CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7609 |
0.0017 |
0.2% |
0.7655 |
| High |
0.7619 |
0.7629 |
0.0010 |
0.1% |
0.7668 |
| Low |
0.7562 |
0.7583 |
0.0021 |
0.3% |
0.7562 |
| Close |
0.7615 |
0.7594 |
-0.0022 |
-0.3% |
0.7594 |
| Range |
0.0057 |
0.0047 |
-0.0011 |
-18.4% |
0.0105 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
80,839 |
94,733 |
13,894 |
17.2% |
360,268 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7741 |
0.7714 |
0.7619 |
|
| R3 |
0.7695 |
0.7667 |
0.7606 |
|
| R2 |
0.7648 |
0.7648 |
0.7602 |
|
| R1 |
0.7621 |
0.7621 |
0.7598 |
0.7611 |
| PP |
0.7602 |
0.7602 |
0.7602 |
0.7597 |
| S1 |
0.7574 |
0.7574 |
0.7589 |
0.7565 |
| S2 |
0.7555 |
0.7555 |
0.7585 |
|
| S3 |
0.7509 |
0.7528 |
0.7581 |
|
| S4 |
0.7462 |
0.7481 |
0.7568 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7924 |
0.7864 |
0.7652 |
|
| R3 |
0.7819 |
0.7759 |
0.7623 |
|
| R2 |
0.7713 |
0.7713 |
0.7613 |
|
| R1 |
0.7653 |
0.7653 |
0.7603 |
0.7631 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7596 |
| S1 |
0.7548 |
0.7548 |
0.7584 |
0.7525 |
| S2 |
0.7502 |
0.7502 |
0.7574 |
|
| S3 |
0.7397 |
0.7442 |
0.7564 |
|
| S4 |
0.7291 |
0.7337 |
0.7535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7709 |
0.7562 |
0.0147 |
1.9% |
0.0059 |
0.8% |
21% |
False |
False |
95,620 |
| 10 |
0.7763 |
0.7562 |
0.0201 |
2.6% |
0.0057 |
0.7% |
16% |
False |
False |
85,026 |
| 20 |
0.7763 |
0.7562 |
0.0201 |
2.6% |
0.0053 |
0.7% |
16% |
False |
False |
75,766 |
| 40 |
0.7763 |
0.7531 |
0.0232 |
3.1% |
0.0051 |
0.7% |
27% |
False |
False |
71,427 |
| 60 |
0.7763 |
0.7481 |
0.0283 |
3.7% |
0.0051 |
0.7% |
40% |
False |
False |
73,317 |
| 80 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
29% |
False |
False |
56,931 |
| 100 |
0.7988 |
0.7481 |
0.0508 |
6.7% |
0.0052 |
0.7% |
22% |
False |
False |
45,586 |
| 120 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
22% |
False |
False |
38,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7827 |
|
2.618 |
0.7751 |
|
1.618 |
0.7704 |
|
1.000 |
0.7676 |
|
0.618 |
0.7658 |
|
HIGH |
0.7629 |
|
0.618 |
0.7611 |
|
0.500 |
0.7606 |
|
0.382 |
0.7600 |
|
LOW |
0.7583 |
|
0.618 |
0.7554 |
|
1.000 |
0.7536 |
|
1.618 |
0.7507 |
|
2.618 |
0.7461 |
|
4.250 |
0.7385 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7596 |
| PP |
0.7602 |
0.7595 |
| S1 |
0.7598 |
0.7594 |
|