CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 22-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2018 |
22-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7522 |
0.7520 |
-0.0003 |
0.0% |
0.7589 |
| High |
0.7539 |
0.7553 |
0.0014 |
0.2% |
0.7611 |
| Low |
0.7509 |
0.7483 |
-0.0026 |
-0.3% |
0.7483 |
| Close |
0.7529 |
0.7542 |
0.0013 |
0.2% |
0.7542 |
| Range |
0.0030 |
0.0070 |
0.0040 |
133.3% |
0.0129 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.0% |
0.0000 |
| Volume |
80,340 |
108,659 |
28,319 |
35.2% |
410,634 |
|
| Daily Pivots for day following 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7709 |
0.7580 |
|
| R3 |
0.7666 |
0.7639 |
0.7561 |
|
| R2 |
0.7596 |
0.7596 |
0.7554 |
|
| R1 |
0.7569 |
0.7569 |
0.7548 |
0.7582 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7532 |
| S1 |
0.7499 |
0.7499 |
0.7535 |
0.7512 |
| S2 |
0.7456 |
0.7456 |
0.7529 |
|
| S3 |
0.7386 |
0.7429 |
0.7522 |
|
| S4 |
0.7316 |
0.7359 |
0.7503 |
|
|
| Weekly Pivots for week ending 22-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7865 |
0.7612 |
|
| R3 |
0.7802 |
0.7736 |
0.7577 |
|
| R2 |
0.7674 |
0.7674 |
0.7565 |
|
| R1 |
0.7608 |
0.7608 |
0.7553 |
0.7576 |
| PP |
0.7545 |
0.7545 |
0.7545 |
0.7529 |
| S1 |
0.7479 |
0.7479 |
0.7530 |
0.7448 |
| S2 |
0.7417 |
0.7417 |
0.7518 |
|
| S3 |
0.7288 |
0.7351 |
0.7506 |
|
| S4 |
0.7160 |
0.7222 |
0.7471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7611 |
0.7483 |
0.0129 |
1.7% |
0.0046 |
0.6% |
46% |
False |
True |
82,126 |
| 10 |
0.7737 |
0.7483 |
0.0254 |
3.4% |
0.0052 |
0.7% |
23% |
False |
True |
69,367 |
| 20 |
0.7817 |
0.7483 |
0.0335 |
4.4% |
0.0059 |
0.8% |
18% |
False |
True |
36,584 |
| 40 |
0.7875 |
0.7483 |
0.0393 |
5.2% |
0.0056 |
0.7% |
15% |
False |
True |
18,887 |
| 60 |
0.8000 |
0.7483 |
0.0518 |
6.9% |
0.0052 |
0.7% |
11% |
False |
True |
12,637 |
| 80 |
0.8000 |
0.7483 |
0.0518 |
6.9% |
0.0051 |
0.7% |
11% |
False |
True |
9,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7850 |
|
2.618 |
0.7736 |
|
1.618 |
0.7666 |
|
1.000 |
0.7623 |
|
0.618 |
0.7596 |
|
HIGH |
0.7553 |
|
0.618 |
0.7526 |
|
0.500 |
0.7518 |
|
0.382 |
0.7509 |
|
LOW |
0.7483 |
|
0.618 |
0.7439 |
|
1.000 |
0.7413 |
|
1.618 |
0.7369 |
|
2.618 |
0.7299 |
|
4.250 |
0.7185 |
|
|
| Fisher Pivots for day following 22-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7534 |
| PP |
0.7526 |
0.7526 |
| S1 |
0.7518 |
0.7518 |
|