CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 18-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2018 |
18-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7643 |
0.7589 |
-0.0054 |
-0.7% |
0.7724 |
| High |
0.7646 |
0.7611 |
-0.0035 |
-0.5% |
0.7737 |
| Low |
0.7583 |
0.7567 |
-0.0016 |
-0.2% |
0.7583 |
| Close |
0.7600 |
0.7579 |
-0.0021 |
-0.3% |
0.7600 |
| Range |
0.0063 |
0.0044 |
-0.0019 |
-30.2% |
0.0154 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
107,927 |
72,872 |
-35,055 |
-32.5% |
283,039 |
|
| Daily Pivots for day following 18-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7692 |
0.7603 |
|
| R3 |
0.7674 |
0.7648 |
0.7591 |
|
| R2 |
0.7630 |
0.7630 |
0.7587 |
|
| R1 |
0.7604 |
0.7604 |
0.7583 |
0.7595 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7581 |
| S1 |
0.7560 |
0.7560 |
0.7574 |
0.7551 |
| S2 |
0.7542 |
0.7542 |
0.7570 |
|
| S3 |
0.7498 |
0.7516 |
0.7566 |
|
| S4 |
0.7454 |
0.7472 |
0.7554 |
|
|
| 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 |
0.7567 |
0.0170 |
2.2% |
0.0058 |
0.8% |
7% |
False |
True |
67,239 |
| 10 |
0.7795 |
0.7567 |
0.0228 |
3.0% |
0.0060 |
0.8% |
5% |
False |
True |
37,550 |
| 20 |
0.7866 |
0.7567 |
0.0299 |
3.9% |
0.0061 |
0.8% |
4% |
False |
True |
20,673 |
| 40 |
0.7875 |
0.7567 |
0.0308 |
4.1% |
0.0055 |
0.7% |
4% |
False |
True |
10,472 |
| 60 |
0.8000 |
0.7567 |
0.0433 |
5.7% |
0.0052 |
0.7% |
3% |
False |
True |
7,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7798 |
|
2.618 |
0.7726 |
|
1.618 |
0.7682 |
|
1.000 |
0.7655 |
|
0.618 |
0.7638 |
|
HIGH |
0.7611 |
|
0.618 |
0.7594 |
|
0.500 |
0.7589 |
|
0.382 |
0.7584 |
|
LOW |
0.7567 |
|
0.618 |
0.7540 |
|
1.000 |
0.7523 |
|
1.618 |
0.7496 |
|
2.618 |
0.7452 |
|
4.250 |
0.7380 |
|
|
| Fisher Pivots for day following 18-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7589 |
0.7652 |
| PP |
0.7586 |
0.7627 |
| S1 |
0.7582 |
0.7603 |
|