CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 09-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2018 |
09-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7663 |
0.0028 |
0.4% |
0.7625 |
| High |
0.7663 |
0.7668 |
0.0006 |
0.1% |
0.7663 |
| Low |
0.7635 |
0.7645 |
0.0011 |
0.1% |
0.7587 |
| Close |
0.7653 |
0.7649 |
-0.0004 |
-0.1% |
0.7653 |
| Range |
0.0028 |
0.0023 |
-0.0005 |
-17.9% |
0.0075 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
30 |
42 |
12 |
40.0% |
199 |
|
| Daily Pivots for day following 09-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7723 |
0.7709 |
0.7662 |
|
| R3 |
0.7700 |
0.7686 |
0.7655 |
|
| R2 |
0.7677 |
0.7677 |
0.7653 |
|
| R1 |
0.7663 |
0.7663 |
0.7651 |
0.7659 |
| PP |
0.7654 |
0.7654 |
0.7654 |
0.7652 |
| S1 |
0.7640 |
0.7640 |
0.7647 |
0.7636 |
| S2 |
0.7631 |
0.7631 |
0.7645 |
|
| S3 |
0.7608 |
0.7617 |
0.7643 |
|
| S4 |
0.7585 |
0.7594 |
0.7636 |
|
|
| Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7861 |
0.7832 |
0.7695 |
|
| R3 |
0.7785 |
0.7757 |
0.7674 |
|
| R2 |
0.7710 |
0.7710 |
0.7667 |
|
| R1 |
0.7681 |
0.7681 |
0.7660 |
0.7695 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7641 |
| S1 |
0.7606 |
0.7606 |
0.7646 |
0.7620 |
| S2 |
0.7559 |
0.7559 |
0.7639 |
|
| S3 |
0.7483 |
0.7530 |
0.7632 |
|
| S4 |
0.7408 |
0.7455 |
0.7611 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7668 |
0.7587 |
0.0081 |
1.1% |
0.0027 |
0.4% |
77% |
True |
False |
48 |
| 10 |
0.7668 |
0.7500 |
0.0168 |
2.2% |
0.0034 |
0.4% |
89% |
True |
False |
70 |
| 20 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0040 |
0.5% |
60% |
False |
False |
162 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
39% |
False |
False |
182 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
29% |
False |
False |
159 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
29% |
False |
False |
140 |
| 100 |
0.8051 |
0.7500 |
0.0551 |
7.2% |
0.0041 |
0.5% |
27% |
False |
False |
133 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
22% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7766 |
|
2.618 |
0.7728 |
|
1.618 |
0.7705 |
|
1.000 |
0.7691 |
|
0.618 |
0.7682 |
|
HIGH |
0.7668 |
|
0.618 |
0.7659 |
|
0.500 |
0.7657 |
|
0.382 |
0.7654 |
|
LOW |
0.7645 |
|
0.618 |
0.7631 |
|
1.000 |
0.7622 |
|
1.618 |
0.7608 |
|
2.618 |
0.7585 |
|
4.250 |
0.7547 |
|
|
| Fisher Pivots for day following 09-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7647 |
| PP |
0.7654 |
0.7646 |
| S1 |
0.7652 |
0.7644 |
|