CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 13-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7692 |
0.7739 |
0.0047 |
0.6% |
0.7615 |
High |
0.7737 |
0.7739 |
0.0002 |
0.0% |
0.7651 |
Low |
0.7692 |
0.7732 |
0.0040 |
0.5% |
0.7606 |
Close |
0.7737 |
0.7736 |
-0.0001 |
0.0% |
0.7630 |
Range |
0.0045 |
0.0007 |
-0.0038 |
-84.4% |
0.0045 |
ATR |
0.0037 |
0.0035 |
-0.0002 |
-5.8% |
0.0000 |
Volume |
7 |
5 |
-2 |
-28.6% |
87 |
|
Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7757 |
0.7753 |
0.7740 |
|
R3 |
0.7750 |
0.7746 |
0.7738 |
|
R2 |
0.7743 |
0.7743 |
0.7737 |
|
R1 |
0.7739 |
0.7739 |
0.7737 |
0.7738 |
PP |
0.7736 |
0.7736 |
0.7736 |
0.7735 |
S1 |
0.7732 |
0.7732 |
0.7735 |
0.7731 |
S2 |
0.7729 |
0.7729 |
0.7735 |
|
S3 |
0.7722 |
0.7725 |
0.7734 |
|
S4 |
0.7715 |
0.7718 |
0.7732 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7764 |
0.7742 |
0.7654 |
|
R3 |
0.7719 |
0.7697 |
0.7642 |
|
R2 |
0.7674 |
0.7674 |
0.7638 |
|
R1 |
0.7652 |
0.7652 |
0.7634 |
0.7663 |
PP |
0.7629 |
0.7629 |
0.7629 |
0.7634 |
S1 |
0.7607 |
0.7607 |
0.7625 |
0.7618 |
S2 |
0.7584 |
0.7584 |
0.7621 |
|
S3 |
0.7539 |
0.7562 |
0.7617 |
|
S4 |
0.7494 |
0.7517 |
0.7605 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7739 |
0.7626 |
0.0114 |
1.5% |
0.0027 |
0.3% |
97% |
True |
False |
3 |
10 |
0.7775 |
0.7606 |
0.0169 |
2.2% |
0.0026 |
0.3% |
77% |
False |
False |
13 |
20 |
0.7781 |
0.7606 |
0.0175 |
2.3% |
0.0020 |
0.3% |
74% |
False |
False |
10 |
40 |
0.7781 |
0.7573 |
0.0208 |
2.7% |
0.0015 |
0.2% |
78% |
False |
False |
7 |
60 |
0.7781 |
0.7542 |
0.0240 |
3.1% |
0.0016 |
0.2% |
81% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7769 |
2.618 |
0.7757 |
1.618 |
0.7750 |
1.000 |
0.7746 |
0.618 |
0.7743 |
HIGH |
0.7739 |
0.618 |
0.7736 |
0.500 |
0.7736 |
0.382 |
0.7735 |
LOW |
0.7732 |
0.618 |
0.7728 |
1.000 |
0.7725 |
1.618 |
0.7721 |
2.618 |
0.7714 |
4.250 |
0.7702 |
|
|
Fisher Pivots for day following 13-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7736 |
0.7719 |
PP |
0.7736 |
0.7703 |
S1 |
0.7736 |
0.7686 |
|