CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Aug-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    31-Jul-2018 | 
                    01-Aug-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7690 | 
                        0.7702 | 
                        0.0012 | 
                        0.2% | 
                        0.7641 | 
                     
                    
                        | High | 
                        0.7713 | 
                        0.7724 | 
                        0.0012 | 
                        0.1% | 
                        0.7692 | 
                     
                    
                        | Low | 
                        0.7662 | 
                        0.7692 | 
                        0.0030 | 
                        0.4% | 
                        0.7603 | 
                     
                    
                        | Close | 
                        0.7712 | 
                        0.7715 | 
                        0.0002 | 
                        0.0% | 
                        0.7672 | 
                     
                    
                        | Range | 
                        0.0050 | 
                        0.0032 | 
                        -0.0018 | 
                        -36.6% | 
                        0.0089 | 
                     
                    
                        | ATR | 
                        0.0044 | 
                        0.0043 | 
                        -0.0001 | 
                        -2.0% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        312 | 
                        194 | 
                        -118 | 
                        -37.8% | 
                        775 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 01-Aug-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7806 | 
                0.7792 | 
                0.7732 | 
                 | 
             
            
                | R3 | 
                0.7774 | 
                0.7760 | 
                0.7723 | 
                 | 
             
            
                | R2 | 
                0.7742 | 
                0.7742 | 
                0.7720 | 
                 | 
             
            
                | R1 | 
                0.7728 | 
                0.7728 | 
                0.7717 | 
                0.7735 | 
             
            
                | PP | 
                0.7710 | 
                0.7710 | 
                0.7710 | 
                0.7714 | 
             
            
                | S1 | 
                0.7696 | 
                0.7696 | 
                0.7712 | 
                0.7703 | 
             
            
                | S2 | 
                0.7678 | 
                0.7678 | 
                0.7709 | 
                 | 
             
            
                | S3 | 
                0.7646 | 
                0.7664 | 
                0.7706 | 
                 | 
             
            
                | S4 | 
                0.7614 | 
                0.7632 | 
                0.7697 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-Jul-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7923 | 
                0.7886 | 
                0.7720 | 
                 | 
             
            
                | R3 | 
                0.7834 | 
                0.7797 | 
                0.7696 | 
                 | 
             
            
                | R2 | 
                0.7745 | 
                0.7745 | 
                0.7688 | 
                 | 
             
            
                | R1 | 
                0.7708 | 
                0.7708 | 
                0.7680 | 
                0.7726 | 
             
            
                | PP | 
                0.7656 | 
                0.7656 | 
                0.7656 | 
                0.7665 | 
             
            
                | S1 | 
                0.7619 | 
                0.7619 | 
                0.7663 | 
                0.7637 | 
             
            
                | S2 | 
                0.7567 | 
                0.7567 | 
                0.7655 | 
                 | 
             
            
                | S3 | 
                0.7478 | 
                0.7530 | 
                0.7647 | 
                 | 
             
            
                | S4 | 
                0.7389 | 
                0.7441 | 
                0.7623 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7724 | 
                0.7662 | 
                0.0062 | 
                0.8% | 
                0.0033 | 
                0.4% | 
                85% | 
                True | 
                False | 
                174 | 
                 
                
                | 10 | 
                0.7724 | 
                0.7547 | 
                0.0178 | 
                2.3% | 
                0.0045 | 
                0.6% | 
                95% | 
                True | 
                False | 
                187 | 
                 
                
                | 20 | 
                0.7724 | 
                0.7547 | 
                0.0178 | 
                2.3% | 
                0.0041 | 
                0.5% | 
                95% | 
                True | 
                False | 
                156 | 
                 
                
                | 40 | 
                0.7805 | 
                0.7500 | 
                0.0306 | 
                4.0% | 
                0.0042 | 
                0.5% | 
                70% | 
                False | 
                False | 
                176 | 
                 
                
                | 60 | 
                0.7880 | 
                0.7500 | 
                0.0380 | 
                4.9% | 
                0.0045 | 
                0.6% | 
                57% | 
                False | 
                False | 
                177 | 
                 
                
                | 80 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0043 | 
                0.6% | 
                42% | 
                False | 
                False | 
                159 | 
                 
                
                | 100 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0041 | 
                0.5% | 
                42% | 
                False | 
                False | 
                150 | 
                 
                
                | 120 | 
                0.8051 | 
                0.7500 | 
                0.0551 | 
                7.1% | 
                0.0041 | 
                0.5% | 
                39% | 
                False | 
                False | 
                138 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7860 | 
         
        
            | 
2.618             | 
            0.7808 | 
         
        
            | 
1.618             | 
            0.7776 | 
         
        
            | 
1.000             | 
            0.7756 | 
         
        
            | 
0.618             | 
            0.7744 | 
         
        
            | 
HIGH             | 
            0.7724 | 
         
        
            | 
0.618             | 
            0.7712 | 
         
        
            | 
0.500             | 
            0.7708 | 
         
        
            | 
0.382             | 
            0.7704 | 
         
        
            | 
LOW             | 
            0.7692 | 
         
        
            | 
0.618             | 
            0.7672 | 
         
        
            | 
1.000             | 
            0.7660 | 
         
        
            | 
1.618             | 
            0.7640 | 
         
        
            | 
2.618             | 
            0.7608 | 
         
        
            | 
4.250             | 
            0.7556 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 01-Aug-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7712 | 
                                0.7707 | 
                             
                            
                                | PP | 
                                0.7710 | 
                                0.7700 | 
                             
                            
                                | S1 | 
                                0.7708 | 
                                0.7693 | 
                             
             
         |