CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7696 |
0.7670 |
-0.0026 |
-0.3% |
0.7702 |
| High |
0.7703 |
0.7682 |
-0.0021 |
-0.3% |
0.7730 |
| Low |
0.7672 |
0.7620 |
-0.0052 |
-0.7% |
0.7620 |
| Close |
0.7686 |
0.7628 |
-0.0059 |
-0.8% |
0.7628 |
| Range |
0.0030 |
0.0062 |
0.0032 |
103.3% |
0.0110 |
| ATR |
0.0043 |
0.0044 |
0.0002 |
3.9% |
0.0000 |
| Volume |
124 |
231 |
107 |
86.3% |
878 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7790 |
0.7662 |
|
| R3 |
0.7767 |
0.7728 |
0.7645 |
|
| R2 |
0.7705 |
0.7705 |
0.7639 |
|
| R1 |
0.7666 |
0.7666 |
0.7633 |
0.7655 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7637 |
| S1 |
0.7604 |
0.7604 |
0.7622 |
0.7593 |
| S2 |
0.7581 |
0.7581 |
0.7616 |
|
| S3 |
0.7519 |
0.7542 |
0.7610 |
|
| S4 |
0.7457 |
0.7480 |
0.7593 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7989 |
0.7918 |
0.7688 |
|
| R3 |
0.7879 |
0.7808 |
0.7658 |
|
| R2 |
0.7769 |
0.7769 |
0.7648 |
|
| R1 |
0.7698 |
0.7698 |
0.7638 |
0.7679 |
| PP |
0.7659 |
0.7659 |
0.7659 |
0.7649 |
| S1 |
0.7588 |
0.7588 |
0.7617 |
0.7569 |
| S2 |
0.7549 |
0.7549 |
0.7607 |
|
| S3 |
0.7439 |
0.7478 |
0.7597 |
|
| S4 |
0.7329 |
0.7368 |
0.7567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7730 |
0.7620 |
0.0110 |
1.4% |
0.0047 |
0.6% |
7% |
False |
True |
175 |
| 10 |
0.7730 |
0.7620 |
0.0110 |
1.4% |
0.0042 |
0.6% |
7% |
False |
True |
186 |
| 20 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0043 |
0.6% |
44% |
False |
False |
173 |
| 40 |
0.7730 |
0.7500 |
0.0231 |
3.0% |
0.0041 |
0.5% |
56% |
False |
False |
164 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
34% |
False |
False |
182 |
| 80 |
0.7972 |
0.7500 |
0.0472 |
6.2% |
0.0043 |
0.6% |
27% |
False |
False |
168 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
25% |
False |
False |
151 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
25% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7946 |
|
2.618 |
0.7844 |
|
1.618 |
0.7782 |
|
1.000 |
0.7744 |
|
0.618 |
0.7720 |
|
HIGH |
0.7682 |
|
0.618 |
0.7658 |
|
0.500 |
0.7651 |
|
0.382 |
0.7644 |
|
LOW |
0.7620 |
|
0.618 |
0.7582 |
|
1.000 |
0.7558 |
|
1.618 |
0.7520 |
|
2.618 |
0.7458 |
|
4.250 |
0.7357 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7651 |
0.7661 |
| PP |
0.7643 |
0.7650 |
| S1 |
0.7635 |
0.7639 |
|