CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2018 |
11-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7635 |
0.7626 |
-0.0010 |
-0.1% |
0.7625 |
| High |
0.7647 |
0.7679 |
0.0033 |
0.4% |
0.7663 |
| Low |
0.7634 |
0.7588 |
-0.0046 |
-0.6% |
0.7587 |
| Close |
0.7644 |
0.7598 |
-0.0046 |
-0.6% |
0.7653 |
| Range |
0.0013 |
0.0091 |
0.0078 |
600.0% |
0.0075 |
| ATR |
0.0042 |
0.0045 |
0.0004 |
8.5% |
0.0000 |
| Volume |
64 |
269 |
205 |
320.3% |
199 |
|
| Daily Pivots for day following 11-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7895 |
0.7837 |
0.7648 |
|
| R3 |
0.7804 |
0.7746 |
0.7623 |
|
| R2 |
0.7713 |
0.7713 |
0.7614 |
|
| R1 |
0.7655 |
0.7655 |
0.7606 |
0.7638 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7613 |
| S1 |
0.7564 |
0.7564 |
0.7589 |
0.7547 |
| S2 |
0.7531 |
0.7531 |
0.7581 |
|
| S3 |
0.7440 |
0.7473 |
0.7572 |
|
| S4 |
0.7349 |
0.7382 |
0.7547 |
|
|
| 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 |
0.7679 |
0.7588 |
0.0091 |
1.2% |
0.0036 |
0.5% |
10% |
True |
True |
92 |
| 10 |
0.7679 |
0.7500 |
0.0179 |
2.4% |
0.0041 |
0.5% |
54% |
True |
False |
95 |
| 20 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0042 |
0.5% |
39% |
False |
False |
155 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
26% |
False |
False |
185 |
| 60 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0043 |
0.6% |
19% |
False |
False |
163 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
19% |
False |
False |
141 |
| 100 |
0.8051 |
0.7500 |
0.0551 |
7.3% |
0.0041 |
0.5% |
18% |
False |
False |
135 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
14% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7917 |
|
1.618 |
0.7826 |
|
1.000 |
0.7770 |
|
0.618 |
0.7735 |
|
HIGH |
0.7679 |
|
0.618 |
0.7644 |
|
0.500 |
0.7634 |
|
0.382 |
0.7623 |
|
LOW |
0.7588 |
|
0.618 |
0.7532 |
|
1.000 |
0.7497 |
|
1.618 |
0.7441 |
|
2.618 |
0.7350 |
|
4.250 |
0.7201 |
|
|
| Fisher Pivots for day following 11-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7634 |
| PP |
0.7622 |
0.7622 |
| S1 |
0.7610 |
0.7610 |
|