CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7626 |
0.7588 |
-0.0038 |
-0.5% |
0.7625 |
| High |
0.7679 |
0.7623 |
-0.0056 |
-0.7% |
0.7663 |
| Low |
0.7588 |
0.7588 |
0.0000 |
0.0% |
0.7587 |
| Close |
0.7598 |
0.7613 |
0.0015 |
0.2% |
0.7653 |
| Range |
0.0091 |
0.0035 |
-0.0056 |
-62.1% |
0.0075 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
269 |
165 |
-104 |
-38.7% |
199 |
|
| Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7696 |
0.7631 |
|
| R3 |
0.7677 |
0.7662 |
0.7622 |
|
| R2 |
0.7642 |
0.7642 |
0.7619 |
|
| R1 |
0.7627 |
0.7627 |
0.7616 |
0.7635 |
| PP |
0.7608 |
0.7608 |
0.7608 |
0.7611 |
| S1 |
0.7593 |
0.7593 |
0.7609 |
0.7600 |
| S2 |
0.7573 |
0.7573 |
0.7606 |
|
| S3 |
0.7539 |
0.7558 |
0.7603 |
|
| S4 |
0.7504 |
0.7524 |
0.7594 |
|
|
| 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% |
0.0038 |
0.5% |
27% |
False |
True |
114 |
| 10 |
0.7679 |
0.7520 |
0.0160 |
2.1% |
0.0039 |
0.5% |
58% |
False |
False |
95 |
| 20 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0041 |
0.5% |
45% |
False |
False |
155 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
30% |
False |
False |
187 |
| 60 |
0.7995 |
0.7500 |
0.0495 |
6.5% |
0.0043 |
0.6% |
23% |
False |
False |
164 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0042 |
0.5% |
22% |
False |
False |
143 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0040 |
0.5% |
22% |
False |
False |
137 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
17% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7713 |
|
1.618 |
0.7678 |
|
1.000 |
0.7657 |
|
0.618 |
0.7644 |
|
HIGH |
0.7623 |
|
0.618 |
0.7609 |
|
0.500 |
0.7605 |
|
0.382 |
0.7601 |
|
LOW |
0.7588 |
|
0.618 |
0.7567 |
|
1.000 |
0.7553 |
|
1.618 |
0.7532 |
|
2.618 |
0.7498 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 12-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7610 |
0.7634 |
| PP |
0.7608 |
0.7627 |
| S1 |
0.7605 |
0.7620 |
|