CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7588 |
0.7593 |
0.0005 |
0.1% |
0.7684 |
| High |
0.7602 |
0.7619 |
0.0018 |
0.2% |
0.7763 |
| Low |
0.7574 |
0.7562 |
-0.0011 |
-0.2% |
0.7642 |
| Close |
0.7584 |
0.7615 |
0.0032 |
0.4% |
0.7665 |
| Range |
0.0028 |
0.0057 |
0.0029 |
103.6% |
0.0121 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.5% |
0.0000 |
| Volume |
77,341 |
80,839 |
3,498 |
4.5% |
423,771 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7749 |
0.7646 |
|
| R3 |
0.7713 |
0.7692 |
0.7631 |
|
| R2 |
0.7656 |
0.7656 |
0.7625 |
|
| R1 |
0.7635 |
0.7635 |
0.7620 |
0.7646 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7604 |
| S1 |
0.7578 |
0.7578 |
0.7610 |
0.7589 |
| S2 |
0.7542 |
0.7542 |
0.7605 |
|
| S3 |
0.7485 |
0.7521 |
0.7599 |
|
| S4 |
0.7428 |
0.7464 |
0.7584 |
|
|
| 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 |
0.7562 |
0.0190 |
2.5% |
0.0061 |
0.8% |
28% |
False |
True |
92,590 |
| 10 |
0.7763 |
0.7562 |
0.0201 |
2.6% |
0.0059 |
0.8% |
26% |
False |
True |
81,508 |
| 20 |
0.7763 |
0.7562 |
0.0201 |
2.6% |
0.0052 |
0.7% |
26% |
False |
True |
73,461 |
| 40 |
0.7763 |
0.7531 |
0.0232 |
3.0% |
0.0051 |
0.7% |
36% |
False |
False |
70,420 |
| 60 |
0.7763 |
0.7481 |
0.0283 |
3.7% |
0.0051 |
0.7% |
48% |
False |
False |
72,382 |
| 80 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
35% |
False |
False |
55,749 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
26% |
False |
False |
44,639 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
26% |
False |
False |
37,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7861 |
|
2.618 |
0.7768 |
|
1.618 |
0.7711 |
|
1.000 |
0.7676 |
|
0.618 |
0.7654 |
|
HIGH |
0.7619 |
|
0.618 |
0.7597 |
|
0.500 |
0.7591 |
|
0.382 |
0.7584 |
|
LOW |
0.7562 |
|
0.618 |
0.7527 |
|
1.000 |
0.7505 |
|
1.618 |
0.7470 |
|
2.618 |
0.7413 |
|
4.250 |
0.7320 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7615 |
| PP |
0.7599 |
0.7615 |
| S1 |
0.7591 |
0.7615 |
|