CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 25-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2018 |
25-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7549 |
0.0030 |
0.4% |
0.7589 |
| High |
0.7553 |
0.7549 |
-0.0004 |
0.0% |
0.7611 |
| Low |
0.7483 |
0.7517 |
0.0034 |
0.5% |
0.7483 |
| Close |
0.7542 |
0.7526 |
-0.0016 |
-0.2% |
0.7542 |
| Range |
0.0070 |
0.0033 |
-0.0038 |
-53.6% |
0.0129 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
108,659 |
67,801 |
-40,858 |
-37.6% |
410,634 |
|
| Daily Pivots for day following 25-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7628 |
0.7609 |
0.7543 |
|
| R3 |
0.7595 |
0.7577 |
0.7534 |
|
| R2 |
0.7563 |
0.7563 |
0.7531 |
|
| R1 |
0.7544 |
0.7544 |
0.7528 |
0.7537 |
| PP |
0.7530 |
0.7530 |
0.7530 |
0.7527 |
| S1 |
0.7512 |
0.7512 |
0.7523 |
0.7505 |
| S2 |
0.7498 |
0.7498 |
0.7520 |
|
| S3 |
0.7465 |
0.7479 |
0.7517 |
|
| S4 |
0.7433 |
0.7447 |
0.7508 |
|
|
| 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 |
0.7589 |
0.7483 |
0.0107 |
1.4% |
0.0043 |
0.6% |
40% |
False |
False |
81,112 |
| 10 |
0.7737 |
0.7483 |
0.0254 |
3.4% |
0.0050 |
0.7% |
17% |
False |
False |
74,175 |
| 20 |
0.7817 |
0.7483 |
0.0335 |
4.4% |
0.0058 |
0.8% |
13% |
False |
False |
39,863 |
| 40 |
0.7875 |
0.7483 |
0.0393 |
5.2% |
0.0055 |
0.7% |
11% |
False |
False |
20,579 |
| 60 |
0.8000 |
0.7483 |
0.0518 |
6.9% |
0.0052 |
0.7% |
8% |
False |
False |
13,765 |
| 80 |
0.8000 |
0.7483 |
0.0518 |
6.9% |
0.0051 |
0.7% |
8% |
False |
False |
10,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7687 |
|
2.618 |
0.7634 |
|
1.618 |
0.7602 |
|
1.000 |
0.7582 |
|
0.618 |
0.7569 |
|
HIGH |
0.7549 |
|
0.618 |
0.7537 |
|
0.500 |
0.7533 |
|
0.382 |
0.7529 |
|
LOW |
0.7517 |
|
0.618 |
0.7496 |
|
1.000 |
0.7484 |
|
1.618 |
0.7464 |
|
2.618 |
0.7431 |
|
4.250 |
0.7378 |
|
|
| Fisher Pivots for day following 25-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7533 |
0.7523 |
| PP |
0.7530 |
0.7520 |
| S1 |
0.7528 |
0.7518 |
|