CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 14-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2018 |
14-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7697 |
0.7717 |
0.0020 |
0.3% |
0.7735 |
| High |
0.7733 |
0.7737 |
0.0004 |
0.1% |
0.7795 |
| Low |
0.7676 |
0.7642 |
-0.0034 |
-0.4% |
0.7670 |
| Close |
0.7707 |
0.7647 |
-0.0060 |
-0.8% |
0.7747 |
| Range |
0.0057 |
0.0095 |
0.0039 |
68.1% |
0.0125 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.7% |
0.0000 |
| Volume |
38,635 |
79,027 |
40,392 |
104.5% |
20,703 |
|
| Daily Pivots for day following 14-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7960 |
0.7898 |
0.7699 |
|
| R3 |
0.7865 |
0.7803 |
0.7673 |
|
| R2 |
0.7770 |
0.7770 |
0.7664 |
|
| R1 |
0.7708 |
0.7708 |
0.7655 |
0.7692 |
| PP |
0.7675 |
0.7675 |
0.7675 |
0.7667 |
| S1 |
0.7613 |
0.7613 |
0.7638 |
0.7597 |
| S2 |
0.7580 |
0.7580 |
0.7629 |
|
| S3 |
0.7485 |
0.7518 |
0.7620 |
|
| S4 |
0.7390 |
0.7423 |
0.7594 |
|
|
| 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 |
0.7642 |
0.0112 |
1.5% |
0.0059 |
0.8% |
4% |
False |
True |
36,822 |
| 10 |
0.7795 |
0.7642 |
0.0153 |
2.0% |
0.0056 |
0.7% |
3% |
False |
True |
19,788 |
| 20 |
0.7866 |
0.7642 |
0.0224 |
2.9% |
0.0061 |
0.8% |
2% |
False |
True |
11,709 |
| 40 |
0.7962 |
0.7642 |
0.0320 |
4.2% |
0.0055 |
0.7% |
2% |
False |
True |
5,962 |
| 60 |
0.8000 |
0.7642 |
0.0358 |
4.7% |
0.0052 |
0.7% |
1% |
False |
True |
4,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8140 |
|
2.618 |
0.7985 |
|
1.618 |
0.7890 |
|
1.000 |
0.7832 |
|
0.618 |
0.7795 |
|
HIGH |
0.7737 |
|
0.618 |
0.7700 |
|
0.500 |
0.7689 |
|
0.382 |
0.7678 |
|
LOW |
0.7642 |
|
0.618 |
0.7583 |
|
1.000 |
0.7547 |
|
1.618 |
0.7488 |
|
2.618 |
0.7393 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 14-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7689 |
0.7689 |
| PP |
0.7675 |
0.7675 |
| S1 |
0.7661 |
0.7661 |
|