CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7682 |
0.7704 |
0.0022 |
0.3% |
0.7664 |
High |
0.7719 |
0.7705 |
-0.0014 |
-0.2% |
0.7719 |
Low |
0.7674 |
0.7673 |
-0.0001 |
0.0% |
0.7642 |
Close |
0.7710 |
0.7695 |
-0.0015 |
-0.2% |
0.7710 |
Range |
0.0045 |
0.0032 |
-0.0013 |
-28.9% |
0.0078 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
78,474 |
40,986 |
-37,488 |
-47.8% |
366,210 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7787 |
0.7773 |
0.7713 |
|
R3 |
0.7755 |
0.7741 |
0.7704 |
|
R2 |
0.7723 |
0.7723 |
0.7701 |
|
R1 |
0.7709 |
0.7709 |
0.7698 |
0.7700 |
PP |
0.7691 |
0.7691 |
0.7691 |
0.7687 |
S1 |
0.7677 |
0.7677 |
0.7692 |
0.7668 |
S2 |
0.7659 |
0.7659 |
0.7689 |
|
S3 |
0.7627 |
0.7645 |
0.7686 |
|
S4 |
0.7595 |
0.7613 |
0.7677 |
|
|
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% |
0.0041 |
0.5% |
69% |
False |
False |
70,023 |
10 |
0.7719 |
0.7587 |
0.0132 |
1.7% |
0.0043 |
0.6% |
82% |
False |
False |
68,698 |
20 |
0.7719 |
0.7531 |
0.0188 |
2.4% |
0.0049 |
0.6% |
87% |
False |
False |
67,109 |
40 |
0.7737 |
0.7481 |
0.0256 |
3.3% |
0.0049 |
0.6% |
84% |
False |
False |
69,305 |
60 |
0.7875 |
0.7481 |
0.0395 |
5.1% |
0.0053 |
0.7% |
54% |
False |
False |
47,199 |
80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
41% |
False |
False |
35,448 |
100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
41% |
False |
False |
28,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7841 |
2.618 |
0.7789 |
1.618 |
0.7757 |
1.000 |
0.7737 |
0.618 |
0.7725 |
HIGH |
0.7705 |
0.618 |
0.7693 |
0.500 |
0.7689 |
0.382 |
0.7685 |
LOW |
0.7673 |
0.618 |
0.7653 |
1.000 |
0.7641 |
1.618 |
0.7621 |
2.618 |
0.7589 |
4.250 |
0.7537 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7693 |
0.7696 |
PP |
0.7691 |
0.7696 |
S1 |
0.7689 |
0.7695 |
|