CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7711 |
0.7692 |
-0.0019 |
-0.2% |
0.7672 |
| High |
0.7711 |
0.7725 |
0.0014 |
0.2% |
0.7725 |
| Low |
0.7688 |
0.7687 |
-0.0001 |
0.0% |
0.7662 |
| Close |
0.7696 |
0.7722 |
0.0026 |
0.3% |
0.7722 |
| Range |
0.0023 |
0.0038 |
0.0015 |
65.2% |
0.0063 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
153 |
185 |
32 |
20.9% |
990 |
|
| Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7811 |
0.7742 |
|
| R3 |
0.7787 |
0.7773 |
0.7732 |
|
| R2 |
0.7749 |
0.7749 |
0.7728 |
|
| R1 |
0.7735 |
0.7735 |
0.7725 |
0.7742 |
| PP |
0.7711 |
0.7711 |
0.7711 |
0.7715 |
| S1 |
0.7697 |
0.7697 |
0.7718 |
0.7704 |
| S2 |
0.7673 |
0.7673 |
0.7715 |
|
| S3 |
0.7635 |
0.7659 |
0.7711 |
|
| S4 |
0.7597 |
0.7621 |
0.7701 |
|
|
| Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7892 |
0.7870 |
0.7756 |
|
| R3 |
0.7829 |
0.7807 |
0.7739 |
|
| R2 |
0.7766 |
0.7766 |
0.7733 |
|
| R1 |
0.7744 |
0.7744 |
0.7727 |
0.7755 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7708 |
| S1 |
0.7681 |
0.7681 |
0.7716 |
0.7692 |
| S2 |
0.7640 |
0.7640 |
0.7710 |
|
| S3 |
0.7577 |
0.7618 |
0.7704 |
|
| S4 |
0.7514 |
0.7555 |
0.7687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7725 |
0.7662 |
0.0063 |
0.8% |
0.0038 |
0.5% |
94% |
True |
False |
198 |
| 10 |
0.7725 |
0.7603 |
0.0122 |
1.6% |
0.0035 |
0.5% |
97% |
True |
False |
176 |
| 20 |
0.7725 |
0.7547 |
0.0178 |
2.3% |
0.0041 |
0.5% |
98% |
True |
False |
168 |
| 40 |
0.7766 |
0.7500 |
0.0266 |
3.4% |
0.0041 |
0.5% |
83% |
False |
False |
169 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
58% |
False |
False |
177 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
43% |
False |
False |
161 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
43% |
False |
False |
151 |
| 120 |
0.8051 |
0.7500 |
0.0551 |
7.1% |
0.0041 |
0.5% |
40% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7824 |
|
1.618 |
0.7786 |
|
1.000 |
0.7763 |
|
0.618 |
0.7748 |
|
HIGH |
0.7725 |
|
0.618 |
0.7710 |
|
0.500 |
0.7706 |
|
0.382 |
0.7702 |
|
LOW |
0.7687 |
|
0.618 |
0.7664 |
|
1.000 |
0.7649 |
|
1.618 |
0.7626 |
|
2.618 |
0.7588 |
|
4.250 |
0.7526 |
|
|
| Fisher Pivots for day following 03-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7716 |
0.7716 |
| PP |
0.7711 |
0.7711 |
| S1 |
0.7706 |
0.7706 |
|