CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 30-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7748 |
0.0013 |
0.2% |
0.7665 |
| High |
0.7753 |
0.7753 |
-0.0001 |
0.0% |
0.7703 |
| Low |
0.7716 |
0.7695 |
-0.0021 |
-0.3% |
0.7634 |
| Close |
0.7745 |
0.7701 |
-0.0044 |
-0.6% |
0.7679 |
| Range |
0.0037 |
0.0058 |
0.0021 |
56.8% |
0.0069 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
76,903 |
79,586 |
2,683 |
3.5% |
322,530 |
|
| Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7890 |
0.7853 |
0.7733 |
|
| R3 |
0.7832 |
0.7795 |
0.7717 |
|
| R2 |
0.7774 |
0.7774 |
0.7712 |
|
| R1 |
0.7737 |
0.7737 |
0.7706 |
0.7727 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7711 |
| S1 |
0.7680 |
0.7680 |
0.7696 |
0.7669 |
| S2 |
0.7658 |
0.7658 |
0.7690 |
|
| S3 |
0.7600 |
0.7622 |
0.7685 |
|
| S4 |
0.7542 |
0.7564 |
0.7669 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7879 |
0.7848 |
0.7716 |
|
| R3 |
0.7810 |
0.7779 |
0.7697 |
|
| R2 |
0.7741 |
0.7741 |
0.7691 |
|
| R1 |
0.7710 |
0.7710 |
0.7685 |
0.7725 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7680 |
| S1 |
0.7641 |
0.7641 |
0.7672 |
0.7656 |
| S2 |
0.7603 |
0.7603 |
0.7666 |
|
| S3 |
0.7534 |
0.7572 |
0.7660 |
|
| S4 |
0.7465 |
0.7503 |
0.7641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7763 |
0.7634 |
0.0129 |
1.7% |
0.0055 |
0.7% |
52% |
False |
False |
74,432 |
| 10 |
0.7763 |
0.7597 |
0.0166 |
2.2% |
0.0050 |
0.6% |
63% |
False |
False |
69,889 |
| 20 |
0.7763 |
0.7594 |
0.0170 |
2.2% |
0.0050 |
0.7% |
63% |
False |
False |
68,211 |
| 40 |
0.7763 |
0.7531 |
0.0232 |
3.0% |
0.0050 |
0.6% |
73% |
False |
False |
67,312 |
| 60 |
0.7763 |
0.7481 |
0.0283 |
3.7% |
0.0050 |
0.7% |
78% |
False |
False |
67,204 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0053 |
0.7% |
56% |
False |
False |
50,969 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0051 |
0.7% |
42% |
False |
False |
40,808 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0050 |
0.7% |
42% |
False |
False |
34,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7999 |
|
2.618 |
0.7904 |
|
1.618 |
0.7846 |
|
1.000 |
0.7810 |
|
0.618 |
0.7788 |
|
HIGH |
0.7753 |
|
0.618 |
0.7730 |
|
0.500 |
0.7724 |
|
0.382 |
0.7717 |
|
LOW |
0.7695 |
|
0.618 |
0.7659 |
|
1.000 |
0.7637 |
|
1.618 |
0.7601 |
|
2.618 |
0.7543 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 30-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7724 |
0.7729 |
| PP |
0.7716 |
0.7720 |
| S1 |
0.7709 |
0.7710 |
|