CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 21-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2018 |
21-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7541 |
0.7522 |
-0.0019 |
-0.3% |
0.7724 |
| High |
0.7548 |
0.7539 |
-0.0009 |
-0.1% |
0.7737 |
| Low |
0.7517 |
0.7509 |
-0.0008 |
-0.1% |
0.7583 |
| Close |
0.7523 |
0.7529 |
0.0006 |
0.1% |
0.7600 |
| Range |
0.0031 |
0.0030 |
-0.0001 |
-3.2% |
0.0154 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
73,904 |
80,340 |
6,436 |
8.7% |
283,039 |
|
| Daily Pivots for day following 21-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7615 |
0.7602 |
0.7545 |
|
| R3 |
0.7585 |
0.7572 |
0.7537 |
|
| R2 |
0.7555 |
0.7555 |
0.7534 |
|
| R1 |
0.7542 |
0.7542 |
0.7531 |
0.7549 |
| PP |
0.7525 |
0.7525 |
0.7525 |
0.7529 |
| S1 |
0.7512 |
0.7512 |
0.7526 |
0.7519 |
| S2 |
0.7495 |
0.7495 |
0.7523 |
|
| S3 |
0.7465 |
0.7482 |
0.7520 |
|
| S4 |
0.7435 |
0.7452 |
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 |
0.7646 |
0.7509 |
0.0138 |
1.8% |
0.0044 |
0.6% |
15% |
False |
True |
81,980 |
| 10 |
0.7754 |
0.7509 |
0.0246 |
3.3% |
0.0051 |
0.7% |
8% |
False |
True |
59,401 |
| 20 |
0.7817 |
0.7509 |
0.0309 |
4.1% |
0.0058 |
0.8% |
6% |
False |
True |
31,173 |
| 40 |
0.7875 |
0.7509 |
0.0367 |
4.9% |
0.0055 |
0.7% |
5% |
False |
True |
16,181 |
| 60 |
0.8000 |
0.7509 |
0.0492 |
6.5% |
0.0051 |
0.7% |
4% |
False |
True |
10,827 |
| 80 |
0.8000 |
0.7509 |
0.0492 |
6.5% |
0.0050 |
0.7% |
4% |
False |
True |
8,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7617 |
|
1.618 |
0.7587 |
|
1.000 |
0.7569 |
|
0.618 |
0.7557 |
|
HIGH |
0.7539 |
|
0.618 |
0.7527 |
|
0.500 |
0.7524 |
|
0.382 |
0.7520 |
|
LOW |
0.7509 |
|
0.618 |
0.7490 |
|
1.000 |
0.7479 |
|
1.618 |
0.7460 |
|
2.618 |
0.7430 |
|
4.250 |
0.7381 |
|
|
| Fisher Pivots for day following 21-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7549 |
| PP |
0.7525 |
0.7542 |
| S1 |
0.7524 |
0.7535 |
|