CME Canadian Dollar Future September 2018
Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7609 |
-0.0061 |
-0.8% |
0.7704 |
High |
0.7676 |
0.7636 |
-0.0041 |
-0.5% |
0.7720 |
Low |
0.7607 |
0.7597 |
-0.0010 |
-0.1% |
0.7607 |
Close |
0.7616 |
0.7612 |
-0.0004 |
-0.1% |
0.7616 |
Range |
0.0070 |
0.0039 |
-0.0031 |
-43.9% |
0.0113 |
ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
89,130 |
60,865 |
-28,265 |
-31.7% |
337,662 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7732 |
0.7711 |
0.7633 |
|
R3 |
0.7693 |
0.7672 |
0.7623 |
|
R2 |
0.7654 |
0.7654 |
0.7619 |
|
R1 |
0.7633 |
0.7633 |
0.7616 |
0.7643 |
PP |
0.7615 |
0.7615 |
0.7615 |
0.7620 |
S1 |
0.7594 |
0.7594 |
0.7608 |
0.7604 |
S2 |
0.7576 |
0.7576 |
0.7605 |
|
S3 |
0.7537 |
0.7555 |
0.7601 |
|
S4 |
0.7498 |
0.7516 |
0.7591 |
|
|
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 |
0.7597 |
0.0123 |
1.6% |
0.0056 |
0.7% |
13% |
False |
True |
71,508 |
10 |
0.7720 |
0.7597 |
0.0123 |
1.6% |
0.0049 |
0.6% |
13% |
False |
True |
70,766 |
20 |
0.7720 |
0.7531 |
0.0189 |
2.5% |
0.0052 |
0.7% |
43% |
False |
False |
69,562 |
40 |
0.7720 |
0.7481 |
0.0239 |
3.1% |
0.0049 |
0.6% |
55% |
False |
False |
71,168 |
60 |
0.7866 |
0.7481 |
0.0386 |
5.1% |
0.0053 |
0.7% |
34% |
False |
False |
53,131 |
80 |
0.7931 |
0.7481 |
0.0450 |
5.9% |
0.0052 |
0.7% |
29% |
False |
False |
39,912 |
100 |
0.8000 |
0.7481 |
0.0520 |
6.8% |
0.0051 |
0.7% |
25% |
False |
False |
31,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7801 |
2.618 |
0.7738 |
1.618 |
0.7699 |
1.000 |
0.7674 |
0.618 |
0.7660 |
HIGH |
0.7636 |
0.618 |
0.7621 |
0.500 |
0.7616 |
0.382 |
0.7611 |
LOW |
0.7597 |
0.618 |
0.7572 |
1.000 |
0.7558 |
1.618 |
0.7533 |
2.618 |
0.7494 |
4.250 |
0.7431 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7616 |
0.7647 |
PP |
0.7615 |
0.7635 |
S1 |
0.7613 |
0.7624 |
|