CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 29-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2018 |
29-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7728 |
-0.0055 |
-0.7% |
0.7783 |
| High |
0.7783 |
0.7730 |
-0.0053 |
-0.7% |
0.7866 |
| Low |
0.7720 |
0.7685 |
-0.0035 |
-0.5% |
0.7720 |
| Close |
0.7725 |
0.7698 |
-0.0027 |
-0.3% |
0.7725 |
| Range |
0.0063 |
0.0045 |
-0.0018 |
-28.6% |
0.0146 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,221 |
1,364 |
-857 |
-38.6% |
21,752 |
|
| Daily Pivots for day following 29-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7839 |
0.7814 |
0.7723 |
|
| R3 |
0.7794 |
0.7769 |
0.7710 |
|
| R2 |
0.7749 |
0.7749 |
0.7706 |
|
| R1 |
0.7724 |
0.7724 |
0.7702 |
0.7714 |
| PP |
0.7704 |
0.7704 |
0.7704 |
0.7699 |
| S1 |
0.7678 |
0.7678 |
0.7694 |
0.7669 |
| S2 |
0.7659 |
0.7659 |
0.7690 |
|
| S3 |
0.7614 |
0.7633 |
0.7686 |
|
| S4 |
0.7569 |
0.7588 |
0.7673 |
|
|
| 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 |
0.7685 |
0.0182 |
2.4% |
0.0053 |
0.7% |
7% |
False |
True |
4,574 |
| 10 |
0.7866 |
0.7685 |
0.0182 |
2.4% |
0.0057 |
0.7% |
7% |
False |
True |
2,512 |
| 20 |
0.7875 |
0.7685 |
0.0191 |
2.5% |
0.0054 |
0.7% |
7% |
False |
True |
1,355 |
| 40 |
0.8000 |
0.7685 |
0.0316 |
4.1% |
0.0049 |
0.6% |
4% |
False |
True |
750 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0048 |
0.6% |
14% |
False |
False |
535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7921 |
|
2.618 |
0.7847 |
|
1.618 |
0.7802 |
|
1.000 |
0.7775 |
|
0.618 |
0.7757 |
|
HIGH |
0.7730 |
|
0.618 |
0.7712 |
|
0.500 |
0.7707 |
|
0.382 |
0.7702 |
|
LOW |
0.7685 |
|
0.618 |
0.7657 |
|
1.000 |
0.7639 |
|
1.618 |
0.7612 |
|
2.618 |
0.7567 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 29-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7707 |
0.7749 |
| PP |
0.7704 |
0.7732 |
| S1 |
0.7701 |
0.7715 |
|