CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7673 |
-0.0001 |
0.0% |
0.7609 |
| High |
0.7688 |
0.7703 |
0.0015 |
0.2% |
0.7667 |
| Low |
0.7662 |
0.7670 |
0.0008 |
0.1% |
0.7594 |
| Close |
0.7669 |
0.7692 |
0.0023 |
0.3% |
0.7665 |
| Range |
0.0026 |
0.0033 |
0.0007 |
26.9% |
0.0073 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
70,990 |
74,683 |
3,693 |
5.2% |
319,631 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7772 |
0.7710 |
|
| R3 |
0.7754 |
0.7739 |
0.7701 |
|
| R2 |
0.7721 |
0.7721 |
0.7698 |
|
| R1 |
0.7706 |
0.7706 |
0.7695 |
0.7714 |
| PP |
0.7688 |
0.7688 |
0.7688 |
0.7692 |
| S1 |
0.7673 |
0.7673 |
0.7688 |
0.7681 |
| S2 |
0.7655 |
0.7655 |
0.7685 |
|
| S3 |
0.7622 |
0.7640 |
0.7682 |
|
| S4 |
0.7589 |
0.7607 |
0.7673 |
|
|
| 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 |
0.7703 |
0.7595 |
0.0108 |
1.4% |
0.0039 |
0.5% |
89% |
True |
False |
66,594 |
| 10 |
0.7703 |
0.7594 |
0.0110 |
1.4% |
0.0046 |
0.6% |
89% |
True |
False |
65,415 |
| 20 |
0.7720 |
0.7594 |
0.0126 |
1.6% |
0.0046 |
0.6% |
78% |
False |
False |
67,441 |
| 40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0050 |
0.6% |
88% |
False |
False |
68,784 |
| 60 |
0.7817 |
0.7481 |
0.0337 |
4.4% |
0.0052 |
0.7% |
63% |
False |
False |
60,328 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0052 |
0.7% |
53% |
False |
False |
45,585 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
41% |
False |
False |
36,497 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
41% |
False |
False |
30,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7789 |
|
1.618 |
0.7756 |
|
1.000 |
0.7736 |
|
0.618 |
0.7723 |
|
HIGH |
0.7703 |
|
0.618 |
0.7690 |
|
0.500 |
0.7687 |
|
0.382 |
0.7683 |
|
LOW |
0.7670 |
|
0.618 |
0.7650 |
|
1.000 |
0.7637 |
|
1.618 |
0.7617 |
|
2.618 |
0.7584 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7690 |
0.7685 |
| PP |
0.7688 |
0.7679 |
| S1 |
0.7687 |
0.7672 |
|