CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Aug-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Aug-2018 | 
                    13-Aug-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7670 | 
                        0.7620 | 
                        -0.0050 | 
                        -0.7% | 
                        0.7702 | 
                     
                    
                        | High | 
                        0.7682 | 
                        0.7647 | 
                        -0.0036 | 
                        -0.5% | 
                        0.7730 | 
                     
                    
                        | Low | 
                        0.7620 | 
                        0.7610 | 
                        -0.0010 | 
                        -0.1% | 
                        0.7620 | 
                     
                    
                        | Close | 
                        0.7628 | 
                        0.7624 | 
                        -0.0004 | 
                        -0.1% | 
                        0.7628 | 
                     
                    
                        | Range | 
                        0.0062 | 
                        0.0037 | 
                        -0.0026 | 
                        -41.1% | 
                        0.0110 | 
                     
                    
                        | ATR | 
                        0.0044 | 
                        0.0044 | 
                        -0.0001 | 
                        -1.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        231 | 
                        119 | 
                        -112 | 
                        -48.5% | 
                        878 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Aug-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7736 | 
                0.7716 | 
                0.7644 | 
                 | 
             
            
                | R3 | 
                0.7700 | 
                0.7680 | 
                0.7634 | 
                 | 
             
            
                | R2 | 
                0.7663 | 
                0.7663 | 
                0.7630 | 
                 | 
             
            
                | R1 | 
                0.7643 | 
                0.7643 | 
                0.7627 | 
                0.7653 | 
             
            
                | PP | 
                0.7627 | 
                0.7627 | 
                0.7627 | 
                0.7632 | 
             
            
                | S1 | 
                0.7607 | 
                0.7607 | 
                0.7620 | 
                0.7617 | 
             
            
                | S2 | 
                0.7590 | 
                0.7590 | 
                0.7617 | 
                 | 
             
            
                | S3 | 
                0.7554 | 
                0.7570 | 
                0.7613 | 
                 | 
             
            
                | S4 | 
                0.7517 | 
                0.7534 | 
                0.7603 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.7610 | 
                0.0120 | 
                1.6% | 
                0.0050 | 
                0.7% | 
                11% | 
                False | 
                True | 
                182 | 
                 
                
                | 10 | 
                0.7730 | 
                0.7610 | 
                0.0120 | 
                1.6% | 
                0.0041 | 
                0.5% | 
                11% | 
                False | 
                True | 
                184 | 
                 
                
                | 20 | 
                0.7730 | 
                0.7547 | 
                0.0184 | 
                2.4% | 
                0.0044 | 
                0.6% | 
                42% | 
                False | 
                False | 
                167 | 
                 
                
                | 40 | 
                0.7730 | 
                0.7500 | 
                0.0231 | 
                3.0% | 
                0.0040 | 
                0.5% | 
                54% | 
                False | 
                False | 
                156 | 
                 
                
                | 60 | 
                0.7880 | 
                0.7500 | 
                0.0380 | 
                5.0% | 
                0.0044 | 
                0.6% | 
                33% | 
                False | 
                False | 
                179 | 
                 
                
                | 80 | 
                0.7928 | 
                0.7500 | 
                0.0428 | 
                5.6% | 
                0.0043 | 
                0.6% | 
                29% | 
                False | 
                False | 
                167 | 
                 
                
                | 100 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0042 | 
                0.5% | 
                24% | 
                False | 
                False | 
                151 | 
                 
                
                | 120 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0041 | 
                0.5% | 
                24% | 
                False | 
                False | 
                143 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7802 | 
         
        
            | 
2.618             | 
            0.7742 | 
         
        
            | 
1.618             | 
            0.7706 | 
         
        
            | 
1.000             | 
            0.7683 | 
         
        
            | 
0.618             | 
            0.7669 | 
         
        
            | 
HIGH             | 
            0.7647 | 
         
        
            | 
0.618             | 
            0.7633 | 
         
        
            | 
0.500             | 
            0.7628 | 
         
        
            | 
0.382             | 
            0.7624 | 
         
        
            | 
LOW             | 
            0.7610 | 
         
        
            | 
0.618             | 
            0.7587 | 
         
        
            | 
1.000             | 
            0.7574 | 
         
        
            | 
1.618             | 
            0.7551 | 
         
        
            | 
2.618             | 
            0.7514 | 
         
        
            | 
4.250             | 
            0.7455 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Aug-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7628 | 
                                0.7656 | 
                             
                            
                                | PP | 
                                0.7627 | 
                                0.7645 | 
                             
                            
                                | S1 | 
                                0.7625 | 
                                0.7634 | 
                             
             
         |