CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7673 |
0.0040 |
0.5% |
0.7702 |
| High |
0.7673 |
0.7673 |
0.0000 |
0.0% |
0.7730 |
| Low |
0.7633 |
0.7606 |
-0.0027 |
-0.4% |
0.7620 |
| Close |
0.7659 |
0.7627 |
-0.0032 |
-0.4% |
0.7628 |
| Range |
0.0040 |
0.0067 |
0.0027 |
67.5% |
0.0110 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
3.7% |
0.0000 |
| Volume |
135 |
315 |
180 |
133.3% |
878 |
|
| Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7836 |
0.7799 |
0.7664 |
|
| R3 |
0.7769 |
0.7732 |
0.7645 |
|
| R2 |
0.7702 |
0.7702 |
0.7639 |
|
| R1 |
0.7665 |
0.7665 |
0.7633 |
0.7650 |
| PP |
0.7635 |
0.7635 |
0.7635 |
0.7628 |
| S1 |
0.7598 |
0.7598 |
0.7621 |
0.7583 |
| S2 |
0.7568 |
0.7568 |
0.7615 |
|
| S3 |
0.7501 |
0.7531 |
0.7609 |
|
| S4 |
0.7434 |
0.7464 |
0.7590 |
|
|
| 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 |
0.7703 |
0.7606 |
0.0097 |
1.3% |
0.0047 |
0.6% |
22% |
False |
True |
184 |
| 10 |
0.7730 |
0.7606 |
0.0124 |
1.6% |
0.0044 |
0.6% |
17% |
False |
True |
178 |
| 20 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0044 |
0.6% |
44% |
False |
False |
183 |
| 40 |
0.7730 |
0.7500 |
0.0231 |
3.0% |
0.0041 |
0.5% |
55% |
False |
False |
151 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
34% |
False |
False |
186 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0043 |
0.6% |
34% |
False |
False |
169 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
25% |
False |
False |
154 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
25% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7848 |
|
1.618 |
0.7781 |
|
1.000 |
0.7740 |
|
0.618 |
0.7714 |
|
HIGH |
0.7673 |
|
0.618 |
0.7647 |
|
0.500 |
0.7640 |
|
0.382 |
0.7632 |
|
LOW |
0.7606 |
|
0.618 |
0.7565 |
|
1.000 |
0.7539 |
|
1.618 |
0.7498 |
|
2.618 |
0.7431 |
|
4.250 |
0.7321 |
|
|
| Fisher Pivots for day following 15-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7640 |
0.7640 |
| PP |
0.7635 |
0.7635 |
| S1 |
0.7631 |
0.7631 |
|