CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7702 |
0.7711 |
0.0009 |
0.1% |
0.7641 |
| High |
0.7724 |
0.7711 |
-0.0013 |
-0.2% |
0.7692 |
| Low |
0.7692 |
0.7688 |
-0.0004 |
-0.1% |
0.7603 |
| Close |
0.7715 |
0.7696 |
-0.0019 |
-0.2% |
0.7672 |
| Range |
0.0032 |
0.0023 |
-0.0009 |
-28.1% |
0.0089 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
194 |
153 |
-41 |
-21.1% |
775 |
|
| Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7755 |
0.7709 |
|
| R3 |
0.7744 |
0.7732 |
0.7702 |
|
| R2 |
0.7721 |
0.7721 |
0.7700 |
|
| R1 |
0.7709 |
0.7709 |
0.7698 |
0.7704 |
| PP |
0.7698 |
0.7698 |
0.7698 |
0.7696 |
| S1 |
0.7686 |
0.7686 |
0.7694 |
0.7681 |
| S2 |
0.7675 |
0.7675 |
0.7692 |
|
| S3 |
0.7652 |
0.7663 |
0.7690 |
|
| S4 |
0.7629 |
0.7640 |
0.7683 |
|
|
| 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% |
0.0032 |
0.4% |
55% |
False |
False |
178 |
| 10 |
0.7724 |
0.7547 |
0.0178 |
2.3% |
0.0040 |
0.5% |
84% |
False |
False |
185 |
| 20 |
0.7724 |
0.7547 |
0.0178 |
2.3% |
0.0041 |
0.5% |
84% |
False |
False |
160 |
| 40 |
0.7766 |
0.7500 |
0.0266 |
3.5% |
0.0041 |
0.5% |
74% |
False |
False |
170 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
52% |
False |
False |
176 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
38% |
False |
False |
160 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
38% |
False |
False |
151 |
| 120 |
0.8051 |
0.7500 |
0.0551 |
7.2% |
0.0041 |
0.5% |
36% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7771 |
|
1.618 |
0.7748 |
|
1.000 |
0.7734 |
|
0.618 |
0.7725 |
|
HIGH |
0.7711 |
|
0.618 |
0.7702 |
|
0.500 |
0.7700 |
|
0.382 |
0.7697 |
|
LOW |
0.7688 |
|
0.618 |
0.7674 |
|
1.000 |
0.7665 |
|
1.618 |
0.7651 |
|
2.618 |
0.7628 |
|
4.250 |
0.7590 |
|
|
| Fisher Pivots for day following 02-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7700 |
0.7695 |
| PP |
0.7698 |
0.7694 |
| S1 |
0.7697 |
0.7693 |
|