CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7696 |
0.7682 |
-0.0014 |
-0.2% |
0.7664 |
| High |
0.7702 |
0.7719 |
0.0018 |
0.2% |
0.7719 |
| Low |
0.7675 |
0.7674 |
-0.0001 |
0.0% |
0.7642 |
| Close |
0.7684 |
0.7710 |
0.0026 |
0.3% |
0.7710 |
| Range |
0.0027 |
0.0045 |
0.0018 |
69.8% |
0.0078 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
54,916 |
78,474 |
23,558 |
42.9% |
366,210 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7818 |
0.7735 |
|
| R3 |
0.7791 |
0.7773 |
0.7722 |
|
| R2 |
0.7746 |
0.7746 |
0.7718 |
|
| R1 |
0.7728 |
0.7728 |
0.7714 |
0.7737 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7706 |
| S1 |
0.7683 |
0.7683 |
0.7706 |
0.7692 |
| S2 |
0.7656 |
0.7656 |
0.7702 |
|
| S3 |
0.7611 |
0.7638 |
0.7698 |
|
| S4 |
0.7566 |
0.7593 |
0.7685 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7923 |
0.7894 |
0.7753 |
|
| R3 |
0.7845 |
0.7816 |
0.7731 |
|
| R2 |
0.7768 |
0.7768 |
0.7724 |
|
| R1 |
0.7739 |
0.7739 |
0.7717 |
0.7753 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7697 |
| S1 |
0.7661 |
0.7661 |
0.7703 |
0.7676 |
| S2 |
0.7613 |
0.7613 |
0.7696 |
|
| S3 |
0.7535 |
0.7584 |
0.7689 |
|
| S4 |
0.7458 |
0.7506 |
0.7667 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7719 |
0.7642 |
0.0078 |
1.0% |
0.0045 |
0.6% |
88% |
True |
False |
73,242 |
| 10 |
0.7719 |
0.7587 |
0.0132 |
1.7% |
0.0044 |
0.6% |
93% |
True |
False |
69,718 |
| 20 |
0.7719 |
0.7531 |
0.0188 |
2.4% |
0.0049 |
0.6% |
95% |
True |
False |
67,288 |
| 40 |
0.7754 |
0.7481 |
0.0274 |
3.5% |
0.0050 |
0.6% |
84% |
False |
False |
68,506 |
| 60 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0053 |
0.7% |
58% |
False |
False |
46,520 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0051 |
0.7% |
44% |
False |
False |
34,937 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.7% |
0.0050 |
0.6% |
44% |
False |
False |
27,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7910 |
|
2.618 |
0.7837 |
|
1.618 |
0.7792 |
|
1.000 |
0.7764 |
|
0.618 |
0.7747 |
|
HIGH |
0.7719 |
|
0.618 |
0.7702 |
|
0.500 |
0.7697 |
|
0.382 |
0.7691 |
|
LOW |
0.7674 |
|
0.618 |
0.7646 |
|
1.000 |
0.7629 |
|
1.618 |
0.7601 |
|
2.618 |
0.7556 |
|
4.250 |
0.7483 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7706 |
| PP |
0.7701 |
0.7701 |
| S1 |
0.7697 |
0.7697 |
|