CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7588 |
-0.0067 |
-0.9% |
0.7684 |
| High |
0.7668 |
0.7602 |
-0.0066 |
-0.9% |
0.7763 |
| Low |
0.7572 |
0.7574 |
0.0001 |
0.0% |
0.7642 |
| Close |
0.7590 |
0.7584 |
-0.0007 |
-0.1% |
0.7665 |
| Range |
0.0095 |
0.0028 |
-0.0067 |
-70.7% |
0.0121 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
107,355 |
77,341 |
-30,014 |
-28.0% |
423,771 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7670 |
0.7655 |
0.7599 |
|
| R3 |
0.7642 |
0.7627 |
0.7591 |
|
| R2 |
0.7614 |
0.7614 |
0.7589 |
|
| R1 |
0.7599 |
0.7599 |
0.7586 |
0.7593 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7583 |
| S1 |
0.7571 |
0.7571 |
0.7581 |
0.7564 |
| S2 |
0.7558 |
0.7558 |
0.7578 |
|
| S3 |
0.7530 |
0.7543 |
0.7576 |
|
| S4 |
0.7502 |
0.7515 |
0.7568 |
|
|
| 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 |
0.7753 |
0.7572 |
0.0181 |
2.4% |
0.0057 |
0.8% |
6% |
False |
False |
91,803 |
| 10 |
0.7763 |
0.7572 |
0.0191 |
2.5% |
0.0056 |
0.7% |
6% |
False |
False |
80,893 |
| 20 |
0.7763 |
0.7572 |
0.0191 |
2.5% |
0.0053 |
0.7% |
6% |
False |
False |
73,948 |
| 40 |
0.7763 |
0.7531 |
0.0232 |
3.1% |
0.0052 |
0.7% |
23% |
False |
False |
71,092 |
| 60 |
0.7763 |
0.7481 |
0.0283 |
3.7% |
0.0051 |
0.7% |
36% |
False |
False |
71,663 |
| 80 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
27% |
False |
False |
54,739 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0052 |
0.7% |
20% |
False |
False |
43,831 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0051 |
0.7% |
20% |
False |
False |
36,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7721 |
|
2.618 |
0.7675 |
|
1.618 |
0.7647 |
|
1.000 |
0.7630 |
|
0.618 |
0.7619 |
|
HIGH |
0.7602 |
|
0.618 |
0.7591 |
|
0.500 |
0.7588 |
|
0.382 |
0.7584 |
|
LOW |
0.7574 |
|
0.618 |
0.7556 |
|
1.000 |
0.7545 |
|
1.618 |
0.7528 |
|
2.618 |
0.7500 |
|
4.250 |
0.7454 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7641 |
| PP |
0.7586 |
0.7622 |
| S1 |
0.7585 |
0.7603 |
|