CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7619 |
0.7661 |
0.0042 |
0.6% |
0.7704 |
| High |
0.7663 |
0.7667 |
0.0004 |
0.0% |
0.7720 |
| Low |
0.7617 |
0.7594 |
-0.0023 |
-0.3% |
0.7607 |
| Close |
0.7647 |
0.7615 |
-0.0032 |
-0.4% |
0.7616 |
| Range |
0.0046 |
0.0073 |
0.0027 |
57.0% |
0.0113 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.2% |
0.0000 |
| Volume |
61,215 |
61,329 |
114 |
0.2% |
337,662 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7803 |
0.7655 |
|
| R3 |
0.7771 |
0.7730 |
0.7635 |
|
| R2 |
0.7698 |
0.7698 |
0.7628 |
|
| R1 |
0.7657 |
0.7657 |
0.7622 |
0.7641 |
| PP |
0.7625 |
0.7625 |
0.7625 |
0.7617 |
| S1 |
0.7584 |
0.7584 |
0.7608 |
0.7568 |
| S2 |
0.7552 |
0.7552 |
0.7602 |
|
| S3 |
0.7479 |
0.7510 |
0.7595 |
|
| S4 |
0.7406 |
0.7437 |
0.7575 |
|
|
| 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 |
0.7594 |
0.0104 |
1.4% |
0.0053 |
0.7% |
21% |
False |
True |
64,236 |
| 10 |
0.7720 |
0.7594 |
0.0126 |
1.7% |
0.0050 |
0.7% |
17% |
False |
True |
65,446 |
| 20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0052 |
0.7% |
45% |
False |
False |
69,791 |
| 40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0049 |
0.7% |
56% |
False |
False |
70,538 |
| 60 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
35% |
False |
False |
55,160 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0052 |
0.7% |
34% |
False |
False |
41,439 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
26% |
False |
False |
33,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7977 |
|
2.618 |
0.7858 |
|
1.618 |
0.7785 |
|
1.000 |
0.7740 |
|
0.618 |
0.7712 |
|
HIGH |
0.7667 |
|
0.618 |
0.7639 |
|
0.500 |
0.7630 |
|
0.382 |
0.7621 |
|
LOW |
0.7594 |
|
0.618 |
0.7548 |
|
1.000 |
0.7520 |
|
1.618 |
0.7475 |
|
2.618 |
0.7402 |
|
4.250 |
0.7283 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7630 |
0.7630 |
| PP |
0.7625 |
0.7625 |
| S1 |
0.7620 |
0.7620 |
|