CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 13-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7607 |
0.0031 |
0.4% |
0.7643 |
| High |
0.7613 |
0.7612 |
-0.0001 |
0.0% |
0.7669 |
| Low |
0.7574 |
0.7579 |
0.0005 |
0.1% |
0.7574 |
| Close |
0.7601 |
0.7606 |
0.0006 |
0.1% |
0.7606 |
| Range |
0.0039 |
0.0033 |
-0.0005 |
-14.3% |
0.0095 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
54,443 |
49,872 |
-4,571 |
-8.4% |
302,399 |
|
| Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7685 |
0.7624 |
|
| R3 |
0.7665 |
0.7652 |
0.7615 |
|
| R2 |
0.7632 |
0.7632 |
0.7612 |
|
| R1 |
0.7619 |
0.7619 |
0.7609 |
0.7609 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7594 |
| S1 |
0.7586 |
0.7586 |
0.7603 |
0.7576 |
| S2 |
0.7566 |
0.7566 |
0.7600 |
|
| S3 |
0.7533 |
0.7553 |
0.7597 |
|
| S4 |
0.7500 |
0.7520 |
0.7588 |
|
|
| Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7901 |
0.7849 |
0.7658 |
|
| R3 |
0.7806 |
0.7754 |
0.7632 |
|
| R2 |
0.7711 |
0.7711 |
0.7623 |
|
| R1 |
0.7659 |
0.7659 |
0.7615 |
0.7638 |
| PP |
0.7616 |
0.7616 |
0.7616 |
0.7606 |
| S1 |
0.7564 |
0.7564 |
0.7597 |
0.7542 |
| S2 |
0.7521 |
0.7521 |
0.7589 |
|
| S3 |
0.7426 |
0.7469 |
0.7580 |
|
| S4 |
0.7331 |
0.7374 |
0.7554 |
|
|
| 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% |
0.0045 |
0.6% |
34% |
False |
False |
60,479 |
| 10 |
0.7669 |
0.7546 |
0.0123 |
1.6% |
0.0047 |
0.6% |
49% |
False |
False |
66,078 |
| 20 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0047 |
0.6% |
67% |
False |
False |
75,637 |
| 40 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0054 |
0.7% |
33% |
False |
False |
43,673 |
| 60 |
0.7962 |
0.7481 |
0.0481 |
6.3% |
0.0052 |
0.7% |
26% |
False |
False |
29,187 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
24% |
False |
False |
21,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7698 |
|
1.618 |
0.7665 |
|
1.000 |
0.7645 |
|
0.618 |
0.7632 |
|
HIGH |
0.7612 |
|
0.618 |
0.7599 |
|
0.500 |
0.7595 |
|
0.382 |
0.7591 |
|
LOW |
0.7579 |
|
0.618 |
0.7558 |
|
1.000 |
0.7545 |
|
1.618 |
0.7525 |
|
2.618 |
0.7492 |
|
4.250 |
0.7438 |
|
|
| Fisher Pivots for day following 13-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7622 |
| PP |
0.7599 |
0.7616 |
| S1 |
0.7595 |
0.7611 |
|