CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7748 |
0.7709 |
-0.0039 |
-0.5% |
0.7684 |
| High |
0.7753 |
0.7709 |
-0.0043 |
-0.6% |
0.7763 |
| Low |
0.7695 |
0.7642 |
-0.0053 |
-0.7% |
0.7642 |
| Close |
0.7701 |
0.7665 |
-0.0037 |
-0.5% |
0.7665 |
| Range |
0.0058 |
0.0068 |
0.0010 |
16.4% |
0.0121 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.4% |
0.0000 |
| Volume |
79,586 |
117,833 |
38,247 |
48.1% |
423,771 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7874 |
0.7837 |
0.7702 |
|
| R3 |
0.7807 |
0.7769 |
0.7683 |
|
| R2 |
0.7739 |
0.7739 |
0.7677 |
|
| R1 |
0.7702 |
0.7702 |
0.7671 |
0.7687 |
| PP |
0.7672 |
0.7672 |
0.7672 |
0.7664 |
| S1 |
0.7634 |
0.7634 |
0.7658 |
0.7619 |
| S2 |
0.7604 |
0.7604 |
0.7652 |
|
| S3 |
0.7537 |
0.7567 |
0.7646 |
|
| S4 |
0.7469 |
0.7499 |
0.7627 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8054 |
0.7981 |
0.7731 |
|
| R3 |
0.7933 |
0.7859 |
0.7698 |
|
| R2 |
0.7811 |
0.7811 |
0.7687 |
|
| R1 |
0.7738 |
0.7738 |
0.7676 |
0.7714 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7678 |
| S1 |
0.7616 |
0.7616 |
0.7653 |
0.7592 |
| S2 |
0.7568 |
0.7568 |
0.7642 |
|
| S3 |
0.7447 |
0.7495 |
0.7631 |
|
| S4 |
0.7325 |
0.7373 |
0.7598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7763 |
0.7642 |
0.0121 |
1.6% |
0.0057 |
0.8% |
19% |
False |
True |
84,754 |
| 10 |
0.7763 |
0.7634 |
0.0129 |
1.7% |
0.0050 |
0.6% |
24% |
False |
False |
74,630 |
| 20 |
0.7763 |
0.7594 |
0.0170 |
2.2% |
0.0052 |
0.7% |
42% |
False |
False |
70,179 |
| 40 |
0.7763 |
0.7531 |
0.0232 |
3.0% |
0.0051 |
0.7% |
58% |
False |
False |
68,734 |
| 60 |
0.7763 |
0.7481 |
0.0283 |
3.7% |
0.0051 |
0.7% |
65% |
False |
False |
69,063 |
| 80 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0053 |
0.7% |
47% |
False |
False |
52,435 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
35% |
False |
False |
41,985 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
35% |
False |
False |
35,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7996 |
|
2.618 |
0.7886 |
|
1.618 |
0.7818 |
|
1.000 |
0.7777 |
|
0.618 |
0.7751 |
|
HIGH |
0.7709 |
|
0.618 |
0.7683 |
|
0.500 |
0.7675 |
|
0.382 |
0.7667 |
|
LOW |
0.7642 |
|
0.618 |
0.7600 |
|
1.000 |
0.7574 |
|
1.618 |
0.7532 |
|
2.618 |
0.7465 |
|
4.250 |
0.7355 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7675 |
0.7697 |
| PP |
0.7672 |
0.7686 |
| S1 |
0.7668 |
0.7675 |
|