CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 27-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2018 |
27-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7535 |
0.7529 |
-0.0005 |
-0.1% |
0.7589 |
| High |
0.7541 |
0.7543 |
0.0002 |
0.0% |
0.7611 |
| Low |
0.7514 |
0.7481 |
-0.0033 |
-0.4% |
0.7483 |
| Close |
0.7532 |
0.7523 |
-0.0009 |
-0.1% |
0.7542 |
| Range |
0.0027 |
0.0062 |
0.0035 |
129.6% |
0.0129 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.3% |
0.0000 |
| Volume |
72,450 |
102,640 |
30,190 |
41.7% |
410,634 |
|
| Daily Pivots for day following 27-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7674 |
0.7557 |
|
| R3 |
0.7639 |
0.7612 |
0.7540 |
|
| R2 |
0.7577 |
0.7577 |
0.7534 |
|
| R1 |
0.7550 |
0.7550 |
0.7529 |
0.7533 |
| PP |
0.7515 |
0.7515 |
0.7515 |
0.7507 |
| S1 |
0.7488 |
0.7488 |
0.7517 |
0.7471 |
| S2 |
0.7453 |
0.7453 |
0.7512 |
|
| S3 |
0.7391 |
0.7426 |
0.7506 |
|
| S4 |
0.7329 |
0.7364 |
0.7489 |
|
|
| 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 |
0.7481 |
0.0072 |
1.0% |
0.0044 |
0.6% |
59% |
False |
True |
86,378 |
| 10 |
0.7737 |
0.7481 |
0.0256 |
3.4% |
0.0051 |
0.7% |
17% |
False |
True |
84,047 |
| 20 |
0.7817 |
0.7481 |
0.0337 |
4.5% |
0.0054 |
0.7% |
13% |
False |
True |
48,403 |
| 40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0055 |
0.7% |
11% |
False |
True |
24,946 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0051 |
0.7% |
8% |
False |
True |
16,681 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0050 |
0.7% |
8% |
False |
True |
12,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7806 |
|
2.618 |
0.7705 |
|
1.618 |
0.7643 |
|
1.000 |
0.7605 |
|
0.618 |
0.7581 |
|
HIGH |
0.7543 |
|
0.618 |
0.7519 |
|
0.500 |
0.7512 |
|
0.382 |
0.7504 |
|
LOW |
0.7481 |
|
0.618 |
0.7442 |
|
1.000 |
0.7419 |
|
1.618 |
0.7380 |
|
2.618 |
0.7318 |
|
4.250 |
0.7217 |
|
|
| Fisher Pivots for day following 27-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7519 |
0.7520 |
| PP |
0.7515 |
0.7518 |
| S1 |
0.7512 |
0.7515 |
|