CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 09-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7687 |
0.0025 |
0.3% |
0.7664 |
High |
0.7694 |
0.7697 |
0.0004 |
0.0% |
0.7719 |
Low |
0.7627 |
0.7659 |
0.0032 |
0.4% |
0.7642 |
Close |
0.7690 |
0.7675 |
-0.0015 |
-0.2% |
0.7710 |
Range |
0.0067 |
0.0039 |
-0.0028 |
-42.5% |
0.0078 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
90,565 |
48,642 |
-41,923 |
-46.3% |
366,210 |
|
Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7792 |
0.7772 |
0.7696 |
|
R3 |
0.7754 |
0.7733 |
0.7685 |
|
R2 |
0.7715 |
0.7715 |
0.7682 |
|
R1 |
0.7695 |
0.7695 |
0.7678 |
0.7686 |
PP |
0.7677 |
0.7677 |
0.7677 |
0.7672 |
S1 |
0.7656 |
0.7656 |
0.7671 |
0.7647 |
S2 |
0.7638 |
0.7638 |
0.7667 |
|
S3 |
0.7600 |
0.7618 |
0.7664 |
|
S4 |
0.7561 |
0.7579 |
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% |
0.0050 |
0.6% |
52% |
False |
False |
65,401 |
10 |
0.7720 |
0.7627 |
0.0093 |
1.2% |
0.0045 |
0.6% |
52% |
False |
False |
66,533 |
20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0050 |
0.7% |
76% |
False |
False |
67,088 |
40 |
0.7737 |
0.7481 |
0.0256 |
3.3% |
0.0050 |
0.7% |
76% |
False |
False |
72,092 |
60 |
0.7866 |
0.7481 |
0.0386 |
5.0% |
0.0053 |
0.7% |
50% |
False |
False |
50,653 |
80 |
0.7988 |
0.7481 |
0.0508 |
6.6% |
0.0052 |
0.7% |
38% |
False |
False |
38,041 |
100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
37% |
False |
False |
30,450 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7861 |
2.618 |
0.7798 |
1.618 |
0.7759 |
1.000 |
0.7736 |
0.618 |
0.7721 |
HIGH |
0.7697 |
0.618 |
0.7682 |
0.500 |
0.7678 |
0.382 |
0.7673 |
LOW |
0.7659 |
0.618 |
0.7635 |
1.000 |
0.7620 |
1.618 |
0.7596 |
2.618 |
0.7558 |
4.250 |
0.7495 |
|
|
Fisher Pivots for day following 09-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7678 |
0.7674 |
PP |
0.7677 |
0.7674 |
S1 |
0.7676 |
0.7673 |
|