CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 26-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2018 |
26-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7549 |
0.7535 |
-0.0015 |
-0.2% |
0.7589 |
| High |
0.7549 |
0.7541 |
-0.0009 |
-0.1% |
0.7611 |
| Low |
0.7517 |
0.7514 |
-0.0003 |
0.0% |
0.7483 |
| Close |
0.7526 |
0.7532 |
0.0006 |
0.1% |
0.7542 |
| Range |
0.0033 |
0.0027 |
-0.0006 |
-16.9% |
0.0129 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
67,801 |
72,450 |
4,649 |
6.9% |
410,634 |
|
| Daily Pivots for day following 26-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7610 |
0.7598 |
0.7546 |
|
| R3 |
0.7583 |
0.7571 |
0.7539 |
|
| R2 |
0.7556 |
0.7556 |
0.7536 |
|
| R1 |
0.7544 |
0.7544 |
0.7534 |
0.7536 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7525 |
| S1 |
0.7517 |
0.7517 |
0.7529 |
0.7509 |
| S2 |
0.7502 |
0.7502 |
0.7527 |
|
| S3 |
0.7475 |
0.7490 |
0.7524 |
|
| S4 |
0.7448 |
0.7463 |
0.7517 |
|
|
| 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 |
0.7553 |
0.7483 |
0.0070 |
0.9% |
0.0038 |
0.5% |
70% |
False |
False |
80,630 |
| 10 |
0.7737 |
0.7483 |
0.0254 |
3.4% |
0.0050 |
0.7% |
19% |
False |
False |
77,647 |
| 20 |
0.7817 |
0.7483 |
0.0335 |
4.4% |
0.0057 |
0.8% |
15% |
False |
False |
43,418 |
| 40 |
0.7875 |
0.7483 |
0.0393 |
5.2% |
0.0055 |
0.7% |
12% |
False |
False |
22,386 |
| 60 |
0.8000 |
0.7483 |
0.0518 |
6.9% |
0.0051 |
0.7% |
9% |
False |
False |
14,972 |
| 80 |
0.8000 |
0.7483 |
0.0518 |
6.9% |
0.0050 |
0.7% |
9% |
False |
False |
11,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7655 |
|
2.618 |
0.7611 |
|
1.618 |
0.7584 |
|
1.000 |
0.7568 |
|
0.618 |
0.7557 |
|
HIGH |
0.7541 |
|
0.618 |
0.7530 |
|
0.500 |
0.7527 |
|
0.382 |
0.7524 |
|
LOW |
0.7514 |
|
0.618 |
0.7497 |
|
1.000 |
0.7487 |
|
1.618 |
0.7470 |
|
2.618 |
0.7443 |
|
4.250 |
0.7399 |
|
|
| Fisher Pivots for day following 26-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7530 |
0.7527 |
| PP |
0.7529 |
0.7522 |
| S1 |
0.7527 |
0.7518 |
|