CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 12-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2018 |
12-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7947 |
0.7963 |
0.0016 |
0.2% |
0.7769 |
| High |
0.7983 |
0.7972 |
-0.0011 |
-0.1% |
0.7867 |
| Low |
0.7933 |
0.7933 |
0.0001 |
0.0% |
0.7735 |
| Close |
0.7960 |
0.7958 |
-0.0002 |
0.0% |
0.7836 |
| Range |
0.0051 |
0.0039 |
-0.0012 |
-23.8% |
0.0132 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
80,251 |
84,115 |
3,864 |
4.8% |
360,467 |
|
| Daily Pivots for day following 12-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8070 |
0.8052 |
0.7979 |
|
| R3 |
0.8031 |
0.8014 |
0.7968 |
|
| R2 |
0.7993 |
0.7993 |
0.7965 |
|
| R1 |
0.7975 |
0.7975 |
0.7961 |
0.7965 |
| PP |
0.7954 |
0.7954 |
0.7954 |
0.7949 |
| S1 |
0.7936 |
0.7936 |
0.7954 |
0.7926 |
| S2 |
0.7915 |
0.7915 |
0.7950 |
|
| S3 |
0.7877 |
0.7898 |
0.7947 |
|
| S4 |
0.7838 |
0.7859 |
0.7936 |
|
|
| 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% |
0.0058 |
0.7% |
85% |
False |
False |
78,673 |
| 10 |
0.7983 |
0.7735 |
0.0248 |
3.1% |
0.0057 |
0.7% |
90% |
False |
False |
74,783 |
| 20 |
0.7983 |
0.7633 |
0.0350 |
4.4% |
0.0057 |
0.7% |
93% |
False |
False |
79,352 |
| 40 |
0.8046 |
0.7633 |
0.0413 |
5.2% |
0.0058 |
0.7% |
79% |
False |
False |
42,787 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0058 |
0.7% |
60% |
False |
False |
28,577 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.8% |
0.0055 |
0.7% |
60% |
False |
False |
21,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8135 |
|
2.618 |
0.8072 |
|
1.618 |
0.8034 |
|
1.000 |
0.8010 |
|
0.618 |
0.7995 |
|
HIGH |
0.7972 |
|
0.618 |
0.7957 |
|
0.500 |
0.7952 |
|
0.382 |
0.7948 |
|
LOW |
0.7933 |
|
0.618 |
0.7909 |
|
1.000 |
0.7894 |
|
1.618 |
0.7871 |
|
2.618 |
0.7832 |
|
4.250 |
0.7769 |
|
|
| Fisher Pivots for day following 12-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7956 |
0.7949 |
| PP |
0.7954 |
0.7940 |
| S1 |
0.7952 |
0.7931 |
|