CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7643 |
0.7634 |
-0.0009 |
-0.1% |
0.7613 |
High |
0.7663 |
0.7643 |
-0.0020 |
-0.3% |
0.7656 |
Low |
0.7630 |
0.7616 |
-0.0014 |
-0.2% |
0.7570 |
Close |
0.7637 |
0.7631 |
-0.0006 |
-0.1% |
0.7641 |
Range |
0.0033 |
0.0027 |
-0.0006 |
-19.7% |
0.0086 |
ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
44,571 |
45,781 |
1,210 |
2.7% |
245,346 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7709 |
0.7697 |
0.7646 |
|
R3 |
0.7683 |
0.7670 |
0.7638 |
|
R2 |
0.7656 |
0.7656 |
0.7636 |
|
R1 |
0.7644 |
0.7644 |
0.7633 |
0.7637 |
PP |
0.7630 |
0.7630 |
0.7630 |
0.7626 |
S1 |
0.7617 |
0.7617 |
0.7629 |
0.7610 |
S2 |
0.7603 |
0.7603 |
0.7626 |
|
S3 |
0.7577 |
0.7591 |
0.7624 |
|
S4 |
0.7550 |
0.7564 |
0.7616 |
|
|
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 |
0.7581 |
0.0082 |
1.1% |
0.0035 |
0.5% |
62% |
False |
False |
56,116 |
10 |
0.7663 |
0.7481 |
0.0182 |
2.4% |
0.0045 |
0.6% |
83% |
False |
False |
71,435 |
20 |
0.7737 |
0.7481 |
0.0256 |
3.4% |
0.0048 |
0.6% |
59% |
False |
False |
72,805 |
40 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0054 |
0.7% |
39% |
False |
False |
38,386 |
60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
29% |
False |
False |
25,657 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
29% |
False |
False |
19,267 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7755 |
2.618 |
0.7712 |
1.618 |
0.7685 |
1.000 |
0.7669 |
0.618 |
0.7659 |
HIGH |
0.7643 |
0.618 |
0.7632 |
0.500 |
0.7629 |
0.382 |
0.7626 |
LOW |
0.7616 |
0.618 |
0.7600 |
1.000 |
0.7590 |
1.618 |
0.7573 |
2.618 |
0.7547 |
4.250 |
0.7503 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7630 |
0.7638 |
PP |
0.7630 |
0.7636 |
S1 |
0.7629 |
0.7633 |
|