CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 25-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2018 |
25-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7812 |
0.7783 |
-0.0029 |
-0.4% |
0.7783 |
| High |
0.7813 |
0.7783 |
-0.0030 |
-0.4% |
0.7866 |
| Low |
0.7759 |
0.7720 |
-0.0040 |
-0.5% |
0.7720 |
| Close |
0.7780 |
0.7725 |
-0.0055 |
-0.7% |
0.7725 |
| Range |
0.0054 |
0.0063 |
0.0009 |
17.8% |
0.0146 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.5% |
0.0000 |
| Volume |
432 |
2,221 |
1,789 |
414.1% |
21,752 |
|
| Daily Pivots for day following 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7891 |
0.7760 |
|
| R3 |
0.7868 |
0.7828 |
0.7742 |
|
| R2 |
0.7805 |
0.7805 |
0.7737 |
|
| R1 |
0.7765 |
0.7765 |
0.7731 |
0.7754 |
| PP |
0.7742 |
0.7742 |
0.7742 |
0.7737 |
| S1 |
0.7702 |
0.7702 |
0.7719 |
0.7691 |
| S2 |
0.7679 |
0.7679 |
0.7713 |
|
| S3 |
0.7616 |
0.7639 |
0.7708 |
|
| S4 |
0.7553 |
0.7576 |
0.7690 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8114 |
0.7806 |
|
| R3 |
0.8063 |
0.7967 |
0.7765 |
|
| R2 |
0.7917 |
0.7917 |
0.7752 |
|
| R1 |
0.7821 |
0.7821 |
0.7738 |
0.7796 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7758 |
| S1 |
0.7674 |
0.7674 |
0.7712 |
0.7649 |
| S2 |
0.7624 |
0.7624 |
0.7698 |
|
| S3 |
0.7477 |
0.7528 |
0.7685 |
|
| S4 |
0.7331 |
0.7381 |
0.7644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7866 |
0.7720 |
0.0146 |
1.9% |
0.0057 |
0.7% |
4% |
False |
True |
4,350 |
| 10 |
0.7866 |
0.7720 |
0.0146 |
1.9% |
0.0056 |
0.7% |
4% |
False |
True |
2,384 |
| 20 |
0.7875 |
0.7716 |
0.0160 |
2.1% |
0.0053 |
0.7% |
6% |
False |
False |
1,294 |
| 40 |
0.8000 |
0.7716 |
0.0285 |
3.7% |
0.0049 |
0.6% |
3% |
False |
False |
717 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0048 |
0.6% |
21% |
False |
False |
516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8050 |
|
2.618 |
0.7947 |
|
1.618 |
0.7884 |
|
1.000 |
0.7845 |
|
0.618 |
0.7821 |
|
HIGH |
0.7783 |
|
0.618 |
0.7758 |
|
0.500 |
0.7751 |
|
0.382 |
0.7744 |
|
LOW |
0.7720 |
|
0.618 |
0.7681 |
|
1.000 |
0.7657 |
|
1.618 |
0.7618 |
|
2.618 |
0.7555 |
|
4.250 |
0.7452 |
|
|
| Fisher Pivots for day following 25-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7751 |
0.7771 |
| PP |
0.7742 |
0.7756 |
| S1 |
0.7734 |
0.7740 |
|