CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7619 |
0.0010 |
0.1% |
0.7704 |
| High |
0.7636 |
0.7663 |
0.0028 |
0.4% |
0.7720 |
| Low |
0.7597 |
0.7617 |
0.0020 |
0.3% |
0.7607 |
| Close |
0.7612 |
0.7647 |
0.0035 |
0.5% |
0.7616 |
| Range |
0.0039 |
0.0046 |
0.0008 |
19.2% |
0.0113 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.1% |
0.0000 |
| Volume |
60,865 |
61,215 |
350 |
0.6% |
337,662 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7782 |
0.7761 |
0.7673 |
|
| R3 |
0.7735 |
0.7714 |
0.7660 |
|
| R2 |
0.7689 |
0.7689 |
0.7656 |
|
| R1 |
0.7668 |
0.7668 |
0.7651 |
0.7678 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7647 |
| S1 |
0.7621 |
0.7621 |
0.7643 |
0.7632 |
| S2 |
0.7596 |
0.7596 |
0.7638 |
|
| S3 |
0.7549 |
0.7575 |
0.7634 |
|
| S4 |
0.7503 |
0.7528 |
0.7621 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7914 |
0.7678 |
|
| R3 |
0.7873 |
0.7801 |
0.7647 |
|
| R2 |
0.7760 |
0.7760 |
0.7637 |
|
| R1 |
0.7688 |
0.7688 |
0.7626 |
0.7668 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7637 |
| S1 |
0.7575 |
0.7575 |
0.7606 |
0.7555 |
| S2 |
0.7534 |
0.7534 |
0.7595 |
|
| S3 |
0.7421 |
0.7462 |
0.7585 |
|
| S4 |
0.7308 |
0.7349 |
0.7554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7697 |
0.7597 |
0.0101 |
1.3% |
0.0052 |
0.7% |
50% |
False |
False |
70,083 |
| 10 |
0.7720 |
0.7597 |
0.0123 |
1.6% |
0.0046 |
0.6% |
41% |
False |
False |
66,386 |
| 20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0052 |
0.7% |
62% |
False |
False |
69,868 |
| 40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0049 |
0.6% |
70% |
False |
False |
70,876 |
| 60 |
0.7866 |
0.7481 |
0.0386 |
5.0% |
0.0053 |
0.7% |
43% |
False |
False |
54,142 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0052 |
0.7% |
42% |
False |
False |
40,674 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
32% |
False |
False |
32,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7785 |
|
1.618 |
0.7738 |
|
1.000 |
0.7709 |
|
0.618 |
0.7692 |
|
HIGH |
0.7663 |
|
0.618 |
0.7645 |
|
0.500 |
0.7640 |
|
0.382 |
0.7634 |
|
LOW |
0.7617 |
|
0.618 |
0.7588 |
|
1.000 |
0.7570 |
|
1.618 |
0.7541 |
|
2.618 |
0.7495 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7645 |
0.7643 |
| PP |
0.7642 |
0.7640 |
| S1 |
0.7640 |
0.7636 |
|