CME Canadian Dollar Future June 2018
| Trading Metrics calculated at close of trading on 19-Apr-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2018 |
19-Apr-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7978 |
0.7930 |
-0.0049 |
-0.6% |
0.7836 |
| High |
0.7978 |
0.7955 |
-0.0024 |
-0.3% |
0.7983 |
| Low |
0.7908 |
0.7897 |
-0.0011 |
-0.1% |
0.7811 |
| Close |
0.7925 |
0.7901 |
-0.0024 |
-0.3% |
0.7939 |
| Range |
0.0070 |
0.0058 |
-0.0013 |
-17.9% |
0.0173 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
| Volume |
118,190 |
77,192 |
-40,998 |
-34.7% |
381,543 |
|
| Daily Pivots for day following 19-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8090 |
0.8053 |
0.7933 |
|
| R3 |
0.8033 |
0.7996 |
0.7917 |
|
| R2 |
0.7975 |
0.7975 |
0.7912 |
|
| R1 |
0.7938 |
0.7938 |
0.7906 |
0.7928 |
| PP |
0.7918 |
0.7918 |
0.7918 |
0.7912 |
| S1 |
0.7881 |
0.7881 |
0.7896 |
0.7870 |
| S2 |
0.7860 |
0.7860 |
0.7890 |
|
| S3 |
0.7803 |
0.7823 |
0.7885 |
|
| S4 |
0.7745 |
0.7766 |
0.7869 |
|
|
| Weekly Pivots for week ending 13-Apr-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8428 |
0.8356 |
0.8034 |
|
| R3 |
0.8256 |
0.8184 |
0.7986 |
|
| R2 |
0.8083 |
0.8083 |
0.7971 |
|
| R1 |
0.8011 |
0.8011 |
0.7955 |
0.8047 |
| PP |
0.7911 |
0.7911 |
0.7911 |
0.7929 |
| S1 |
0.7839 |
0.7839 |
0.7923 |
0.7875 |
| S2 |
0.7738 |
0.7738 |
0.7907 |
|
| S3 |
0.7566 |
0.7666 |
0.7892 |
|
| S4 |
0.7393 |
0.7494 |
0.7844 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7992 |
0.7897 |
0.0095 |
1.2% |
0.0048 |
0.6% |
4% |
False |
True |
74,344 |
| 10 |
0.7992 |
0.7811 |
0.0182 |
2.3% |
0.0053 |
0.7% |
50% |
False |
False |
76,509 |
| 20 |
0.7992 |
0.7735 |
0.0257 |
3.3% |
0.0055 |
0.7% |
65% |
False |
False |
77,065 |
| 40 |
0.7992 |
0.7633 |
0.0359 |
4.5% |
0.0056 |
0.7% |
75% |
False |
False |
52,025 |
| 60 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0057 |
0.7% |
49% |
False |
False |
34,764 |
| 80 |
0.8175 |
0.7633 |
0.0542 |
6.9% |
0.0055 |
0.7% |
49% |
False |
False |
26,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8199 |
|
2.618 |
0.8105 |
|
1.618 |
0.8048 |
|
1.000 |
0.8012 |
|
0.618 |
0.7990 |
|
HIGH |
0.7955 |
|
0.618 |
0.7933 |
|
0.500 |
0.7926 |
|
0.382 |
0.7919 |
|
LOW |
0.7897 |
|
0.618 |
0.7861 |
|
1.000 |
0.7840 |
|
1.618 |
0.7804 |
|
2.618 |
0.7746 |
|
4.250 |
0.7653 |
|
|
| Fisher Pivots for day following 19-Apr-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7926 |
0.7945 |
| PP |
0.7918 |
0.7930 |
| S1 |
0.7909 |
0.7916 |
|