CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7661 |
0.7612 |
-0.0049 |
-0.6% |
0.7704 |
| High |
0.7667 |
0.7630 |
-0.0037 |
-0.5% |
0.7720 |
| Low |
0.7594 |
0.7595 |
0.0001 |
0.0% |
0.7607 |
| Close |
0.7615 |
0.7604 |
-0.0012 |
-0.2% |
0.7616 |
| Range |
0.0073 |
0.0035 |
-0.0038 |
-52.1% |
0.0113 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
61,329 |
65,799 |
4,470 |
7.3% |
337,662 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7694 |
0.7623 |
|
| R3 |
0.7679 |
0.7659 |
0.7613 |
|
| R2 |
0.7644 |
0.7644 |
0.7610 |
|
| R1 |
0.7624 |
0.7624 |
0.7607 |
0.7617 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7606 |
| S1 |
0.7589 |
0.7589 |
0.7600 |
0.7582 |
| S2 |
0.7574 |
0.7574 |
0.7597 |
|
| S3 |
0.7539 |
0.7554 |
0.7594 |
|
| S4 |
0.7504 |
0.7519 |
0.7584 |
|
|
| 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 |
0.7676 |
0.7594 |
0.0083 |
1.1% |
0.0053 |
0.7% |
12% |
False |
False |
67,667 |
| 10 |
0.7720 |
0.7594 |
0.0126 |
1.7% |
0.0051 |
0.7% |
8% |
False |
False |
66,534 |
| 20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0050 |
0.7% |
38% |
False |
False |
68,798 |
| 40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0050 |
0.7% |
51% |
False |
False |
70,336 |
| 60 |
0.7823 |
0.7481 |
0.0343 |
4.5% |
0.0053 |
0.7% |
36% |
False |
False |
56,131 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0052 |
0.7% |
31% |
False |
False |
42,259 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
24% |
False |
False |
33,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7778 |
|
2.618 |
0.7721 |
|
1.618 |
0.7686 |
|
1.000 |
0.7665 |
|
0.618 |
0.7651 |
|
HIGH |
0.7630 |
|
0.618 |
0.7616 |
|
0.500 |
0.7612 |
|
0.382 |
0.7608 |
|
LOW |
0.7595 |
|
0.618 |
0.7573 |
|
1.000 |
0.7560 |
|
1.618 |
0.7538 |
|
2.618 |
0.7503 |
|
4.250 |
0.7446 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7612 |
0.7630 |
| PP |
0.7609 |
0.7621 |
| S1 |
0.7606 |
0.7612 |
|