CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 16-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7607 |
0.7606 |
-0.0001 |
0.0% |
0.7643 |
| High |
0.7612 |
0.7635 |
0.0023 |
0.3% |
0.7669 |
| Low |
0.7579 |
0.7605 |
0.0027 |
0.3% |
0.7574 |
| Close |
0.7606 |
0.7616 |
0.0010 |
0.1% |
0.7606 |
| Range |
0.0033 |
0.0030 |
-0.0003 |
-9.1% |
0.0095 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
49,872 |
50,661 |
789 |
1.6% |
302,399 |
|
| Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7692 |
0.7632 |
|
| R3 |
0.7679 |
0.7662 |
0.7624 |
|
| R2 |
0.7649 |
0.7649 |
0.7621 |
|
| R1 |
0.7632 |
0.7632 |
0.7618 |
0.7640 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7623 |
| S1 |
0.7602 |
0.7602 |
0.7613 |
0.7610 |
| S2 |
0.7589 |
0.7589 |
0.7610 |
|
| S3 |
0.7559 |
0.7572 |
0.7607 |
|
| S4 |
0.7529 |
0.7542 |
0.7599 |
|
|
| 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% |
0.0044 |
0.6% |
44% |
False |
False |
61,697 |
| 10 |
0.7669 |
0.7570 |
0.0099 |
1.3% |
0.0042 |
0.6% |
46% |
False |
False |
59,840 |
| 20 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0046 |
0.6% |
72% |
False |
False |
72,774 |
| 40 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0054 |
0.7% |
35% |
False |
False |
44,915 |
| 60 |
0.7931 |
0.7481 |
0.0450 |
5.9% |
0.0052 |
0.7% |
30% |
False |
False |
30,029 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
26% |
False |
False |
22,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7763 |
|
2.618 |
0.7714 |
|
1.618 |
0.7684 |
|
1.000 |
0.7665 |
|
0.618 |
0.7654 |
|
HIGH |
0.7635 |
|
0.618 |
0.7624 |
|
0.500 |
0.7620 |
|
0.382 |
0.7616 |
|
LOW |
0.7605 |
|
0.618 |
0.7586 |
|
1.000 |
0.7575 |
|
1.618 |
0.7556 |
|
2.618 |
0.7526 |
|
4.250 |
0.7478 |
|
|
| Fisher Pivots for day following 16-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7620 |
0.7612 |
| PP |
0.7619 |
0.7608 |
| S1 |
0.7617 |
0.7605 |
|