CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7721 |
0.7670 |
-0.0051 |
-0.7% |
0.7672 |
| High |
0.7730 |
0.7702 |
-0.0029 |
-0.4% |
0.7725 |
| Low |
0.7666 |
0.7646 |
-0.0020 |
-0.3% |
0.7662 |
| Close |
0.7670 |
0.7701 |
0.0031 |
0.4% |
0.7722 |
| Range |
0.0065 |
0.0056 |
-0.0009 |
-14.0% |
0.0063 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.1% |
0.0000 |
| Volume |
354 |
85 |
-269 |
-76.0% |
990 |
|
| Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7849 |
0.7830 |
0.7731 |
|
| R3 |
0.7794 |
0.7775 |
0.7716 |
|
| R2 |
0.7738 |
0.7738 |
0.7711 |
|
| R1 |
0.7719 |
0.7719 |
0.7706 |
0.7729 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7687 |
| S1 |
0.7664 |
0.7664 |
0.7695 |
0.7673 |
| S2 |
0.7627 |
0.7627 |
0.7690 |
|
| S3 |
0.7572 |
0.7608 |
0.7685 |
|
| S4 |
0.7516 |
0.7553 |
0.7670 |
|
|
| 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 |
0.7730 |
0.7646 |
0.0084 |
1.1% |
0.0040 |
0.5% |
65% |
False |
True |
172 |
| 10 |
0.7730 |
0.7646 |
0.0084 |
1.1% |
0.0037 |
0.5% |
65% |
False |
True |
173 |
| 20 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0042 |
0.5% |
84% |
False |
False |
175 |
| 40 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0042 |
0.5% |
80% |
False |
False |
165 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
53% |
False |
False |
182 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
39% |
False |
False |
166 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
39% |
False |
False |
148 |
| 120 |
0.8051 |
0.7500 |
0.0551 |
7.2% |
0.0041 |
0.5% |
36% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7937 |
|
2.618 |
0.7847 |
|
1.618 |
0.7791 |
|
1.000 |
0.7757 |
|
0.618 |
0.7736 |
|
HIGH |
0.7702 |
|
0.618 |
0.7680 |
|
0.500 |
0.7674 |
|
0.382 |
0.7667 |
|
LOW |
0.7646 |
|
0.618 |
0.7612 |
|
1.000 |
0.7590 |
|
1.618 |
0.7556 |
|
2.618 |
0.7501 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 08-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7692 |
0.7696 |
| PP |
0.7683 |
0.7692 |
| S1 |
0.7674 |
0.7688 |
|