CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7621 |
0.7643 |
0.0022 |
0.3% |
0.7613 |
| High |
0.7656 |
0.7663 |
0.0007 |
0.1% |
0.7656 |
| Low |
0.7614 |
0.7630 |
0.0016 |
0.2% |
0.7570 |
| Close |
0.7641 |
0.7637 |
-0.0004 |
-0.1% |
0.7641 |
| Range |
0.0043 |
0.0033 |
-0.0010 |
-22.4% |
0.0086 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
60,973 |
44,571 |
-16,402 |
-26.9% |
245,346 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7722 |
0.7655 |
|
| R3 |
0.7709 |
0.7689 |
0.7646 |
|
| R2 |
0.7676 |
0.7676 |
0.7643 |
|
| R1 |
0.7657 |
0.7657 |
0.7640 |
0.7650 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7640 |
| S1 |
0.7624 |
0.7624 |
0.7634 |
0.7617 |
| S2 |
0.7610 |
0.7610 |
0.7631 |
|
| S3 |
0.7577 |
0.7591 |
0.7628 |
|
| S4 |
0.7544 |
0.7558 |
0.7619 |
|
|
| 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 |
0.7663 |
0.7570 |
0.0093 |
1.2% |
0.0040 |
0.5% |
72% |
True |
False |
57,983 |
| 10 |
0.7663 |
0.7481 |
0.0182 |
2.4% |
0.0046 |
0.6% |
86% |
True |
False |
73,637 |
| 20 |
0.7737 |
0.7481 |
0.0256 |
3.4% |
0.0049 |
0.6% |
61% |
False |
False |
71,502 |
| 40 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0054 |
0.7% |
40% |
False |
False |
37,244 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
30% |
False |
False |
24,895 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
30% |
False |
False |
18,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7803 |
|
2.618 |
0.7749 |
|
1.618 |
0.7716 |
|
1.000 |
0.7695 |
|
0.618 |
0.7683 |
|
HIGH |
0.7663 |
|
0.618 |
0.7650 |
|
0.500 |
0.7646 |
|
0.382 |
0.7642 |
|
LOW |
0.7630 |
|
0.618 |
0.7609 |
|
1.000 |
0.7597 |
|
1.618 |
0.7576 |
|
2.618 |
0.7543 |
|
4.250 |
0.7489 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7646 |
0.7636 |
| PP |
0.7643 |
0.7636 |
| S1 |
0.7640 |
0.7635 |
|