CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 01-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2018 |
01-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7681 |
0.7692 |
0.0011 |
0.1% |
0.7619 |
High |
0.7710 |
0.7713 |
0.0003 |
0.0% |
0.7685 |
Low |
0.7642 |
0.7679 |
0.0037 |
0.5% |
0.7587 |
Close |
0.7700 |
0.7703 |
0.0003 |
0.0% |
0.7659 |
Range |
0.0068 |
0.0034 |
-0.0034 |
-50.4% |
0.0097 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
105,014 |
70,729 |
-34,285 |
-32.6% |
330,974 |
|
Daily Pivots for day following 01-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7800 |
0.7785 |
0.7721 |
|
R3 |
0.7766 |
0.7751 |
0.7712 |
|
R2 |
0.7732 |
0.7732 |
0.7709 |
|
R1 |
0.7717 |
0.7717 |
0.7706 |
0.7725 |
PP |
0.7698 |
0.7698 |
0.7698 |
0.7702 |
S1 |
0.7683 |
0.7683 |
0.7699 |
0.7691 |
S2 |
0.7664 |
0.7664 |
0.7696 |
|
S3 |
0.7630 |
0.7649 |
0.7693 |
|
S4 |
0.7596 |
0.7615 |
0.7684 |
|
|
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 |
0.7713 |
0.7642 |
0.0071 |
0.9% |
0.0043 |
0.6% |
85% |
True |
False |
72,279 |
10 |
0.7713 |
0.7531 |
0.0182 |
2.4% |
0.0054 |
0.7% |
94% |
True |
False |
74,135 |
20 |
0.7713 |
0.7531 |
0.0182 |
2.4% |
0.0049 |
0.6% |
94% |
True |
False |
67,322 |
40 |
0.7795 |
0.7481 |
0.0314 |
4.1% |
0.0051 |
0.7% |
71% |
False |
False |
65,373 |
60 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0055 |
0.7% |
56% |
False |
False |
44,313 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0051 |
0.7% |
43% |
False |
False |
33,274 |
100 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0050 |
0.7% |
43% |
False |
False |
26,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7858 |
2.618 |
0.7802 |
1.618 |
0.7768 |
1.000 |
0.7747 |
0.618 |
0.7734 |
HIGH |
0.7713 |
0.618 |
0.7700 |
0.500 |
0.7696 |
0.382 |
0.7692 |
LOW |
0.7679 |
0.618 |
0.7658 |
1.000 |
0.7645 |
1.618 |
0.7624 |
2.618 |
0.7590 |
4.250 |
0.7535 |
|
|
Fisher Pivots for day following 01-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7700 |
0.7694 |
PP |
0.7698 |
0.7686 |
S1 |
0.7696 |
0.7677 |
|