CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7787 |
0.7778 |
-0.0009 |
-0.1% |
0.7715 |
High |
0.7787 |
0.7783 |
-0.0005 |
-0.1% |
0.7787 |
Low |
0.7785 |
0.7777 |
-0.0008 |
-0.1% |
0.7715 |
Close |
0.7785 |
0.7777 |
-0.0008 |
-0.1% |
0.7777 |
Range |
0.0003 |
0.0006 |
0.0003 |
140.0% |
0.0073 |
ATR |
0.0031 |
0.0029 |
-0.0002 |
-5.3% |
0.0000 |
Volume |
1 |
7 |
6 |
600.0% |
8 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7796 |
0.7792 |
0.7780 |
|
R3 |
0.7790 |
0.7786 |
0.7778 |
|
R2 |
0.7784 |
0.7784 |
0.7778 |
|
R1 |
0.7781 |
0.7781 |
0.7777 |
0.7780 |
PP |
0.7779 |
0.7779 |
0.7779 |
0.7778 |
S1 |
0.7775 |
0.7775 |
0.7776 |
0.7774 |
S2 |
0.7773 |
0.7773 |
0.7775 |
|
S3 |
0.7767 |
0.7769 |
0.7775 |
|
S4 |
0.7761 |
0.7763 |
0.7773 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7977 |
0.7949 |
0.7816 |
|
R3 |
0.7904 |
0.7877 |
0.7796 |
|
R2 |
0.7832 |
0.7832 |
0.7790 |
|
R1 |
0.7804 |
0.7804 |
0.7783 |
0.7818 |
PP |
0.7759 |
0.7759 |
0.7759 |
0.7766 |
S1 |
0.7732 |
0.7732 |
0.7770 |
0.7746 |
S2 |
0.7687 |
0.7687 |
0.7763 |
|
S3 |
0.7614 |
0.7659 |
0.7757 |
|
S4 |
0.7542 |
0.7587 |
0.7737 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7787 |
0.7715 |
0.0073 |
0.9% |
0.0002 |
0.0% |
86% |
False |
False |
1 |
10 |
0.7787 |
0.7633 |
0.0155 |
2.0% |
0.0012 |
0.2% |
93% |
False |
False |
2 |
20 |
0.7787 |
0.7606 |
0.0181 |
2.3% |
0.0018 |
0.2% |
94% |
False |
False |
8 |
40 |
0.7787 |
0.7606 |
0.0181 |
2.3% |
0.0014 |
0.2% |
94% |
False |
False |
6 |
60 |
0.7787 |
0.7560 |
0.0227 |
2.9% |
0.0014 |
0.2% |
95% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7808 |
2.618 |
0.7798 |
1.618 |
0.7792 |
1.000 |
0.7788 |
0.618 |
0.7786 |
HIGH |
0.7783 |
0.618 |
0.7780 |
0.500 |
0.7780 |
0.382 |
0.7779 |
LOW |
0.7777 |
0.618 |
0.7773 |
1.000 |
0.7771 |
1.618 |
0.7767 |
2.618 |
0.7761 |
4.250 |
0.7751 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7780 |
0.7782 |
PP |
0.7779 |
0.7780 |
S1 |
0.7778 |
0.7778 |
|