CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7692 |
0.7702 |
0.0010 |
0.1% |
0.7672 |
High |
0.7725 |
0.7711 |
-0.0015 |
-0.2% |
0.7725 |
Low |
0.7687 |
0.7690 |
0.0003 |
0.0% |
0.7662 |
Close |
0.7722 |
0.7707 |
-0.0015 |
-0.2% |
0.7722 |
Range |
0.0038 |
0.0020 |
-0.0018 |
-46.1% |
0.0063 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
185 |
84 |
-101 |
-54.6% |
990 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7764 |
0.7756 |
0.7718 |
|
R3 |
0.7743 |
0.7735 |
0.7712 |
|
R2 |
0.7723 |
0.7723 |
0.7710 |
|
R1 |
0.7715 |
0.7715 |
0.7708 |
0.7719 |
PP |
0.7702 |
0.7702 |
0.7702 |
0.7704 |
S1 |
0.7694 |
0.7694 |
0.7705 |
0.7698 |
S2 |
0.7682 |
0.7682 |
0.7703 |
|
S3 |
0.7661 |
0.7674 |
0.7701 |
|
S4 |
0.7641 |
0.7653 |
0.7695 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7892 |
0.7870 |
0.7756 |
|
R3 |
0.7829 |
0.7807 |
0.7739 |
|
R2 |
0.7766 |
0.7766 |
0.7733 |
|
R1 |
0.7744 |
0.7744 |
0.7727 |
0.7755 |
PP |
0.7703 |
0.7703 |
0.7703 |
0.7708 |
S1 |
0.7681 |
0.7681 |
0.7716 |
0.7692 |
S2 |
0.7640 |
0.7640 |
0.7710 |
|
S3 |
0.7577 |
0.7618 |
0.7704 |
|
S4 |
0.7514 |
0.7555 |
0.7687 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7725 |
0.7662 |
0.0063 |
0.8% |
0.0033 |
0.4% |
71% |
False |
False |
185 |
10 |
0.7725 |
0.7603 |
0.0122 |
1.6% |
0.0034 |
0.4% |
85% |
False |
False |
163 |
20 |
0.7725 |
0.7547 |
0.0178 |
2.3% |
0.0041 |
0.5% |
90% |
False |
False |
170 |
40 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0040 |
0.5% |
83% |
False |
False |
166 |
60 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
54% |
False |
False |
178 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
40% |
False |
False |
162 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
40% |
False |
False |
146 |
120 |
0.8051 |
0.7500 |
0.0551 |
7.2% |
0.0041 |
0.5% |
38% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7798 |
2.618 |
0.7764 |
1.618 |
0.7744 |
1.000 |
0.7731 |
0.618 |
0.7723 |
HIGH |
0.7711 |
0.618 |
0.7703 |
0.500 |
0.7700 |
0.382 |
0.7698 |
LOW |
0.7690 |
0.618 |
0.7677 |
1.000 |
0.7670 |
1.618 |
0.7657 |
2.618 |
0.7636 |
4.250 |
0.7603 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7704 |
0.7706 |
PP |
0.7702 |
0.7706 |
S1 |
0.7700 |
0.7706 |
|