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 |
|