CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7665 |
0.7674 |
0.0009 |
0.1% |
0.7609 |
| High |
0.7674 |
0.7688 |
0.0014 |
0.2% |
0.7667 |
| Low |
0.7642 |
0.7662 |
0.0021 |
0.3% |
0.7594 |
| Close |
0.7665 |
0.7669 |
0.0003 |
0.0% |
0.7665 |
| Range |
0.0033 |
0.0026 |
-0.0007 |
-20.0% |
0.0073 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
51,076 |
70,990 |
19,914 |
39.0% |
319,631 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7736 |
0.7683 |
|
| R3 |
0.7725 |
0.7710 |
0.7676 |
|
| R2 |
0.7699 |
0.7699 |
0.7673 |
|
| R1 |
0.7684 |
0.7684 |
0.7671 |
0.7678 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7670 |
| S1 |
0.7658 |
0.7658 |
0.7666 |
0.7652 |
| S2 |
0.7647 |
0.7647 |
0.7664 |
|
| S3 |
0.7621 |
0.7632 |
0.7661 |
|
| S4 |
0.7595 |
0.7606 |
0.7654 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7836 |
0.7705 |
|
| R3 |
0.7788 |
0.7763 |
0.7685 |
|
| R2 |
0.7715 |
0.7715 |
0.7678 |
|
| R1 |
0.7690 |
0.7690 |
0.7671 |
0.7702 |
| PP |
0.7642 |
0.7642 |
0.7642 |
0.7648 |
| S1 |
0.7616 |
0.7616 |
0.7658 |
0.7629 |
| S2 |
0.7568 |
0.7568 |
0.7651 |
|
| S3 |
0.7495 |
0.7543 |
0.7644 |
|
| S4 |
0.7422 |
0.7470 |
0.7624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7688 |
0.7594 |
0.0095 |
1.2% |
0.0047 |
0.6% |
79% |
True |
False |
63,923 |
| 10 |
0.7697 |
0.7594 |
0.0104 |
1.3% |
0.0050 |
0.6% |
72% |
False |
False |
67,003 |
| 20 |
0.7720 |
0.7594 |
0.0126 |
1.6% |
0.0048 |
0.6% |
60% |
False |
False |
68,650 |
| 40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0049 |
0.6% |
79% |
False |
False |
68,728 |
| 60 |
0.7817 |
0.7481 |
0.0337 |
4.4% |
0.0052 |
0.7% |
56% |
False |
False |
59,106 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0052 |
0.7% |
48% |
False |
False |
44,653 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
36% |
False |
False |
35,750 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
36% |
False |
False |
29,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7798 |
|
2.618 |
0.7756 |
|
1.618 |
0.7730 |
|
1.000 |
0.7714 |
|
0.618 |
0.7704 |
|
HIGH |
0.7688 |
|
0.618 |
0.7678 |
|
0.500 |
0.7675 |
|
0.382 |
0.7672 |
|
LOW |
0.7662 |
|
0.618 |
0.7646 |
|
1.000 |
0.7636 |
|
1.618 |
0.7620 |
|
2.618 |
0.7594 |
|
4.250 |
0.7552 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7675 |
0.7660 |
| PP |
0.7673 |
0.7651 |
| S1 |
0.7671 |
0.7643 |
|