CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 18-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2018 |
18-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7617 |
0.7587 |
-0.0030 |
-0.4% |
0.7643 |
| High |
0.7635 |
0.7605 |
-0.0030 |
-0.4% |
0.7669 |
| Low |
0.7573 |
0.7550 |
-0.0023 |
-0.3% |
0.7574 |
| Close |
0.7589 |
0.7597 |
0.0009 |
0.1% |
0.7606 |
| Range |
0.0062 |
0.0056 |
-0.0007 |
-10.5% |
0.0095 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
0.9% |
0.0000 |
| Volume |
55,091 |
62,874 |
7,783 |
14.1% |
302,399 |
|
| Daily Pivots for day following 18-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7729 |
0.7628 |
|
| R3 |
0.7695 |
0.7674 |
0.7612 |
|
| R2 |
0.7639 |
0.7639 |
0.7607 |
|
| R1 |
0.7618 |
0.7618 |
0.7602 |
0.7629 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7589 |
| S1 |
0.7563 |
0.7563 |
0.7592 |
0.7573 |
| S2 |
0.7528 |
0.7528 |
0.7587 |
|
| S3 |
0.7473 |
0.7507 |
0.7582 |
|
| S4 |
0.7417 |
0.7452 |
0.7566 |
|
|
| 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 |
0.7635 |
0.7550 |
0.0086 |
1.1% |
0.0044 |
0.6% |
56% |
False |
True |
54,588 |
| 10 |
0.7669 |
0.7550 |
0.0120 |
1.6% |
0.0044 |
0.6% |
40% |
False |
True |
60,509 |
| 20 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0047 |
0.6% |
62% |
False |
False |
71,286 |
| 40 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
30% |
False |
False |
47,845 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0052 |
0.7% |
30% |
False |
False |
31,989 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
22% |
False |
False |
24,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7841 |
|
2.618 |
0.7750 |
|
1.618 |
0.7695 |
|
1.000 |
0.7661 |
|
0.618 |
0.7639 |
|
HIGH |
0.7605 |
|
0.618 |
0.7584 |
|
0.500 |
0.7577 |
|
0.382 |
0.7571 |
|
LOW |
0.7550 |
|
0.618 |
0.7515 |
|
1.000 |
0.7494 |
|
1.618 |
0.7460 |
|
2.618 |
0.7404 |
|
4.250 |
0.7314 |
|
|
| Fisher Pivots for day following 18-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7590 |
0.7595 |
| PP |
0.7584 |
0.7594 |
| S1 |
0.7577 |
0.7592 |
|