CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 05-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2018 |
05-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7618 |
0.0027 |
0.4% |
0.7549 |
High |
0.7624 |
0.7636 |
0.0012 |
0.2% |
0.7626 |
Low |
0.7581 |
0.7608 |
0.0027 |
0.4% |
0.7481 |
Close |
0.7605 |
0.7617 |
0.0012 |
0.2% |
0.7616 |
Range |
0.0044 |
0.0028 |
-0.0015 |
-34.5% |
0.0145 |
ATR |
0.0054 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
56,161 |
73,097 |
16,936 |
30.2% |
446,453 |
|
Daily Pivots for day following 05-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7705 |
0.7689 |
0.7632 |
|
R3 |
0.7677 |
0.7661 |
0.7624 |
|
R2 |
0.7648 |
0.7648 |
0.7622 |
|
R1 |
0.7633 |
0.7633 |
0.7619 |
0.7626 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7617 |
S1 |
0.7604 |
0.7604 |
0.7614 |
0.7598 |
S2 |
0.7592 |
0.7592 |
0.7611 |
|
S3 |
0.7563 |
0.7576 |
0.7609 |
|
S4 |
0.7535 |
0.7547 |
0.7601 |
|
|
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 |
0.7636 |
0.7501 |
0.0136 |
1.8% |
0.0053 |
0.7% |
86% |
True |
False |
77,587 |
10 |
0.7636 |
0.7481 |
0.0156 |
2.0% |
0.0049 |
0.6% |
87% |
True |
False |
81,982 |
20 |
0.7754 |
0.7481 |
0.0274 |
3.6% |
0.0050 |
0.7% |
50% |
False |
False |
66,989 |
40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0056 |
0.7% |
34% |
False |
False |
34,625 |
60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
26% |
False |
False |
23,139 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
26% |
False |
False |
17,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7757 |
2.618 |
0.7711 |
1.618 |
0.7682 |
1.000 |
0.7664 |
0.618 |
0.7654 |
HIGH |
0.7636 |
0.618 |
0.7625 |
0.500 |
0.7622 |
0.382 |
0.7618 |
LOW |
0.7608 |
0.618 |
0.7590 |
1.000 |
0.7579 |
1.618 |
0.7561 |
2.618 |
0.7533 |
4.250 |
0.7486 |
|
|
Fisher Pivots for day following 05-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7622 |
0.7612 |
PP |
0.7620 |
0.7608 |
S1 |
0.7618 |
0.7603 |
|