CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 31-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2018 |
31-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7664 |
0.7681 |
0.0017 |
0.2% |
0.7619 |
| High |
0.7702 |
0.7710 |
0.0008 |
0.1% |
0.7685 |
| Low |
0.7652 |
0.7642 |
-0.0010 |
-0.1% |
0.7587 |
| Close |
0.7686 |
0.7700 |
0.0014 |
0.2% |
0.7659 |
| Range |
0.0050 |
0.0068 |
0.0018 |
37.0% |
0.0097 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.4% |
0.0000 |
| Volume |
57,077 |
105,014 |
47,937 |
84.0% |
330,974 |
|
| Daily Pivots for day following 31-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7889 |
0.7863 |
0.7737 |
|
| R3 |
0.7821 |
0.7794 |
0.7718 |
|
| R2 |
0.7752 |
0.7752 |
0.7712 |
|
| R1 |
0.7726 |
0.7726 |
0.7706 |
0.7739 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7690 |
| S1 |
0.7657 |
0.7657 |
0.7693 |
0.7671 |
| S2 |
0.7615 |
0.7615 |
0.7687 |
|
| S3 |
0.7547 |
0.7589 |
0.7681 |
|
| S4 |
0.7478 |
0.7520 |
0.7662 |
|
|
| 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 |
0.7710 |
0.7602 |
0.0108 |
1.4% |
0.0053 |
0.7% |
90% |
True |
False |
77,905 |
| 10 |
0.7710 |
0.7531 |
0.0179 |
2.3% |
0.0057 |
0.7% |
94% |
True |
False |
73,350 |
| 20 |
0.7710 |
0.7531 |
0.0179 |
2.3% |
0.0050 |
0.6% |
94% |
True |
False |
66,594 |
| 40 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0052 |
0.7% |
70% |
False |
False |
63,668 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0055 |
0.7% |
56% |
False |
False |
43,134 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0052 |
0.7% |
42% |
False |
False |
32,391 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0050 |
0.7% |
42% |
False |
False |
25,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7889 |
|
1.618 |
0.7821 |
|
1.000 |
0.7778 |
|
0.618 |
0.7752 |
|
HIGH |
0.7710 |
|
0.618 |
0.7684 |
|
0.500 |
0.7676 |
|
0.382 |
0.7668 |
|
LOW |
0.7642 |
|
0.618 |
0.7599 |
|
1.000 |
0.7573 |
|
1.618 |
0.7531 |
|
2.618 |
0.7462 |
|
4.250 |
0.7350 |
|
|
| Fisher Pivots for day following 31-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7692 |
0.7692 |
| PP |
0.7684 |
0.7684 |
| S1 |
0.7676 |
0.7676 |
|