CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 23-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2018 |
23-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7841 |
0.7823 |
-0.0018 |
-0.2% |
0.7845 |
| High |
0.7866 |
0.7823 |
-0.0043 |
-0.5% |
0.7861 |
| Low |
0.7821 |
0.7764 |
-0.0057 |
-0.7% |
0.7759 |
| Close |
0.7826 |
0.7807 |
-0.0019 |
-0.2% |
0.7785 |
| Range |
0.0045 |
0.0059 |
0.0014 |
31.1% |
0.0101 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.4% |
0.0000 |
| Volume |
7,513 |
11,344 |
3,831 |
51.0% |
2,091 |
|
| Daily Pivots for day following 23-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7975 |
0.7950 |
0.7839 |
|
| R3 |
0.7916 |
0.7891 |
0.7823 |
|
| R2 |
0.7857 |
0.7857 |
0.7818 |
|
| R1 |
0.7832 |
0.7832 |
0.7812 |
0.7815 |
| PP |
0.7798 |
0.7798 |
0.7798 |
0.7790 |
| S1 |
0.7773 |
0.7773 |
0.7802 |
0.7756 |
| S2 |
0.7739 |
0.7739 |
0.7796 |
|
| S3 |
0.7680 |
0.7714 |
0.7791 |
|
| S4 |
0.7621 |
0.7655 |
0.7775 |
|
|
| Weekly Pivots for week ending 18-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8106 |
0.8047 |
0.7840 |
|
| R3 |
0.8004 |
0.7945 |
0.7812 |
|
| R2 |
0.7903 |
0.7903 |
0.7803 |
|
| R1 |
0.7844 |
0.7844 |
0.7794 |
0.7823 |
| PP |
0.7801 |
0.7801 |
0.7801 |
0.7791 |
| S1 |
0.7742 |
0.7742 |
0.7775 |
0.7721 |
| S2 |
0.7700 |
0.7700 |
0.7766 |
|
| S3 |
0.7598 |
0.7641 |
0.7757 |
|
| S4 |
0.7497 |
0.7539 |
0.7729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7866 |
0.7764 |
0.0102 |
1.3% |
0.0055 |
0.7% |
42% |
False |
True |
4,123 |
| 10 |
0.7875 |
0.7759 |
0.0116 |
1.5% |
0.0054 |
0.7% |
41% |
False |
False |
2,150 |
| 20 |
0.7875 |
0.7716 |
0.0160 |
2.0% |
0.0051 |
0.7% |
57% |
False |
False |
1,189 |
| 40 |
0.8000 |
0.7716 |
0.0285 |
3.6% |
0.0047 |
0.6% |
32% |
False |
False |
655 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0048 |
0.6% |
45% |
False |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8074 |
|
2.618 |
0.7977 |
|
1.618 |
0.7918 |
|
1.000 |
0.7882 |
|
0.618 |
0.7859 |
|
HIGH |
0.7823 |
|
0.618 |
0.7800 |
|
0.500 |
0.7794 |
|
0.382 |
0.7787 |
|
LOW |
0.7764 |
|
0.618 |
0.7728 |
|
1.000 |
0.7705 |
|
1.618 |
0.7669 |
|
2.618 |
0.7610 |
|
4.250 |
0.7513 |
|
|
| Fisher Pivots for day following 23-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7803 |
0.7815 |
| PP |
0.7798 |
0.7812 |
| S1 |
0.7794 |
0.7810 |
|