CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 05-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2018 |
05-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7819 |
0.7842 |
0.0023 |
0.3% |
0.7767 |
| High |
0.7850 |
0.7857 |
0.0007 |
0.1% |
0.7815 |
| Low |
0.7795 |
0.7820 |
0.0025 |
0.3% |
0.7738 |
| Close |
0.7829 |
0.7850 |
0.0021 |
0.3% |
0.7763 |
| Range |
0.0055 |
0.0037 |
-0.0018 |
-31.8% |
0.0077 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
81,415 |
70,702 |
-10,713 |
-13.2% |
292,424 |
|
| Daily Pivots for day following 05-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7955 |
0.7940 |
0.7871 |
|
| R3 |
0.7917 |
0.7902 |
0.7860 |
|
| R2 |
0.7880 |
0.7880 |
0.7857 |
|
| R1 |
0.7865 |
0.7865 |
0.7853 |
0.7872 |
| PP |
0.7842 |
0.7842 |
0.7842 |
0.7846 |
| S1 |
0.7827 |
0.7827 |
0.7847 |
0.7835 |
| S2 |
0.7805 |
0.7805 |
0.7843 |
|
| S3 |
0.7767 |
0.7790 |
0.7840 |
|
| S4 |
0.7730 |
0.7752 |
0.7829 |
|
|
| Weekly Pivots for week ending 30-Mar-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8003 |
0.7960 |
0.7805 |
|
| R3 |
0.7926 |
0.7883 |
0.7784 |
|
| R2 |
0.7849 |
0.7849 |
0.7777 |
|
| R1 |
0.7806 |
0.7806 |
0.7770 |
0.7789 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7763 |
| S1 |
0.7729 |
0.7729 |
0.7755 |
0.7712 |
| S2 |
0.7695 |
0.7695 |
0.7748 |
|
| S3 |
0.7618 |
0.7652 |
0.7741 |
|
| S4 |
0.7541 |
0.7575 |
0.7720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7857 |
0.7735 |
0.0122 |
1.6% |
0.0056 |
0.7% |
94% |
True |
False |
70,893 |
| 10 |
0.7857 |
0.7735 |
0.0122 |
1.6% |
0.0056 |
0.7% |
94% |
True |
False |
77,622 |
| 20 |
0.7857 |
0.7633 |
0.0224 |
2.9% |
0.0056 |
0.7% |
97% |
True |
False |
65,045 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.3% |
0.0057 |
0.7% |
53% |
False |
False |
32,979 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
40% |
False |
False |
22,034 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0054 |
0.7% |
40% |
False |
False |
16,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7955 |
|
1.618 |
0.7918 |
|
1.000 |
0.7894 |
|
0.618 |
0.7880 |
|
HIGH |
0.7857 |
|
0.618 |
0.7843 |
|
0.500 |
0.7838 |
|
0.382 |
0.7834 |
|
LOW |
0.7820 |
|
0.618 |
0.7796 |
|
1.000 |
0.7782 |
|
1.618 |
0.7759 |
|
2.618 |
0.7721 |
|
4.250 |
0.7660 |
|
|
| Fisher Pivots for day following 05-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7846 |
0.7834 |
| PP |
0.7842 |
0.7818 |
| S1 |
0.7838 |
0.7803 |
|