CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 06-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2018 |
06-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7621 |
0.0004 |
0.0% |
0.7613 |
| High |
0.7636 |
0.7656 |
0.0020 |
0.3% |
0.7656 |
| Low |
0.7608 |
0.7614 |
0.0006 |
0.1% |
0.7570 |
| Close |
0.7617 |
0.7641 |
0.0024 |
0.3% |
0.7641 |
| Range |
0.0028 |
0.0043 |
0.0014 |
49.1% |
0.0086 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
73,097 |
60,973 |
-12,124 |
-16.6% |
245,346 |
|
| Daily Pivots for day following 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7764 |
0.7745 |
0.7664 |
|
| R3 |
0.7722 |
0.7703 |
0.7653 |
|
| R2 |
0.7679 |
0.7679 |
0.7649 |
|
| R1 |
0.7660 |
0.7660 |
0.7645 |
0.7670 |
| PP |
0.7637 |
0.7637 |
0.7637 |
0.7642 |
| S1 |
0.7618 |
0.7618 |
0.7637 |
0.7627 |
| S2 |
0.7594 |
0.7594 |
0.7633 |
|
| S3 |
0.7552 |
0.7575 |
0.7629 |
|
| S4 |
0.7509 |
0.7533 |
0.7618 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7847 |
0.7688 |
|
| R3 |
0.7794 |
0.7761 |
0.7665 |
|
| R2 |
0.7708 |
0.7708 |
0.7657 |
|
| R1 |
0.7675 |
0.7675 |
0.7649 |
0.7692 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7631 |
| S1 |
0.7589 |
0.7589 |
0.7633 |
0.7606 |
| S2 |
0.7536 |
0.7536 |
0.7625 |
|
| S3 |
0.7450 |
0.7503 |
0.7617 |
|
| S4 |
0.7364 |
0.7417 |
0.7594 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7656 |
0.7546 |
0.0110 |
1.4% |
0.0049 |
0.6% |
86% |
True |
False |
71,676 |
| 10 |
0.7656 |
0.7481 |
0.0176 |
2.3% |
0.0050 |
0.7% |
91% |
True |
False |
80,045 |
| 20 |
0.7754 |
0.7481 |
0.0274 |
3.6% |
0.0051 |
0.7% |
59% |
False |
False |
69,723 |
| 40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0055 |
0.7% |
41% |
False |
False |
36,135 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
31% |
False |
False |
24,153 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
31% |
False |
False |
18,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7837 |
|
2.618 |
0.7767 |
|
1.618 |
0.7725 |
|
1.000 |
0.7699 |
|
0.618 |
0.7682 |
|
HIGH |
0.7656 |
|
0.618 |
0.7640 |
|
0.500 |
0.7635 |
|
0.382 |
0.7630 |
|
LOW |
0.7614 |
|
0.618 |
0.7587 |
|
1.000 |
0.7571 |
|
1.618 |
0.7545 |
|
2.618 |
0.7502 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 06-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7633 |
| PP |
0.7637 |
0.7626 |
| S1 |
0.7635 |
0.7618 |
|