CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 07-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7704 |
0.7695 |
-0.0009 |
-0.1% |
0.7664 |
| High |
0.7705 |
0.7720 |
0.0015 |
0.2% |
0.7719 |
| Low |
0.7673 |
0.7653 |
-0.0020 |
-0.3% |
0.7642 |
| Close |
0.7695 |
0.7659 |
-0.0037 |
-0.5% |
0.7710 |
| Range |
0.0032 |
0.0067 |
0.0035 |
107.8% |
0.0078 |
| ATR |
0.0048 |
0.0050 |
0.0001 |
2.7% |
0.0000 |
| Volume |
40,986 |
68,339 |
27,353 |
66.7% |
366,210 |
|
| Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7834 |
0.7695 |
|
| R3 |
0.7810 |
0.7768 |
0.7677 |
|
| R2 |
0.7744 |
0.7744 |
0.7671 |
|
| R1 |
0.7701 |
0.7701 |
0.7665 |
0.7689 |
| PP |
0.7677 |
0.7677 |
0.7677 |
0.7671 |
| S1 |
0.7634 |
0.7634 |
0.7652 |
0.7622 |
| S2 |
0.7610 |
0.7610 |
0.7646 |
|
| S3 |
0.7544 |
0.7568 |
0.7640 |
|
| S4 |
0.7477 |
0.7501 |
0.7622 |
|
|
| 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 |
0.7720 |
0.7653 |
0.0067 |
0.9% |
0.0041 |
0.5% |
8% |
True |
True |
62,688 |
| 10 |
0.7720 |
0.7602 |
0.0118 |
1.5% |
0.0047 |
0.6% |
48% |
True |
False |
70,297 |
| 20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0051 |
0.7% |
68% |
True |
False |
68,237 |
| 40 |
0.7737 |
0.7481 |
0.0256 |
3.3% |
0.0050 |
0.6% |
70% |
False |
False |
70,521 |
| 60 |
0.7866 |
0.7481 |
0.0386 |
5.0% |
0.0053 |
0.7% |
46% |
False |
False |
48,336 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
34% |
False |
False |
36,302 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0050 |
0.7% |
34% |
False |
False |
29,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8002 |
|
2.618 |
0.7894 |
|
1.618 |
0.7827 |
|
1.000 |
0.7786 |
|
0.618 |
0.7761 |
|
HIGH |
0.7720 |
|
0.618 |
0.7694 |
|
0.500 |
0.7686 |
|
0.382 |
0.7678 |
|
LOW |
0.7653 |
|
0.618 |
0.7612 |
|
1.000 |
0.7586 |
|
1.618 |
0.7545 |
|
2.618 |
0.7479 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 07-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7686 |
0.7686 |
| PP |
0.7677 |
0.7677 |
| S1 |
0.7668 |
0.7668 |
|