CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 15-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2018 |
15-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7717 |
0.7643 |
-0.0074 |
-1.0% |
0.7724 |
| High |
0.7737 |
0.7646 |
-0.0091 |
-1.2% |
0.7737 |
| Low |
0.7642 |
0.7583 |
-0.0059 |
-0.8% |
0.7583 |
| Close |
0.7647 |
0.7600 |
-0.0047 |
-0.6% |
0.7600 |
| Range |
0.0095 |
0.0063 |
-0.0032 |
-33.7% |
0.0154 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.4% |
0.0000 |
| Volume |
79,027 |
107,927 |
28,900 |
36.6% |
283,039 |
|
| Daily Pivots for day following 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7762 |
0.7634 |
|
| R3 |
0.7736 |
0.7699 |
0.7617 |
|
| R2 |
0.7673 |
0.7673 |
0.7611 |
|
| R1 |
0.7636 |
0.7636 |
0.7605 |
0.7623 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7603 |
| S1 |
0.7573 |
0.7573 |
0.7594 |
0.7560 |
| S2 |
0.7547 |
0.7547 |
0.7588 |
|
| S3 |
0.7484 |
0.7510 |
0.7582 |
|
| S4 |
0.7421 |
0.7447 |
0.7565 |
|
|
| Weekly Pivots for week ending 15-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8100 |
0.8003 |
0.7684 |
|
| R3 |
0.7947 |
0.7850 |
0.7642 |
|
| R2 |
0.7793 |
0.7793 |
0.7628 |
|
| R1 |
0.7696 |
0.7696 |
0.7614 |
0.7668 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7626 |
| S1 |
0.7543 |
0.7543 |
0.7585 |
0.7514 |
| S2 |
0.7486 |
0.7486 |
0.7571 |
|
| S3 |
0.7333 |
0.7389 |
0.7557 |
|
| S4 |
0.7179 |
0.7236 |
0.7515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7737 |
0.7583 |
0.0154 |
2.0% |
0.0057 |
0.8% |
11% |
False |
True |
56,607 |
| 10 |
0.7795 |
0.7583 |
0.0212 |
2.8% |
0.0059 |
0.8% |
8% |
False |
True |
30,374 |
| 20 |
0.7866 |
0.7583 |
0.0283 |
3.7% |
0.0062 |
0.8% |
6% |
False |
True |
17,056 |
| 40 |
0.7931 |
0.7583 |
0.0348 |
4.6% |
0.0055 |
0.7% |
5% |
False |
True |
8,657 |
| 60 |
0.8000 |
0.7583 |
0.0417 |
5.5% |
0.0052 |
0.7% |
4% |
False |
True |
5,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7914 |
|
2.618 |
0.7811 |
|
1.618 |
0.7748 |
|
1.000 |
0.7709 |
|
0.618 |
0.7685 |
|
HIGH |
0.7646 |
|
0.618 |
0.7622 |
|
0.500 |
0.7615 |
|
0.382 |
0.7607 |
|
LOW |
0.7583 |
|
0.618 |
0.7544 |
|
1.000 |
0.7520 |
|
1.618 |
0.7481 |
|
2.618 |
0.7418 |
|
4.250 |
0.7315 |
|
|
| Fisher Pivots for day following 15-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7660 |
| PP |
0.7610 |
0.7640 |
| S1 |
0.7605 |
0.7620 |
|