CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7634 |
0.7627 |
-0.0007 |
-0.1% |
0.7613 |
| High |
0.7643 |
0.7669 |
0.0027 |
0.3% |
0.7656 |
| Low |
0.7616 |
0.7575 |
-0.0041 |
-0.5% |
0.7570 |
| Close |
0.7631 |
0.7586 |
-0.0046 |
-0.6% |
0.7641 |
| Range |
0.0027 |
0.0094 |
0.0068 |
254.7% |
0.0086 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
6.6% |
0.0000 |
| Volume |
45,781 |
107,732 |
61,951 |
135.3% |
245,346 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7833 |
0.7637 |
|
| R3 |
0.7798 |
0.7739 |
0.7611 |
|
| R2 |
0.7704 |
0.7704 |
0.7603 |
|
| R1 |
0.7645 |
0.7645 |
0.7594 |
0.7627 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7601 |
| S1 |
0.7551 |
0.7551 |
0.7577 |
0.7533 |
| S2 |
0.7516 |
0.7516 |
0.7568 |
|
| S3 |
0.7422 |
0.7457 |
0.7560 |
|
| S4 |
0.7328 |
0.7363 |
0.7534 |
|
|
| 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 |
0.7669 |
0.7575 |
0.0094 |
1.2% |
0.0045 |
0.6% |
11% |
True |
True |
66,430 |
| 10 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0052 |
0.7% |
56% |
True |
False |
74,963 |
| 20 |
0.7737 |
0.7481 |
0.0256 |
3.4% |
0.0051 |
0.7% |
41% |
False |
False |
76,305 |
| 40 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0056 |
0.7% |
27% |
False |
False |
41,077 |
| 60 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0053 |
0.7% |
20% |
False |
False |
27,452 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
20% |
False |
False |
20,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8069 |
|
2.618 |
0.7915 |
|
1.618 |
0.7821 |
|
1.000 |
0.7763 |
|
0.618 |
0.7727 |
|
HIGH |
0.7669 |
|
0.618 |
0.7633 |
|
0.500 |
0.7622 |
|
0.382 |
0.7611 |
|
LOW |
0.7575 |
|
0.618 |
0.7517 |
|
1.000 |
0.7481 |
|
1.618 |
0.7423 |
|
2.618 |
0.7329 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7622 |
| PP |
0.7610 |
0.7610 |
| S1 |
0.7598 |
0.7598 |
|