CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 02-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2018 |
02-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7613 |
0.0062 |
0.8% |
0.7549 |
| High |
0.7626 |
0.7621 |
-0.0005 |
-0.1% |
0.7626 |
| Low |
0.7546 |
0.7570 |
0.0024 |
0.3% |
0.7481 |
| Close |
0.7616 |
0.7584 |
-0.0033 |
-0.4% |
0.7616 |
| Range |
0.0080 |
0.0051 |
-0.0029 |
-36.5% |
0.0145 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
113,037 |
55,115 |
-57,922 |
-51.2% |
446,453 |
|
| Daily Pivots for day following 02-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7743 |
0.7714 |
0.7611 |
|
| R3 |
0.7692 |
0.7663 |
0.7597 |
|
| R2 |
0.7642 |
0.7642 |
0.7593 |
|
| R1 |
0.7613 |
0.7613 |
0.7588 |
0.7602 |
| PP |
0.7591 |
0.7591 |
0.7591 |
0.7586 |
| S1 |
0.7562 |
0.7562 |
0.7579 |
0.7552 |
| S2 |
0.7541 |
0.7541 |
0.7574 |
|
| S3 |
0.7490 |
0.7512 |
0.7570 |
|
| S4 |
0.7440 |
0.7461 |
0.7556 |
|
|
| Weekly Pivots for week ending 29-Jun-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7958 |
0.7696 |
|
| R3 |
0.7864 |
0.7813 |
0.7656 |
|
| R2 |
0.7719 |
0.7719 |
0.7643 |
|
| R1 |
0.7668 |
0.7668 |
0.7629 |
0.7693 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7587 |
| S1 |
0.7523 |
0.7523 |
0.7603 |
0.7548 |
| S2 |
0.7429 |
0.7429 |
0.7589 |
|
| S3 |
0.7284 |
0.7378 |
0.7576 |
|
| S4 |
0.7139 |
0.7233 |
0.7536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7626 |
0.7481 |
0.0145 |
1.9% |
0.0056 |
0.7% |
71% |
False |
False |
86,753 |
| 10 |
0.7626 |
0.7481 |
0.0145 |
1.9% |
0.0050 |
0.7% |
71% |
False |
False |
83,933 |
| 20 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0055 |
0.7% |
33% |
False |
False |
60,741 |
| 40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0057 |
0.8% |
26% |
False |
False |
31,405 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0053 |
0.7% |
20% |
False |
False |
20,990 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0051 |
0.7% |
20% |
False |
False |
15,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7835 |
|
2.618 |
0.7753 |
|
1.618 |
0.7702 |
|
1.000 |
0.7671 |
|
0.618 |
0.7652 |
|
HIGH |
0.7621 |
|
0.618 |
0.7601 |
|
0.500 |
0.7595 |
|
0.382 |
0.7589 |
|
LOW |
0.7570 |
|
0.618 |
0.7539 |
|
1.000 |
0.7520 |
|
1.618 |
0.7488 |
|
2.618 |
0.7438 |
|
4.250 |
0.7355 |
|
|
| Fisher Pivots for day following 02-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7577 |
| PP |
0.7591 |
0.7570 |
| S1 |
0.7587 |
0.7563 |
|