CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 20-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2018 |
20-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7541 |
-0.0046 |
-0.6% |
0.7724 |
| High |
0.7589 |
0.7548 |
-0.0042 |
-0.5% |
0.7737 |
| Low |
0.7536 |
0.7517 |
-0.0020 |
-0.3% |
0.7583 |
| Close |
0.7542 |
0.7523 |
-0.0019 |
-0.3% |
0.7600 |
| Range |
0.0053 |
0.0031 |
-0.0022 |
-41.5% |
0.0154 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
74,859 |
73,904 |
-955 |
-1.3% |
283,039 |
|
| Daily Pivots for day following 20-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7603 |
0.7540 |
|
| R3 |
0.7591 |
0.7572 |
0.7531 |
|
| R2 |
0.7560 |
0.7560 |
0.7528 |
|
| R1 |
0.7541 |
0.7541 |
0.7525 |
0.7535 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7526 |
| S1 |
0.7510 |
0.7510 |
0.7520 |
0.7504 |
| S2 |
0.7498 |
0.7498 |
0.7517 |
|
| S3 |
0.7467 |
0.7479 |
0.7514 |
|
| S4 |
0.7436 |
0.7448 |
0.7505 |
|
|
| 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 |
0.7517 |
0.0220 |
2.9% |
0.0057 |
0.8% |
3% |
False |
True |
81,717 |
| 10 |
0.7754 |
0.7517 |
0.0238 |
3.2% |
0.0052 |
0.7% |
3% |
False |
True |
51,996 |
| 20 |
0.7823 |
0.7517 |
0.0307 |
4.1% |
0.0060 |
0.8% |
2% |
False |
True |
27,723 |
| 40 |
0.7875 |
0.7517 |
0.0359 |
4.8% |
0.0055 |
0.7% |
2% |
False |
True |
14,182 |
| 60 |
0.8000 |
0.7517 |
0.0484 |
6.4% |
0.0051 |
0.7% |
1% |
False |
True |
9,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7679 |
|
2.618 |
0.7629 |
|
1.618 |
0.7598 |
|
1.000 |
0.7579 |
|
0.618 |
0.7567 |
|
HIGH |
0.7548 |
|
0.618 |
0.7536 |
|
0.500 |
0.7532 |
|
0.382 |
0.7528 |
|
LOW |
0.7517 |
|
0.618 |
0.7497 |
|
1.000 |
0.7486 |
|
1.618 |
0.7466 |
|
2.618 |
0.7435 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 20-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7564 |
| PP |
0.7529 |
0.7550 |
| S1 |
0.7526 |
0.7536 |
|