CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7695 |
0.7662 |
-0.0033 |
-0.4% |
0.7664 |
| High |
0.7720 |
0.7694 |
-0.0026 |
-0.3% |
0.7719 |
| Low |
0.7653 |
0.7627 |
-0.0026 |
-0.3% |
0.7642 |
| Close |
0.7659 |
0.7690 |
0.0031 |
0.4% |
0.7710 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.7% |
0.0078 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.5% |
0.0000 |
| Volume |
68,339 |
90,565 |
22,226 |
32.5% |
366,210 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7871 |
0.7847 |
0.7726 |
|
| R3 |
0.7804 |
0.7780 |
0.7708 |
|
| R2 |
0.7737 |
0.7737 |
0.7702 |
|
| R1 |
0.7713 |
0.7713 |
0.7696 |
0.7725 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7676 |
| S1 |
0.7646 |
0.7646 |
0.7683 |
0.7658 |
| S2 |
0.7603 |
0.7603 |
0.7677 |
|
| S3 |
0.7536 |
0.7579 |
0.7671 |
|
| S4 |
0.7469 |
0.7512 |
0.7653 |
|
|
| 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 |
0.7627 |
0.0093 |
1.2% |
0.0047 |
0.6% |
68% |
False |
True |
66,656 |
| 10 |
0.7720 |
0.7627 |
0.0093 |
1.2% |
0.0045 |
0.6% |
68% |
False |
True |
69,467 |
| 20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0050 |
0.7% |
84% |
False |
False |
67,379 |
| 40 |
0.7737 |
0.7481 |
0.0256 |
3.3% |
0.0051 |
0.7% |
82% |
False |
False |
71,842 |
| 60 |
0.7866 |
0.7481 |
0.0386 |
5.0% |
0.0054 |
0.7% |
54% |
False |
False |
49,844 |
| 80 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0052 |
0.7% |
40% |
False |
False |
37,434 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
40% |
False |
False |
29,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7978 |
|
2.618 |
0.7869 |
|
1.618 |
0.7802 |
|
1.000 |
0.7760 |
|
0.618 |
0.7735 |
|
HIGH |
0.7694 |
|
0.618 |
0.7668 |
|
0.500 |
0.7660 |
|
0.382 |
0.7652 |
|
LOW |
0.7627 |
|
0.618 |
0.7585 |
|
1.000 |
0.7560 |
|
1.618 |
0.7518 |
|
2.618 |
0.7451 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7680 |
0.7684 |
| PP |
0.7670 |
0.7679 |
| S1 |
0.7660 |
0.7673 |
|