CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 29-Jun-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2018 |
29-Jun-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7551 |
0.0039 |
0.5% |
0.7549 |
| High |
0.7563 |
0.7626 |
0.0063 |
0.8% |
0.7626 |
| Low |
0.7501 |
0.7546 |
0.0046 |
0.6% |
0.7481 |
| Close |
0.7546 |
0.7616 |
0.0071 |
0.9% |
0.7616 |
| Range |
0.0062 |
0.0080 |
0.0018 |
28.2% |
0.0145 |
| ATR |
0.0054 |
0.0055 |
0.0002 |
3.5% |
0.0000 |
| Volume |
90,525 |
113,037 |
22,512 |
24.9% |
446,453 |
|
| Daily Pivots for day following 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7805 |
0.7660 |
|
| R3 |
0.7755 |
0.7725 |
0.7638 |
|
| R2 |
0.7675 |
0.7675 |
0.7631 |
|
| R1 |
0.7646 |
0.7646 |
0.7623 |
0.7661 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7603 |
| S1 |
0.7566 |
0.7566 |
0.7609 |
0.7581 |
| S2 |
0.7516 |
0.7516 |
0.7601 |
|
| S3 |
0.7437 |
0.7487 |
0.7594 |
|
| S4 |
0.7357 |
0.7407 |
0.7572 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7958 |
0.7696 |
|
| R3 |
0.7864 |
0.7813 |
0.7656 |
|
| R2 |
0.7719 |
0.7719 |
0.7643 |
|
| R1 |
0.7668 |
0.7668 |
0.7629 |
0.7693 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7587 |
| S1 |
0.7523 |
0.7523 |
0.7603 |
0.7548 |
| S2 |
0.7429 |
0.7429 |
0.7589 |
|
| S3 |
0.7284 |
0.7378 |
0.7576 |
|
| S4 |
0.7139 |
0.7233 |
0.7536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7626 |
0.7481 |
0.0145 |
1.9% |
0.0053 |
0.7% |
93% |
True |
False |
89,290 |
| 10 |
0.7626 |
0.7481 |
0.0145 |
1.9% |
0.0049 |
0.6% |
93% |
True |
False |
85,708 |
| 20 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0054 |
0.7% |
43% |
False |
False |
58,041 |
| 40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0057 |
0.7% |
34% |
False |
False |
30,029 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
26% |
False |
False |
20,072 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
26% |
False |
False |
15,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7963 |
|
2.618 |
0.7834 |
|
1.618 |
0.7754 |
|
1.000 |
0.7705 |
|
0.618 |
0.7675 |
|
HIGH |
0.7626 |
|
0.618 |
0.7595 |
|
0.500 |
0.7586 |
|
0.382 |
0.7576 |
|
LOW |
0.7546 |
|
0.618 |
0.7497 |
|
1.000 |
0.7467 |
|
1.618 |
0.7417 |
|
2.618 |
0.7338 |
|
4.250 |
0.7208 |
|
|
| Fisher Pivots for day following 29-Jun-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7595 |
| PP |
0.7596 |
0.7574 |
| S1 |
0.7586 |
0.7553 |
|