CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 11-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2018 |
11-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7884 |
0.7947 |
0.0063 |
0.8% |
0.7769 |
| High |
0.7954 |
0.7983 |
0.0029 |
0.4% |
0.7867 |
| Low |
0.7879 |
0.7933 |
0.0053 |
0.7% |
0.7735 |
| Close |
0.7951 |
0.7960 |
0.0009 |
0.1% |
0.7836 |
| Range |
0.0075 |
0.0051 |
-0.0025 |
-32.7% |
0.0132 |
| ATR |
0.0059 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
87,114 |
80,251 |
-6,863 |
-7.9% |
360,467 |
|
| Daily Pivots for day following 11-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8110 |
0.8085 |
0.7987 |
|
| R3 |
0.8059 |
0.8035 |
0.7973 |
|
| R2 |
0.8009 |
0.8009 |
0.7969 |
|
| R1 |
0.7984 |
0.7984 |
0.7964 |
0.7997 |
| PP |
0.7958 |
0.7958 |
0.7958 |
0.7965 |
| S1 |
0.7934 |
0.7934 |
0.7955 |
0.7946 |
| S2 |
0.7908 |
0.7908 |
0.7950 |
|
| S3 |
0.7857 |
0.7883 |
0.7946 |
|
| S4 |
0.7807 |
0.7833 |
0.7932 |
|
|
| Weekly Pivots for week ending 06-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8209 |
0.8154 |
0.7908 |
|
| R3 |
0.8077 |
0.8022 |
0.7872 |
|
| R2 |
0.7945 |
0.7945 |
0.7860 |
|
| R1 |
0.7890 |
0.7890 |
0.7848 |
0.7917 |
| PP |
0.7813 |
0.7813 |
0.7813 |
0.7826 |
| S1 |
0.7758 |
0.7758 |
0.7823 |
0.7785 |
| S2 |
0.7680 |
0.7680 |
0.7811 |
|
| S3 |
0.7548 |
0.7626 |
0.7799 |
|
| S4 |
0.7416 |
0.7494 |
0.7763 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7983 |
0.7811 |
0.0173 |
2.2% |
0.0057 |
0.7% |
86% |
True |
False |
75,990 |
| 10 |
0.7983 |
0.7735 |
0.0248 |
3.1% |
0.0057 |
0.7% |
91% |
True |
False |
74,516 |
| 20 |
0.7983 |
0.7633 |
0.0350 |
4.4% |
0.0057 |
0.7% |
93% |
True |
False |
77,161 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.2% |
0.0058 |
0.7% |
79% |
False |
False |
40,689 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0058 |
0.7% |
60% |
False |
False |
27,177 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0055 |
0.7% |
60% |
False |
False |
20,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8198 |
|
2.618 |
0.8115 |
|
1.618 |
0.8065 |
|
1.000 |
0.8034 |
|
0.618 |
0.8014 |
|
HIGH |
0.7983 |
|
0.618 |
0.7964 |
|
0.500 |
0.7958 |
|
0.382 |
0.7952 |
|
LOW |
0.7933 |
|
0.618 |
0.7901 |
|
1.000 |
0.7882 |
|
1.618 |
0.7851 |
|
2.618 |
0.7800 |
|
4.250 |
0.7718 |
|
|
| Fisher Pivots for day following 11-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7959 |
0.7939 |
| PP |
0.7958 |
0.7918 |
| S1 |
0.7958 |
0.7897 |
|