CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 03-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2018 |
03-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7613 |
0.7590 |
-0.0022 |
-0.3% |
0.7549 |
High |
0.7621 |
0.7624 |
0.0004 |
0.0% |
0.7626 |
Low |
0.7570 |
0.7581 |
0.0011 |
0.1% |
0.7481 |
Close |
0.7584 |
0.7605 |
0.0022 |
0.3% |
0.7616 |
Range |
0.0051 |
0.0044 |
-0.0007 |
-13.9% |
0.0145 |
ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
55,115 |
56,161 |
1,046 |
1.9% |
446,453 |
|
Daily Pivots for day following 03-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7734 |
0.7713 |
0.7629 |
|
R3 |
0.7690 |
0.7669 |
0.7617 |
|
R2 |
0.7647 |
0.7647 |
0.7613 |
|
R1 |
0.7626 |
0.7626 |
0.7609 |
0.7636 |
PP |
0.7603 |
0.7603 |
0.7603 |
0.7608 |
S1 |
0.7582 |
0.7582 |
0.7601 |
0.7593 |
S2 |
0.7560 |
0.7560 |
0.7597 |
|
S3 |
0.7516 |
0.7539 |
0.7593 |
|
S4 |
0.7473 |
0.7495 |
0.7581 |
|
|
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% |
0.0060 |
0.8% |
86% |
False |
False |
83,495 |
10 |
0.7626 |
0.7481 |
0.0145 |
1.9% |
0.0049 |
0.6% |
86% |
False |
False |
82,063 |
20 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0052 |
0.7% |
40% |
False |
False |
63,424 |
40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0057 |
0.8% |
32% |
False |
False |
32,808 |
60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
24% |
False |
False |
21,924 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
24% |
False |
False |
16,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7809 |
2.618 |
0.7738 |
1.618 |
0.7694 |
1.000 |
0.7668 |
0.618 |
0.7651 |
HIGH |
0.7624 |
0.618 |
0.7607 |
0.500 |
0.7602 |
0.382 |
0.7597 |
LOW |
0.7581 |
0.618 |
0.7554 |
1.000 |
0.7537 |
1.618 |
0.7510 |
2.618 |
0.7467 |
4.250 |
0.7396 |
|
|
Fisher Pivots for day following 03-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7604 |
0.7599 |
PP |
0.7603 |
0.7592 |
S1 |
0.7602 |
0.7586 |
|