CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 30-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2018 |
30-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7728 |
0.7701 |
-0.0028 |
-0.4% |
0.7783 |
| High |
0.7730 |
0.7808 |
0.0078 |
1.0% |
0.7866 |
| Low |
0.7685 |
0.7689 |
0.0005 |
0.1% |
0.7720 |
| Close |
0.7698 |
0.7783 |
0.0085 |
1.1% |
0.7725 |
| Range |
0.0045 |
0.0119 |
0.0073 |
163.3% |
0.0146 |
| ATR |
0.0052 |
0.0057 |
0.0005 |
9.0% |
0.0000 |
| Volume |
1,364 |
2,923 |
1,559 |
114.3% |
21,752 |
|
| Daily Pivots for day following 30-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8115 |
0.8068 |
0.7848 |
|
| R3 |
0.7997 |
0.7949 |
0.7816 |
|
| R2 |
0.7878 |
0.7878 |
0.7805 |
|
| R1 |
0.7831 |
0.7831 |
0.7794 |
0.7855 |
| PP |
0.7760 |
0.7760 |
0.7760 |
0.7772 |
| S1 |
0.7712 |
0.7712 |
0.7772 |
0.7736 |
| S2 |
0.7641 |
0.7641 |
0.7761 |
|
| S3 |
0.7523 |
0.7594 |
0.7750 |
|
| S4 |
0.7404 |
0.7475 |
0.7718 |
|
|
| 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 |
0.7823 |
0.7685 |
0.0139 |
1.8% |
0.0068 |
0.9% |
71% |
False |
False |
3,656 |
| 10 |
0.7866 |
0.7685 |
0.0182 |
2.3% |
0.0061 |
0.8% |
54% |
False |
False |
2,791 |
| 20 |
0.7875 |
0.7685 |
0.0191 |
2.4% |
0.0057 |
0.7% |
52% |
False |
False |
1,488 |
| 40 |
0.8000 |
0.7685 |
0.0316 |
4.1% |
0.0050 |
0.6% |
31% |
False |
False |
820 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0049 |
0.6% |
38% |
False |
False |
582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8311 |
|
2.618 |
0.8118 |
|
1.618 |
0.7999 |
|
1.000 |
0.7926 |
|
0.618 |
0.7881 |
|
HIGH |
0.7808 |
|
0.618 |
0.7762 |
|
0.500 |
0.7748 |
|
0.382 |
0.7734 |
|
LOW |
0.7689 |
|
0.618 |
0.7616 |
|
1.000 |
0.7571 |
|
1.618 |
0.7497 |
|
2.618 |
0.7379 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 30-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7771 |
0.7771 |
| PP |
0.7760 |
0.7758 |
| S1 |
0.7748 |
0.7746 |
|