CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7619 |
0.7600 |
-0.0020 |
-0.3% |
0.7606 |
High |
0.7633 |
0.7620 |
-0.0013 |
-0.2% |
0.7635 |
Low |
0.7594 |
0.7587 |
-0.0007 |
-0.1% |
0.7531 |
Close |
0.7597 |
0.7607 |
0.0009 |
0.1% |
0.7622 |
Range |
0.0039 |
0.0033 |
-0.0006 |
-15.6% |
0.0104 |
ATR |
0.0054 |
0.0052 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
51,187 |
52,351 |
1,164 |
2.3% |
346,191 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7702 |
0.7687 |
0.7624 |
|
R3 |
0.7669 |
0.7654 |
0.7615 |
|
R2 |
0.7637 |
0.7637 |
0.7612 |
|
R1 |
0.7622 |
0.7622 |
0.7609 |
0.7629 |
PP |
0.7604 |
0.7604 |
0.7604 |
0.7608 |
S1 |
0.7589 |
0.7589 |
0.7604 |
0.7597 |
S2 |
0.7572 |
0.7572 |
0.7601 |
|
S3 |
0.7539 |
0.7557 |
0.7598 |
|
S4 |
0.7507 |
0.7524 |
0.7589 |
|
|
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 |
0.7633 |
0.7531 |
0.0102 |
1.3% |
0.0060 |
0.8% |
74% |
False |
False |
68,795 |
10 |
0.7669 |
0.7531 |
0.0138 |
1.8% |
0.0056 |
0.7% |
55% |
False |
False |
66,177 |
20 |
0.7669 |
0.7481 |
0.0189 |
2.5% |
0.0051 |
0.7% |
67% |
False |
False |
68,806 |
40 |
0.7817 |
0.7481 |
0.0337 |
4.4% |
0.0054 |
0.7% |
37% |
False |
False |
54,335 |
60 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0054 |
0.7% |
32% |
False |
False |
36,654 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
24% |
False |
False |
27,526 |
100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
24% |
False |
False |
22,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7758 |
2.618 |
0.7705 |
1.618 |
0.7672 |
1.000 |
0.7652 |
0.618 |
0.7640 |
HIGH |
0.7620 |
0.618 |
0.7607 |
0.500 |
0.7603 |
0.382 |
0.7599 |
LOW |
0.7587 |
0.618 |
0.7567 |
1.000 |
0.7555 |
1.618 |
0.7534 |
2.618 |
0.7502 |
4.250 |
0.7449 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7605 |
0.7598 |
PP |
0.7604 |
0.7590 |
S1 |
0.7603 |
0.7582 |
|