CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7674 |
0.7652 |
-0.0022 |
-0.3% |
0.7619 |
High |
0.7685 |
0.7675 |
-0.0010 |
-0.1% |
0.7685 |
Low |
0.7644 |
0.7652 |
0.0008 |
0.1% |
0.7587 |
Close |
0.7658 |
0.7659 |
0.0001 |
0.0% |
0.7659 |
Range |
0.0040 |
0.0023 |
-0.0018 |
-44.4% |
0.0097 |
ATR |
0.0054 |
0.0051 |
-0.0002 |
-4.1% |
0.0000 |
Volume |
77,984 |
50,593 |
-27,391 |
-35.1% |
330,974 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7729 |
0.7717 |
0.7671 |
|
R3 |
0.7707 |
0.7694 |
0.7665 |
|
R2 |
0.7684 |
0.7684 |
0.7663 |
|
R1 |
0.7672 |
0.7672 |
0.7661 |
0.7678 |
PP |
0.7662 |
0.7662 |
0.7662 |
0.7665 |
S1 |
0.7649 |
0.7649 |
0.7657 |
0.7656 |
S2 |
0.7639 |
0.7639 |
0.7655 |
|
S3 |
0.7617 |
0.7627 |
0.7653 |
|
S4 |
0.7594 |
0.7604 |
0.7647 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7936 |
0.7895 |
0.7713 |
|
R3 |
0.7838 |
0.7797 |
0.7686 |
|
R2 |
0.7741 |
0.7741 |
0.7677 |
|
R1 |
0.7700 |
0.7700 |
0.7668 |
0.7721 |
PP |
0.7644 |
0.7644 |
0.7644 |
0.7654 |
S1 |
0.7603 |
0.7603 |
0.7650 |
0.7623 |
S2 |
0.7546 |
0.7546 |
0.7641 |
|
S3 |
0.7449 |
0.7505 |
0.7632 |
|
S4 |
0.7351 |
0.7408 |
0.7605 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7685 |
0.7587 |
0.0097 |
1.3% |
0.0043 |
0.6% |
74% |
False |
False |
66,194 |
10 |
0.7685 |
0.7531 |
0.0154 |
2.0% |
0.0054 |
0.7% |
83% |
False |
False |
67,716 |
20 |
0.7685 |
0.7531 |
0.0154 |
2.0% |
0.0050 |
0.7% |
83% |
False |
False |
66,897 |
40 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0051 |
0.7% |
57% |
False |
False |
59,695 |
60 |
0.7875 |
0.7481 |
0.0395 |
5.2% |
0.0054 |
0.7% |
45% |
False |
False |
40,437 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
34% |
False |
False |
30,365 |
100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
34% |
False |
False |
24,313 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7770 |
2.618 |
0.7733 |
1.618 |
0.7711 |
1.000 |
0.7697 |
0.618 |
0.7688 |
HIGH |
0.7675 |
0.618 |
0.7666 |
0.500 |
0.7663 |
0.382 |
0.7661 |
LOW |
0.7652 |
0.618 |
0.7638 |
1.000 |
0.7630 |
1.618 |
0.7616 |
2.618 |
0.7593 |
4.250 |
0.7556 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7663 |
0.7654 |
PP |
0.7662 |
0.7648 |
S1 |
0.7660 |
0.7643 |
|