CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 24-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2018 |
24-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7823 |
0.7812 |
-0.0012 |
-0.1% |
0.7845 |
| High |
0.7823 |
0.7813 |
-0.0010 |
-0.1% |
0.7861 |
| Low |
0.7764 |
0.7759 |
-0.0005 |
-0.1% |
0.7759 |
| Close |
0.7807 |
0.7780 |
-0.0028 |
-0.4% |
0.7785 |
| Range |
0.0059 |
0.0054 |
-0.0005 |
-9.3% |
0.0101 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.2% |
0.0000 |
| Volume |
11,344 |
432 |
-10,912 |
-96.2% |
2,091 |
|
| Daily Pivots for day following 24-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7944 |
0.7915 |
0.7809 |
|
| R3 |
0.7891 |
0.7862 |
0.7794 |
|
| R2 |
0.7837 |
0.7837 |
0.7789 |
|
| R1 |
0.7808 |
0.7808 |
0.7784 |
0.7796 |
| PP |
0.7784 |
0.7784 |
0.7784 |
0.7778 |
| S1 |
0.7755 |
0.7755 |
0.7775 |
0.7743 |
| S2 |
0.7730 |
0.7730 |
0.7770 |
|
| S3 |
0.7677 |
0.7701 |
0.7765 |
|
| S4 |
0.7623 |
0.7648 |
0.7750 |
|
|
| 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 |
0.7759 |
0.0107 |
1.4% |
0.0058 |
0.7% |
19% |
False |
True |
4,014 |
| 10 |
0.7875 |
0.7759 |
0.0116 |
1.5% |
0.0053 |
0.7% |
18% |
False |
True |
2,171 |
| 20 |
0.7875 |
0.7716 |
0.0160 |
2.1% |
0.0052 |
0.7% |
40% |
False |
False |
1,190 |
| 40 |
0.8000 |
0.7716 |
0.0285 |
3.7% |
0.0048 |
0.6% |
22% |
False |
False |
664 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0048 |
0.6% |
37% |
False |
False |
481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8040 |
|
2.618 |
0.7953 |
|
1.618 |
0.7899 |
|
1.000 |
0.7866 |
|
0.618 |
0.7846 |
|
HIGH |
0.7813 |
|
0.618 |
0.7792 |
|
0.500 |
0.7786 |
|
0.382 |
0.7779 |
|
LOW |
0.7759 |
|
0.618 |
0.7726 |
|
1.000 |
0.7706 |
|
1.618 |
0.7672 |
|
2.618 |
0.7619 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 24-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7786 |
0.7813 |
| PP |
0.7784 |
0.7802 |
| S1 |
0.7782 |
0.7791 |
|