CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7751 |
-0.0009 |
-0.1% |
0.7715 |
| High |
0.7760 |
0.7751 |
-0.0009 |
-0.1% |
0.7787 |
| Low |
0.7759 |
0.7720 |
-0.0039 |
-0.5% |
0.7715 |
| Close |
0.7759 |
0.7728 |
-0.0031 |
-0.4% |
0.7777 |
| Range |
0.0002 |
0.0031 |
0.0030 |
1,966.7% |
0.0073 |
| ATR |
0.0027 |
0.0027 |
0.0001 |
3.2% |
0.0000 |
| Volume |
3 |
9 |
6 |
200.0% |
8 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7808 |
0.7745 |
|
| R3 |
0.7795 |
0.7777 |
0.7737 |
|
| R2 |
0.7764 |
0.7764 |
0.7734 |
|
| R1 |
0.7746 |
0.7746 |
0.7731 |
0.7740 |
| PP |
0.7733 |
0.7733 |
0.7733 |
0.7730 |
| S1 |
0.7715 |
0.7715 |
0.7725 |
0.7709 |
| S2 |
0.7702 |
0.7702 |
0.7722 |
|
| S3 |
0.7671 |
0.7684 |
0.7719 |
|
| S4 |
0.7640 |
0.7653 |
0.7711 |
|
|
| 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 |
0.7720 |
0.0067 |
0.9% |
0.0011 |
0.1% |
12% |
False |
True |
5 |
| 10 |
0.7787 |
0.7708 |
0.0079 |
1.0% |
0.0006 |
0.1% |
25% |
False |
False |
3 |
| 20 |
0.7787 |
0.7606 |
0.0181 |
2.3% |
0.0017 |
0.2% |
67% |
False |
False |
8 |
| 40 |
0.7787 |
0.7606 |
0.0181 |
2.3% |
0.0015 |
0.2% |
67% |
False |
False |
7 |
| 60 |
0.7787 |
0.7573 |
0.0214 |
2.8% |
0.0014 |
0.2% |
72% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7832 |
|
1.618 |
0.7801 |
|
1.000 |
0.7782 |
|
0.618 |
0.7770 |
|
HIGH |
0.7751 |
|
0.618 |
0.7739 |
|
0.500 |
0.7736 |
|
0.382 |
0.7732 |
|
LOW |
0.7720 |
|
0.618 |
0.7701 |
|
1.000 |
0.7689 |
|
1.618 |
0.7670 |
|
2.618 |
0.7639 |
|
4.250 |
0.7588 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7736 |
0.7747 |
| PP |
0.7733 |
0.7740 |
| S1 |
0.7731 |
0.7734 |
|