
False |
False |
83,921 |
| 20 |
0.7827 |
0.7633 |
0.0194 |
2.5% |
0.0058 |
0.8% |
63% |
False |
False |
47,915 |
| 40 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0059 |
0.8% |
23% |
False |
False |
24,141 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0057 |
0.7% |
23% |
False |
False |
16,131 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
7.0% |
0.0054 |
0.7% |
23% |
False |
False |
12,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7966 |
|
2.618 |
0.7897 |
|
1.618 |
0.7854 |
|
1.000 |
0.7828 |
|
0.618 |
0.7812 |
|
HIGH |
0.7786 |
|
0.618 |
0.7769 |
|
0.500 |
0.7764 |
|
0.382 |
0.7759 |
|
LOW |
0.7743 |
|
0.618 |
0.7717 |
|
1.000 |
0.7701 |
|
1.618 |
0.7674 |
|
2.618 |
0.7632 |
|
4.250 |
0.7562 |
|
|
| Fisher Pivots for day following 28-Mar-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7764 |
0.7779 |
| PP |
0.7761 |
0.7771 |
| S1 |
0.7758 |
0.7763 |
|