CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7627 |
0.7576 |
-0.0051 |
-0.7% |
0.7613 |
| High |
0.7669 |
0.7613 |
-0.0057 |
-0.7% |
0.7656 |
| Low |
0.7575 |
0.7574 |
-0.0001 |
0.0% |
0.7570 |
| Close |
0.7586 |
0.7601 |
0.0015 |
0.2% |
0.7641 |
| Range |
0.0094 |
0.0039 |
-0.0056 |
-59.0% |
0.0086 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
107,732 |
54,443 |
-53,289 |
-49.5% |
245,346 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7694 |
0.7622 |
|
| R3 |
0.7673 |
0.7656 |
0.7611 |
|
| R2 |
0.7634 |
0.7634 |
0.7608 |
|
| R1 |
0.7617 |
0.7617 |
0.7604 |
0.7626 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7600 |
| S1 |
0.7579 |
0.7579 |
0.7597 |
0.7587 |
| S2 |
0.7557 |
0.7557 |
0.7593 |
|
| S3 |
0.7519 |
0.7540 |
0.7590 |
|
| S4 |
0.7480 |
0.7502 |
0.7579 |
|
|
| 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 |
0.7574 |
0.0095 |
1.2% |
0.0047 |
0.6% |
28% |
False |
True |
62,700 |
| 10 |
0.7669 |
0.7501 |
0.0169 |
2.2% |
0.0050 |
0.7% |
59% |
False |
False |
70,143 |
| 20 |
0.7737 |
0.7481 |
0.0256 |
3.4% |
0.0050 |
0.7% |
47% |
False |
False |
77,095 |
| 40 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0055 |
0.7% |
31% |
False |
False |
42,435 |
| 60 |
0.7988 |
0.7481 |
0.0508 |
6.7% |
0.0053 |
0.7% |
24% |
False |
False |
28,358 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
23% |
False |
False |
21,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7776 |
|
2.618 |
0.7713 |
|
1.618 |
0.7675 |
|
1.000 |
0.7651 |
|
0.618 |
0.7636 |
|
HIGH |
0.7613 |
|
0.618 |
0.7598 |
|
0.500 |
0.7593 |
|
0.382 |
0.7589 |
|
LOW |
0.7574 |
|
0.618 |
0.7550 |
|
1.000 |
0.7536 |
|
1.618 |
0.7512 |
|
2.618 |
0.7473 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7598 |
0.7622 |
| PP |
0.7596 |
0.7615 |
| S1 |
0.7593 |
0.7608 |
|