CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 14-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7739 |
0.7708 |
-0.0031 |
-0.4% |
0.7638 |
High |
0.7739 |
0.7711 |
-0.0028 |
-0.4% |
0.7739 |
Low |
0.7732 |
0.7708 |
-0.0024 |
-0.3% |
0.7633 |
Close |
0.7736 |
0.7711 |
-0.0025 |
-0.3% |
0.7711 |
Range |
0.0007 |
0.0003 |
-0.0004 |
-57.2% |
0.0106 |
ATR |
0.0035 |
0.0035 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
5 |
1 |
-4 |
-80.0% |
17 |
|
Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7719 |
0.7718 |
0.7713 |
|
R3 |
0.7716 |
0.7715 |
0.7712 |
|
R2 |
0.7713 |
0.7713 |
0.7712 |
|
R1 |
0.7712 |
0.7712 |
0.7711 |
0.7712 |
PP |
0.7710 |
0.7710 |
0.7710 |
0.7710 |
S1 |
0.7709 |
0.7709 |
0.7711 |
0.7710 |
S2 |
0.7707 |
0.7707 |
0.7710 |
|
S3 |
0.7704 |
0.7706 |
0.7710 |
|
S4 |
0.7701 |
0.7703 |
0.7709 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8014 |
0.7969 |
0.7770 |
|
R3 |
0.7907 |
0.7862 |
0.7740 |
|
R2 |
0.7801 |
0.7801 |
0.7731 |
|
R1 |
0.7756 |
0.7756 |
0.7721 |
0.7778 |
PP |
0.7694 |
0.7694 |
0.7694 |
0.7705 |
S1 |
0.7649 |
0.7649 |
0.7701 |
0.7672 |
S2 |
0.7588 |
0.7588 |
0.7691 |
|
S3 |
0.7481 |
0.7543 |
0.7682 |
|
S4 |
0.7375 |
0.7436 |
0.7652 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7739 |
0.7633 |
0.0106 |
1.4% |
0.0022 |
0.3% |
74% |
False |
False |
3 |
10 |
0.7739 |
0.7606 |
0.0133 |
1.7% |
0.0022 |
0.3% |
79% |
False |
False |
10 |
20 |
0.7781 |
0.7606 |
0.0175 |
2.3% |
0.0019 |
0.3% |
60% |
False |
False |
10 |
40 |
0.7781 |
0.7606 |
0.0175 |
2.3% |
0.0015 |
0.2% |
60% |
False |
False |
7 |
60 |
0.7781 |
0.7542 |
0.0240 |
3.1% |
0.0016 |
0.2% |
71% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7724 |
2.618 |
0.7719 |
1.618 |
0.7716 |
1.000 |
0.7714 |
0.618 |
0.7713 |
HIGH |
0.7711 |
0.618 |
0.7710 |
0.500 |
0.7710 |
0.382 |
0.7709 |
LOW |
0.7708 |
0.618 |
0.7706 |
1.000 |
0.7705 |
1.618 |
0.7703 |
2.618 |
0.7700 |
4.250 |
0.7695 |
|
|
Fisher Pivots for day following 14-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7711 |
0.7716 |
PP |
0.7710 |
0.7714 |
S1 |
0.7710 |
0.7713 |
|