CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 26-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7605 |
0.7674 |
0.0069 |
0.9% |
0.7606 |
| High |
0.7685 |
0.7685 |
0.0000 |
0.0% |
0.7635 |
| Low |
0.7602 |
0.7644 |
0.0043 |
0.6% |
0.7531 |
| Close |
0.7667 |
0.7658 |
-0.0009 |
-0.1% |
0.7622 |
| Range |
0.0083 |
0.0040 |
-0.0043 |
-51.2% |
0.0104 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
98,859 |
77,984 |
-20,875 |
-21.1% |
346,191 |
|
| Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7784 |
0.7761 |
0.7680 |
|
| R3 |
0.7743 |
0.7721 |
0.7669 |
|
| R2 |
0.7703 |
0.7703 |
0.7665 |
|
| R1 |
0.7680 |
0.7680 |
0.7662 |
0.7671 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7658 |
| S1 |
0.7640 |
0.7640 |
0.7654 |
0.7631 |
| S2 |
0.7622 |
0.7622 |
0.7651 |
|
| S3 |
0.7581 |
0.7599 |
0.7647 |
|
| S4 |
0.7541 |
0.7559 |
0.7636 |
|
|
| 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% |
0.0059 |
0.8% |
83% |
True |
False |
74,461 |
| 10 |
0.7685 |
0.7531 |
0.0154 |
2.0% |
0.0055 |
0.7% |
83% |
True |
False |
67,644 |
| 20 |
0.7685 |
0.7501 |
0.0184 |
2.4% |
0.0052 |
0.7% |
86% |
True |
False |
68,893 |
| 40 |
0.7817 |
0.7481 |
0.0337 |
4.4% |
0.0053 |
0.7% |
53% |
False |
False |
58,648 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0054 |
0.7% |
45% |
False |
False |
39,595 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
34% |
False |
False |
29,734 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
34% |
False |
False |
23,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7857 |
|
2.618 |
0.7791 |
|
1.618 |
0.7750 |
|
1.000 |
0.7725 |
|
0.618 |
0.7710 |
|
HIGH |
0.7685 |
|
0.618 |
0.7669 |
|
0.500 |
0.7664 |
|
0.382 |
0.7659 |
|
LOW |
0.7644 |
|
0.618 |
0.7619 |
|
1.000 |
0.7604 |
|
1.618 |
0.7578 |
|
2.618 |
0.7538 |
|
4.250 |
0.7472 |
|
|
| Fisher Pivots for day following 26-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7664 |
0.7651 |
| PP |
0.7662 |
0.7643 |
| S1 |
0.7660 |
0.7636 |
|