CME Canadian Dollar Future September 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7670 |
-0.0017 |
-0.2% |
0.7704 |
| High |
0.7697 |
0.7676 |
-0.0021 |
-0.3% |
0.7720 |
| Low |
0.7659 |
0.7607 |
-0.0052 |
-0.7% |
0.7607 |
| Close |
0.7675 |
0.7616 |
-0.0059 |
-0.8% |
0.7616 |
| Range |
0.0039 |
0.0070 |
0.0031 |
80.5% |
0.0113 |
| ATR |
0.0050 |
0.0051 |
0.0001 |
2.8% |
0.0000 |
| Volume |
48,642 |
89,130 |
40,488 |
83.2% |
337,662 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7841 |
0.7798 |
0.7654 |
|
| R3 |
0.7772 |
0.7729 |
0.7635 |
|
| R2 |
0.7702 |
0.7702 |
0.7629 |
|
| R1 |
0.7659 |
0.7659 |
0.7622 |
0.7646 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7626 |
| S1 |
0.7590 |
0.7590 |
0.7610 |
0.7577 |
| S2 |
0.7563 |
0.7563 |
0.7603 |
|
| S3 |
0.7494 |
0.7520 |
0.7597 |
|
| S4 |
0.7424 |
0.7451 |
0.7578 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7914 |
0.7678 |
|
| R3 |
0.7873 |
0.7801 |
0.7647 |
|
| R2 |
0.7760 |
0.7760 |
0.7637 |
|
| R1 |
0.7688 |
0.7688 |
0.7626 |
0.7668 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7637 |
| S1 |
0.7575 |
0.7575 |
0.7606 |
0.7555 |
| S2 |
0.7534 |
0.7534 |
0.7595 |
|
| S3 |
0.7421 |
0.7462 |
0.7585 |
|
| S4 |
0.7308 |
0.7349 |
0.7554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7607 |
0.0113 |
1.5% |
0.0055 |
0.7% |
8% |
False |
True |
67,532 |
| 10 |
0.7720 |
0.7607 |
0.0113 |
1.5% |
0.0050 |
0.7% |
8% |
False |
True |
70,387 |
| 20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0052 |
0.7% |
45% |
False |
False |
69,051 |
| 40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0050 |
0.7% |
57% |
False |
False |
72,344 |
| 60 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
35% |
False |
False |
52,132 |
| 80 |
0.7962 |
0.7481 |
0.0481 |
6.3% |
0.0052 |
0.7% |
28% |
False |
False |
39,153 |
| 100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
26% |
False |
False |
31,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7971 |
|
2.618 |
0.7858 |
|
1.618 |
0.7788 |
|
1.000 |
0.7746 |
|
0.618 |
0.7719 |
|
HIGH |
0.7676 |
|
0.618 |
0.7649 |
|
0.500 |
0.7641 |
|
0.382 |
0.7633 |
|
LOW |
0.7607 |
|
0.618 |
0.7564 |
|
1.000 |
0.7537 |
|
1.618 |
0.7494 |
|
2.618 |
0.7425 |
|
4.250 |
0.7311 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7652 |
| PP |
0.7633 |
0.7640 |
| S1 |
0.7624 |
0.7628 |
|