CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7778 |
0.7773 |
-0.0005 |
-0.1% |
0.7715 |
High |
0.7783 |
0.7773 |
-0.0010 |
-0.1% |
0.7787 |
Low |
0.7777 |
0.7759 |
-0.0018 |
-0.2% |
0.7715 |
Close |
0.7777 |
0.7765 |
-0.0012 |
-0.1% |
0.7777 |
Range |
0.0006 |
0.0014 |
0.0008 |
133.4% |
0.0073 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
7 |
8 |
1 |
14.3% |
8 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7808 |
0.7800 |
0.7773 |
|
R3 |
0.7794 |
0.7786 |
0.7769 |
|
R2 |
0.7780 |
0.7780 |
0.7768 |
|
R1 |
0.7772 |
0.7772 |
0.7766 |
0.7769 |
PP |
0.7766 |
0.7766 |
0.7766 |
0.7764 |
S1 |
0.7758 |
0.7758 |
0.7764 |
0.7755 |
S2 |
0.7752 |
0.7752 |
0.7762 |
|
S3 |
0.7738 |
0.7744 |
0.7761 |
|
S4 |
0.7724 |
0.7730 |
0.7757 |
|
|
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 |
0.7742 |
0.0046 |
0.6% |
0.0004 |
0.1% |
52% |
False |
False |
3 |
10 |
0.7787 |
0.7633 |
0.0155 |
2.0% |
0.0013 |
0.2% |
86% |
False |
False |
3 |
20 |
0.7787 |
0.7606 |
0.0181 |
2.3% |
0.0018 |
0.2% |
88% |
False |
False |
9 |
40 |
0.7787 |
0.7606 |
0.0181 |
2.3% |
0.0015 |
0.2% |
88% |
False |
False |
7 |
60 |
0.7787 |
0.7573 |
0.0214 |
2.8% |
0.0014 |
0.2% |
90% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7832 |
2.618 |
0.7810 |
1.618 |
0.7796 |
1.000 |
0.7787 |
0.618 |
0.7782 |
HIGH |
0.7773 |
0.618 |
0.7768 |
0.500 |
0.7766 |
0.382 |
0.7764 |
LOW |
0.7759 |
0.618 |
0.7750 |
1.000 |
0.7745 |
1.618 |
0.7736 |
2.618 |
0.7722 |
4.250 |
0.7700 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7766 |
0.7773 |
PP |
0.7766 |
0.7770 |
S1 |
0.7765 |
0.7768 |
|