CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jul-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jul-2018 | 
                    24-Jul-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7641 | 
                        0.7610 | 
                        -0.0032 | 
                        -0.4% | 
                        0.7628 | 
                     
                    
                        | High | 
                        0.7641 | 
                        0.7630 | 
                        -0.0011 | 
                        -0.1% | 
                        0.7646 | 
                     
                    
                        | Low | 
                        0.7609 | 
                        0.7603 | 
                        -0.0006 | 
                        -0.1% | 
                        0.7547 | 
                     
                    
                        | Close | 
                        0.7610 | 
                        0.7619 | 
                        0.0009 | 
                        0.1% | 
                        0.7635 | 
                     
                    
                        | Range | 
                        0.0033 | 
                        0.0027 | 
                        -0.0006 | 
                        -16.9% | 
                        0.0099 | 
                     
                    
                        | ATR | 
                        0.0047 | 
                        0.0046 | 
                        -0.0001 | 
                        -3.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        210 | 
                        123 | 
                        -87 | 
                        -41.4% | 
                        823 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jul-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7698 | 
                0.7685 | 
                0.7633 | 
                 | 
             
            
                | R3 | 
                0.7671 | 
                0.7658 | 
                0.7626 | 
                 | 
             
            
                | R2 | 
                0.7644 | 
                0.7644 | 
                0.7623 | 
                 | 
             
            
                | R1 | 
                0.7631 | 
                0.7631 | 
                0.7621 | 
                0.7638 | 
             
            
                | PP | 
                0.7617 | 
                0.7617 | 
                0.7617 | 
                0.7620 | 
             
            
                | S1 | 
                0.7604 | 
                0.7604 | 
                0.7616 | 
                0.7611 | 
             
            
                | S2 | 
                0.7590 | 
                0.7590 | 
                0.7614 | 
                 | 
             
            
                | S3 | 
                0.7563 | 
                0.7577 | 
                0.7611 | 
                 | 
             
            
                | S4 | 
                0.7536 | 
                0.7550 | 
                0.7604 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 20-Jul-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7906 | 
                0.7869 | 
                0.7689 | 
                 | 
             
            
                | R3 | 
                0.7807 | 
                0.7770 | 
                0.7662 | 
                 | 
             
            
                | R2 | 
                0.7708 | 
                0.7708 | 
                0.7653 | 
                 | 
             
            
                | R1 | 
                0.7671 | 
                0.7671 | 
                0.7644 | 
                0.7689 | 
             
            
                | PP | 
                0.7609 | 
                0.7609 | 
                0.7609 | 
                0.7618 | 
             
            
                | S1 | 
                0.7572 | 
                0.7572 | 
                0.7625 | 
                0.7591 | 
             
            
                | S2 | 
                0.7510 | 
                0.7510 | 
                0.7616 | 
                 | 
             
            
                | S3 | 
                0.7411 | 
                0.7473 | 
                0.7607 | 
                 | 
             
            
                | S4 | 
                0.7312 | 
                0.7374 | 
                0.7580 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7641 | 
                0.7547 | 
                0.0094 | 
                1.2% | 
                0.0054 | 
                0.7% | 
                76% | 
                False | 
                False | 
                172 | 
                 
                
                | 10 | 
                0.7679 | 
                0.7547 | 
                0.0132 | 
                1.7% | 
                0.0050 | 
                0.7% | 
                54% | 
                False | 
                False | 
                183 | 
                 
                
                | 20 | 
                0.7679 | 
                0.7500 | 
                0.0179 | 
                2.3% | 
                0.0041 | 
                0.5% | 
                66% | 
                False | 
                False | 
                127 | 
                 
                
                | 40 | 
                0.7831 | 
                0.7500 | 
                0.0331 | 
                4.4% | 
                0.0046 | 
                0.6% | 
                36% | 
                False | 
                False | 
                185 | 
                 
                
                | 60 | 
                0.7880 | 
                0.7500 | 
                0.0380 | 
                5.0% | 
                0.0044 | 
                0.6% | 
                31% | 
                False | 
                False | 
                171 | 
                 
                
                | 80 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0043 | 
                0.6% | 
                23% | 
                False | 
                False | 
                155 | 
                 
                
                | 100 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0041 | 
                0.5% | 
                23% | 
                False | 
                False | 
                143 | 
                 
                
                | 120 | 
                0.8177 | 
                0.7500 | 
                0.0677 | 
                8.9% | 
                0.0041 | 
                0.5% | 
                18% | 
                False | 
                False | 
                131 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7745 | 
         
        
            | 
2.618             | 
            0.7701 | 
         
        
            | 
1.618             | 
            0.7674 | 
         
        
            | 
1.000             | 
            0.7657 | 
         
        
            | 
0.618             | 
            0.7647 | 
         
        
            | 
HIGH             | 
            0.7630 | 
         
        
            | 
0.618             | 
            0.7620 | 
         
        
            | 
0.500             | 
            0.7617 | 
         
        
            | 
0.382             | 
            0.7613 | 
         
        
            | 
LOW             | 
            0.7603 | 
         
        
            | 
0.618             | 
            0.7586 | 
         
        
            | 
1.000             | 
            0.7576 | 
         
        
            | 
1.618             | 
            0.7559 | 
         
        
            | 
2.618             | 
            0.7532 | 
         
        
            | 
4.250             | 
            0.7488 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jul-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7618 | 
                                0.7610 | 
                             
                            
                                | PP | 
                                0.7617 | 
                                0.7602 | 
                             
                            
                                | S1 | 
                                0.7617 | 
                                0.7594 | 
                             
             
         |