CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2018 |
13-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7716 |
0.7697 |
-0.0019 |
-0.2% |
0.7735 |
| High |
0.7719 |
0.7733 |
0.0014 |
0.2% |
0.7795 |
| Low |
0.7689 |
0.7676 |
-0.0013 |
-0.2% |
0.7670 |
| Close |
0.7697 |
0.7707 |
0.0010 |
0.1% |
0.7747 |
| Range |
0.0030 |
0.0057 |
0.0027 |
91.5% |
0.0125 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
37,734 |
38,635 |
901 |
2.4% |
20,703 |
|
| Daily Pivots for day following 13-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7875 |
0.7847 |
0.7738 |
|
| R3 |
0.7818 |
0.7791 |
0.7722 |
|
| R2 |
0.7762 |
0.7762 |
0.7717 |
|
| R1 |
0.7734 |
0.7734 |
0.7712 |
0.7748 |
| PP |
0.7705 |
0.7705 |
0.7705 |
0.7712 |
| S1 |
0.7678 |
0.7678 |
0.7701 |
0.7691 |
| S2 |
0.7649 |
0.7649 |
0.7696 |
|
| S3 |
0.7592 |
0.7621 |
0.7691 |
|
| S4 |
0.7536 |
0.7565 |
0.7675 |
|
|
| Weekly Pivots for week ending 08-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8111 |
0.8053 |
0.7815 |
|
| R3 |
0.7986 |
0.7929 |
0.7781 |
|
| R2 |
0.7862 |
0.7862 |
0.7770 |
|
| R1 |
0.7804 |
0.7804 |
0.7758 |
0.7833 |
| PP |
0.7737 |
0.7737 |
0.7737 |
0.7752 |
| S1 |
0.7680 |
0.7680 |
0.7736 |
0.7709 |
| S2 |
0.7613 |
0.7613 |
0.7724 |
|
| S3 |
0.7488 |
0.7555 |
0.7713 |
|
| S4 |
0.7364 |
0.7431 |
0.7679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7754 |
0.7676 |
0.0078 |
1.0% |
0.0047 |
0.6% |
39% |
False |
True |
22,275 |
| 10 |
0.7817 |
0.7670 |
0.0147 |
1.9% |
0.0057 |
0.7% |
25% |
False |
False |
12,759 |
| 20 |
0.7866 |
0.7670 |
0.0196 |
2.5% |
0.0059 |
0.8% |
19% |
False |
False |
7,775 |
| 40 |
0.7988 |
0.7670 |
0.0318 |
4.1% |
0.0054 |
0.7% |
11% |
False |
False |
3,990 |
| 60 |
0.8000 |
0.7667 |
0.0333 |
4.3% |
0.0051 |
0.7% |
12% |
False |
False |
2,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7973 |
|
2.618 |
0.7880 |
|
1.618 |
0.7824 |
|
1.000 |
0.7789 |
|
0.618 |
0.7767 |
|
HIGH |
0.7733 |
|
0.618 |
0.7711 |
|
0.500 |
0.7704 |
|
0.382 |
0.7698 |
|
LOW |
0.7676 |
|
0.618 |
0.7641 |
|
1.000 |
0.7620 |
|
1.618 |
0.7585 |
|
2.618 |
0.7528 |
|
4.250 |
0.7436 |
|
|
| Fisher Pivots for day following 13-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7706 |
| PP |
0.7705 |
0.7706 |
| S1 |
0.7704 |
0.7705 |
|