CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 28-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2018 |
28-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7529 |
0.7512 |
-0.0018 |
-0.2% |
0.7589 |
| High |
0.7543 |
0.7563 |
0.0020 |
0.3% |
0.7611 |
| Low |
0.7481 |
0.7501 |
0.0020 |
0.3% |
0.7483 |
| Close |
0.7523 |
0.7546 |
0.0023 |
0.3% |
0.7542 |
| Range |
0.0062 |
0.0062 |
0.0000 |
0.0% |
0.0129 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.2% |
0.0000 |
| Volume |
102,640 |
90,525 |
-12,115 |
-11.8% |
410,634 |
|
| Daily Pivots for day following 28-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7696 |
0.7580 |
|
| R3 |
0.7660 |
0.7634 |
0.7563 |
|
| R2 |
0.7598 |
0.7598 |
0.7557 |
|
| R1 |
0.7572 |
0.7572 |
0.7551 |
0.7585 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7543 |
| S1 |
0.7510 |
0.7510 |
0.7540 |
0.7523 |
| S2 |
0.7474 |
0.7474 |
0.7534 |
|
| S3 |
0.7412 |
0.7448 |
0.7528 |
|
| S4 |
0.7350 |
0.7386 |
0.7511 |
|
|
| 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 |
0.7563 |
0.7481 |
0.0082 |
1.1% |
0.0051 |
0.7% |
79% |
True |
False |
88,415 |
| 10 |
0.7646 |
0.7481 |
0.0166 |
2.2% |
0.0047 |
0.6% |
39% |
False |
False |
85,197 |
| 20 |
0.7795 |
0.7481 |
0.0314 |
4.2% |
0.0052 |
0.7% |
21% |
False |
False |
52,493 |
| 40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0056 |
0.7% |
16% |
False |
False |
27,206 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0051 |
0.7% |
13% |
False |
False |
18,188 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0050 |
0.7% |
13% |
False |
False |
13,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7826 |
|
2.618 |
0.7725 |
|
1.618 |
0.7663 |
|
1.000 |
0.7625 |
|
0.618 |
0.7601 |
|
HIGH |
0.7563 |
|
0.618 |
0.7539 |
|
0.500 |
0.7532 |
|
0.382 |
0.7524 |
|
LOW |
0.7501 |
|
0.618 |
0.7462 |
|
1.000 |
0.7439 |
|
1.618 |
0.7400 |
|
2.618 |
0.7338 |
|
4.250 |
0.7237 |
|
|
| Fisher Pivots for day following 28-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7541 |
0.7538 |
| PP |
0.7536 |
0.7530 |
| S1 |
0.7532 |
0.7522 |
|