CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 31-May-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2018 |
31-May-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7701 |
0.7786 |
0.0085 |
1.1% |
0.7783 |
| High |
0.7808 |
0.7817 |
0.0010 |
0.1% |
0.7866 |
| Low |
0.7689 |
0.7716 |
0.0027 |
0.4% |
0.7720 |
| Close |
0.7783 |
0.7737 |
-0.0046 |
-0.6% |
0.7725 |
| Range |
0.0119 |
0.0101 |
-0.0017 |
-14.8% |
0.0146 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.5% |
0.0000 |
| Volume |
2,923 |
8,739 |
5,816 |
199.0% |
21,752 |
|
| Daily Pivots for day following 31-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8060 |
0.7999 |
0.7792 |
|
| R3 |
0.7959 |
0.7898 |
0.7764 |
|
| R2 |
0.7858 |
0.7858 |
0.7755 |
|
| R1 |
0.7797 |
0.7797 |
0.7746 |
0.7777 |
| PP |
0.7757 |
0.7757 |
0.7757 |
0.7746 |
| S1 |
0.7696 |
0.7696 |
0.7727 |
0.7676 |
| S2 |
0.7655 |
0.7655 |
0.7718 |
|
| S3 |
0.7554 |
0.7595 |
0.7709 |
|
| S4 |
0.7453 |
0.7494 |
0.7681 |
|
|
| Weekly Pivots for week ending 25-May-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8210 |
0.8114 |
0.7806 |
|
| R3 |
0.8063 |
0.7967 |
0.7765 |
|
| R2 |
0.7917 |
0.7917 |
0.7752 |
|
| R1 |
0.7821 |
0.7821 |
0.7738 |
0.7796 |
| PP |
0.7770 |
0.7770 |
0.7770 |
0.7758 |
| S1 |
0.7674 |
0.7674 |
0.7712 |
0.7649 |
| S2 |
0.7624 |
0.7624 |
0.7698 |
|
| S3 |
0.7477 |
0.7528 |
0.7685 |
|
| S4 |
0.7331 |
0.7381 |
0.7644 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7817 |
0.7685 |
0.0133 |
1.7% |
0.0076 |
1.0% |
39% |
True |
False |
3,135 |
| 10 |
0.7866 |
0.7685 |
0.0182 |
2.3% |
0.0066 |
0.8% |
29% |
False |
False |
3,629 |
| 20 |
0.7875 |
0.7685 |
0.0191 |
2.5% |
0.0060 |
0.8% |
27% |
False |
False |
1,920 |
| 40 |
0.8000 |
0.7685 |
0.0316 |
4.1% |
0.0051 |
0.7% |
16% |
False |
False |
1,036 |
| 60 |
0.8000 |
0.7650 |
0.0350 |
4.5% |
0.0050 |
0.6% |
25% |
False |
False |
726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8246 |
|
2.618 |
0.8081 |
|
1.618 |
0.7980 |
|
1.000 |
0.7918 |
|
0.618 |
0.7879 |
|
HIGH |
0.7817 |
|
0.618 |
0.7778 |
|
0.500 |
0.7767 |
|
0.382 |
0.7755 |
|
LOW |
0.7716 |
|
0.618 |
0.7654 |
|
1.000 |
0.7615 |
|
1.618 |
0.7553 |
|
2.618 |
0.7452 |
|
4.250 |
0.7287 |
|
|
| Fisher Pivots for day following 31-May-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7767 |
0.7751 |
| PP |
0.7757 |
0.7746 |
| S1 |
0.7747 |
0.7741 |
|