CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 30-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2018 |
30-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7652 |
0.7664 |
0.0012 |
0.2% |
0.7619 |
| High |
0.7675 |
0.7702 |
0.0028 |
0.4% |
0.7685 |
| Low |
0.7652 |
0.7652 |
0.0000 |
0.0% |
0.7587 |
| Close |
0.7659 |
0.7686 |
0.0026 |
0.3% |
0.7659 |
| Range |
0.0023 |
0.0050 |
0.0028 |
122.2% |
0.0097 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
50,593 |
57,077 |
6,484 |
12.8% |
330,974 |
|
| Daily Pivots for day following 30-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7830 |
0.7808 |
0.7713 |
|
| R3 |
0.7780 |
0.7758 |
0.7699 |
|
| R2 |
0.7730 |
0.7730 |
0.7695 |
|
| R1 |
0.7708 |
0.7708 |
0.7690 |
0.7719 |
| PP |
0.7680 |
0.7680 |
0.7680 |
0.7685 |
| S1 |
0.7658 |
0.7658 |
0.7681 |
0.7669 |
| S2 |
0.7630 |
0.7630 |
0.7676 |
|
| S3 |
0.7580 |
0.7608 |
0.7672 |
|
| S4 |
0.7530 |
0.7558 |
0.7658 |
|
|
| 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 |
0.7702 |
0.7587 |
0.0115 |
1.5% |
0.0046 |
0.6% |
86% |
True |
False |
67,372 |
| 10 |
0.7702 |
0.7531 |
0.0171 |
2.2% |
0.0056 |
0.7% |
90% |
True |
False |
68,358 |
| 20 |
0.7702 |
0.7531 |
0.0171 |
2.2% |
0.0049 |
0.6% |
90% |
True |
False |
64,099 |
| 40 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0051 |
0.7% |
65% |
False |
False |
61,070 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0054 |
0.7% |
52% |
False |
False |
41,386 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
39% |
False |
False |
31,079 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
39% |
False |
False |
24,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7915 |
|
2.618 |
0.7833 |
|
1.618 |
0.7783 |
|
1.000 |
0.7752 |
|
0.618 |
0.7733 |
|
HIGH |
0.7702 |
|
0.618 |
0.7683 |
|
0.500 |
0.7677 |
|
0.382 |
0.7671 |
|
LOW |
0.7652 |
|
0.618 |
0.7621 |
|
1.000 |
0.7602 |
|
1.618 |
0.7571 |
|
2.618 |
0.7521 |
|
4.250 |
0.7439 |
|
|
| Fisher Pivots for day following 30-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7683 |
0.7681 |
| PP |
0.7680 |
0.7677 |
| S1 |
0.7677 |
0.7673 |
|