CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7600 |
0.0014 |
0.2% |
0.7643 |
| High |
0.7605 |
0.7606 |
0.0001 |
0.0% |
0.7669 |
| Low |
0.7550 |
0.7532 |
-0.0018 |
-0.2% |
0.7574 |
| Close |
0.7597 |
0.7553 |
-0.0044 |
-0.6% |
0.7606 |
| Range |
0.0056 |
0.0075 |
0.0019 |
34.2% |
0.0095 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.5% |
0.0000 |
| Volume |
62,874 |
85,641 |
22,767 |
36.2% |
302,399 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7745 |
0.7594 |
|
| R3 |
0.7713 |
0.7670 |
0.7573 |
|
| R2 |
0.7638 |
0.7638 |
0.7567 |
|
| R1 |
0.7596 |
0.7596 |
0.7560 |
0.7580 |
| PP |
0.7564 |
0.7564 |
0.7564 |
0.7556 |
| S1 |
0.7521 |
0.7521 |
0.7546 |
0.7505 |
| S2 |
0.7489 |
0.7489 |
0.7539 |
|
| S3 |
0.7415 |
0.7447 |
0.7533 |
|
| S4 |
0.7340 |
0.7372 |
0.7512 |
|
|
| 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 |
0.7532 |
0.0104 |
1.4% |
0.0051 |
0.7% |
21% |
False |
True |
60,827 |
| 10 |
0.7669 |
0.7532 |
0.0138 |
1.8% |
0.0049 |
0.6% |
16% |
False |
True |
61,763 |
| 20 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0049 |
0.6% |
38% |
False |
False |
71,873 |
| 40 |
0.7823 |
0.7481 |
0.0343 |
4.5% |
0.0054 |
0.7% |
21% |
False |
False |
49,798 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0053 |
0.7% |
18% |
False |
False |
33,412 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.9% |
0.0051 |
0.7% |
14% |
False |
False |
25,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7923 |
|
2.618 |
0.7801 |
|
1.618 |
0.7727 |
|
1.000 |
0.7681 |
|
0.618 |
0.7652 |
|
HIGH |
0.7606 |
|
0.618 |
0.7578 |
|
0.500 |
0.7569 |
|
0.382 |
0.7560 |
|
LOW |
0.7532 |
|
0.618 |
0.7485 |
|
1.000 |
0.7457 |
|
1.618 |
0.7411 |
|
2.618 |
0.7336 |
|
4.250 |
0.7215 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7569 |
0.7583 |
| PP |
0.7564 |
0.7573 |
| S1 |
0.7558 |
0.7563 |
|