CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 19-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2018 |
19-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7589 |
0.7587 |
-0.0002 |
0.0% |
0.7724 |
| High |
0.7611 |
0.7589 |
-0.0022 |
-0.3% |
0.7737 |
| Low |
0.7567 |
0.7536 |
-0.0031 |
-0.4% |
0.7583 |
| Close |
0.7579 |
0.7542 |
-0.0037 |
-0.5% |
0.7600 |
| Range |
0.0044 |
0.0053 |
0.0009 |
20.5% |
0.0154 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
72,872 |
74,859 |
1,987 |
2.7% |
283,039 |
|
| Daily Pivots for day following 19-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7681 |
0.7571 |
|
| R3 |
0.7662 |
0.7628 |
0.7556 |
|
| R2 |
0.7609 |
0.7609 |
0.7551 |
|
| R1 |
0.7575 |
0.7575 |
0.7546 |
0.7565 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7551 |
| S1 |
0.7522 |
0.7522 |
0.7537 |
0.7512 |
| S2 |
0.7503 |
0.7503 |
0.7532 |
|
| S3 |
0.7450 |
0.7469 |
0.7527 |
|
| S4 |
0.7397 |
0.7416 |
0.7512 |
|
|
| 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 |
0.7536 |
0.0201 |
2.7% |
0.0062 |
0.8% |
3% |
False |
True |
74,664 |
| 10 |
0.7795 |
0.7536 |
0.0259 |
3.4% |
0.0056 |
0.7% |
2% |
False |
True |
44,785 |
| 20 |
0.7866 |
0.7536 |
0.0330 |
4.4% |
0.0060 |
0.8% |
2% |
False |
True |
24,404 |
| 40 |
0.7875 |
0.7536 |
0.0339 |
4.5% |
0.0055 |
0.7% |
2% |
False |
True |
12,340 |
| 60 |
0.8000 |
0.7536 |
0.0464 |
6.2% |
0.0051 |
0.7% |
1% |
False |
True |
8,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7814 |
|
2.618 |
0.7728 |
|
1.618 |
0.7675 |
|
1.000 |
0.7642 |
|
0.618 |
0.7622 |
|
HIGH |
0.7589 |
|
0.618 |
0.7569 |
|
0.500 |
0.7563 |
|
0.382 |
0.7556 |
|
LOW |
0.7536 |
|
0.618 |
0.7503 |
|
1.000 |
0.7483 |
|
1.618 |
0.7450 |
|
2.618 |
0.7397 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 19-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7563 |
0.7591 |
| PP |
0.7556 |
0.7575 |
| S1 |
0.7549 |
0.7558 |
|