CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 25-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7600 |
0.7605 |
0.0006 |
0.1% |
0.7606 |
| High |
0.7620 |
0.7685 |
0.0065 |
0.9% |
0.7635 |
| Low |
0.7587 |
0.7602 |
0.0015 |
0.2% |
0.7531 |
| Close |
0.7607 |
0.7667 |
0.0060 |
0.8% |
0.7622 |
| Range |
0.0033 |
0.0083 |
0.0050 |
155.4% |
0.0104 |
| ATR |
0.0052 |
0.0055 |
0.0002 |
4.2% |
0.0000 |
| Volume |
52,351 |
98,859 |
46,508 |
88.8% |
346,191 |
|
| Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7900 |
0.7866 |
0.7712 |
|
| R3 |
0.7817 |
0.7783 |
0.7689 |
|
| R2 |
0.7734 |
0.7734 |
0.7682 |
|
| R1 |
0.7700 |
0.7700 |
0.7674 |
0.7717 |
| PP |
0.7651 |
0.7651 |
0.7651 |
0.7659 |
| S1 |
0.7617 |
0.7617 |
0.7659 |
0.7634 |
| S2 |
0.7568 |
0.7568 |
0.7651 |
|
| S3 |
0.7485 |
0.7534 |
0.7644 |
|
| S4 |
0.7402 |
0.7451 |
0.7621 |
|
|
| 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 |
0.7685 |
0.7531 |
0.0154 |
2.0% |
0.0066 |
0.9% |
88% |
True |
False |
75,992 |
| 10 |
0.7685 |
0.7531 |
0.0154 |
2.0% |
0.0055 |
0.7% |
88% |
True |
False |
65,290 |
| 20 |
0.7685 |
0.7481 |
0.0204 |
2.7% |
0.0054 |
0.7% |
91% |
True |
False |
70,126 |
| 40 |
0.7817 |
0.7481 |
0.0337 |
4.4% |
0.0055 |
0.7% |
55% |
False |
False |
56,772 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0055 |
0.7% |
47% |
False |
False |
38,300 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
36% |
False |
False |
28,761 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
36% |
False |
False |
23,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8037 |
|
2.618 |
0.7902 |
|
1.618 |
0.7819 |
|
1.000 |
0.7767 |
|
0.618 |
0.7736 |
|
HIGH |
0.7685 |
|
0.618 |
0.7653 |
|
0.500 |
0.7643 |
|
0.382 |
0.7633 |
|
LOW |
0.7602 |
|
0.618 |
0.7550 |
|
1.000 |
0.7519 |
|
1.618 |
0.7467 |
|
2.618 |
0.7384 |
|
4.250 |
0.7249 |
|
|
| Fisher Pivots for day following 25-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7656 |
| PP |
0.7651 |
0.7646 |
| S1 |
0.7643 |
0.7636 |
|