CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 23-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7543 |
0.7619 |
0.0076 |
1.0% |
0.7606 |
| High |
0.7632 |
0.7633 |
0.0001 |
0.0% |
0.7635 |
| Low |
0.7531 |
0.7594 |
0.0063 |
0.8% |
0.7531 |
| Close |
0.7622 |
0.7597 |
-0.0025 |
-0.3% |
0.7622 |
| Range |
0.0101 |
0.0039 |
-0.0063 |
-61.9% |
0.0104 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
91,924 |
51,187 |
-40,737 |
-44.3% |
346,191 |
|
| Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7699 |
0.7618 |
|
| R3 |
0.7685 |
0.7660 |
0.7608 |
|
| R2 |
0.7646 |
0.7646 |
0.7604 |
|
| R1 |
0.7622 |
0.7622 |
0.7601 |
0.7615 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7604 |
| S1 |
0.7583 |
0.7583 |
0.7593 |
0.7576 |
| S2 |
0.7569 |
0.7569 |
0.7590 |
|
| S3 |
0.7531 |
0.7545 |
0.7586 |
|
| S4 |
0.7492 |
0.7506 |
0.7576 |
|
|
| Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7869 |
0.7679 |
|
| R3 |
0.7804 |
0.7765 |
0.7651 |
|
| R2 |
0.7700 |
0.7700 |
0.7641 |
|
| R1 |
0.7661 |
0.7661 |
0.7632 |
0.7681 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7606 |
| S1 |
0.7557 |
0.7557 |
0.7612 |
0.7577 |
| S2 |
0.7492 |
0.7492 |
0.7603 |
|
| S3 |
0.7388 |
0.7453 |
0.7593 |
|
| S4 |
0.7284 |
0.7349 |
0.7565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7635 |
0.7531 |
0.0104 |
1.4% |
0.0066 |
0.9% |
64% |
False |
False |
69,343 |
| 10 |
0.7669 |
0.7531 |
0.0138 |
1.8% |
0.0055 |
0.7% |
48% |
False |
False |
65,520 |
| 20 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0051 |
0.7% |
62% |
False |
False |
69,578 |
| 40 |
0.7817 |
0.7481 |
0.0337 |
4.4% |
0.0055 |
0.7% |
35% |
False |
False |
53,081 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0054 |
0.7% |
30% |
False |
False |
35,784 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
22% |
False |
False |
26,873 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
22% |
False |
False |
21,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7796 |
|
2.618 |
0.7733 |
|
1.618 |
0.7695 |
|
1.000 |
0.7671 |
|
0.618 |
0.7656 |
|
HIGH |
0.7633 |
|
0.618 |
0.7618 |
|
0.500 |
0.7613 |
|
0.382 |
0.7609 |
|
LOW |
0.7594 |
|
0.618 |
0.7570 |
|
1.000 |
0.7556 |
|
1.618 |
0.7532 |
|
2.618 |
0.7493 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 23-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7613 |
0.7592 |
| PP |
0.7608 |
0.7587 |
| S1 |
0.7602 |
0.7582 |
|