CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7609 |
0.7591 |
-0.0019 |
-0.2% |
0.7655 |
High |
0.7629 |
0.7605 |
-0.0024 |
-0.3% |
0.7668 |
Low |
0.7583 |
0.7578 |
-0.0005 |
-0.1% |
0.7562 |
Close |
0.7594 |
0.7601 |
0.0008 |
0.1% |
0.7594 |
Range |
0.0047 |
0.0027 |
-0.0020 |
-41.9% |
0.0105 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.5% |
0.0000 |
Volume |
94,733 |
48,657 |
-46,076 |
-48.6% |
360,268 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7676 |
0.7665 |
0.7616 |
|
R3 |
0.7649 |
0.7638 |
0.7608 |
|
R2 |
0.7622 |
0.7622 |
0.7606 |
|
R1 |
0.7611 |
0.7611 |
0.7603 |
0.7617 |
PP |
0.7595 |
0.7595 |
0.7595 |
0.7597 |
S1 |
0.7584 |
0.7584 |
0.7599 |
0.7590 |
S2 |
0.7568 |
0.7568 |
0.7596 |
|
S3 |
0.7541 |
0.7557 |
0.7594 |
|
S4 |
0.7514 |
0.7530 |
0.7586 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7924 |
0.7864 |
0.7652 |
|
R3 |
0.7819 |
0.7759 |
0.7623 |
|
R2 |
0.7713 |
0.7713 |
0.7613 |
|
R1 |
0.7653 |
0.7653 |
0.7603 |
0.7631 |
PP |
0.7608 |
0.7608 |
0.7608 |
0.7596 |
S1 |
0.7548 |
0.7548 |
0.7584 |
0.7525 |
S2 |
0.7502 |
0.7502 |
0.7574 |
|
S3 |
0.7397 |
0.7442 |
0.7564 |
|
S4 |
0.7291 |
0.7337 |
0.7535 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7668 |
0.7562 |
0.0105 |
1.4% |
0.0051 |
0.7% |
37% |
False |
False |
81,785 |
10 |
0.7763 |
0.7562 |
0.0201 |
2.6% |
0.0054 |
0.7% |
19% |
False |
False |
83,269 |
20 |
0.7763 |
0.7562 |
0.0201 |
2.6% |
0.0051 |
0.7% |
19% |
False |
False |
73,742 |
40 |
0.7763 |
0.7531 |
0.0232 |
3.1% |
0.0051 |
0.7% |
30% |
False |
False |
71,397 |
60 |
0.7763 |
0.7481 |
0.0283 |
3.7% |
0.0050 |
0.7% |
43% |
False |
False |
72,810 |
80 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
31% |
False |
False |
57,535 |
100 |
0.7962 |
0.7481 |
0.0481 |
6.3% |
0.0052 |
0.7% |
25% |
False |
False |
46,071 |
120 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
23% |
False |
False |
38,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7720 |
2.618 |
0.7676 |
1.618 |
0.7649 |
1.000 |
0.7632 |
0.618 |
0.7622 |
HIGH |
0.7605 |
0.618 |
0.7595 |
0.500 |
0.7592 |
0.382 |
0.7588 |
LOW |
0.7578 |
0.618 |
0.7561 |
1.000 |
0.7551 |
1.618 |
0.7534 |
2.618 |
0.7507 |
4.250 |
0.7463 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7598 |
0.7599 |
PP |
0.7595 |
0.7597 |
S1 |
0.7592 |
0.7596 |
|