CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7673 |
0.7625 |
-0.0048 |
-0.6% |
0.7702 |
| High |
0.7673 |
0.7640 |
-0.0033 |
-0.4% |
0.7730 |
| Low |
0.7606 |
0.7609 |
0.0003 |
0.0% |
0.7620 |
| Close |
0.7627 |
0.7616 |
-0.0012 |
-0.2% |
0.7628 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-53.7% |
0.0110 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
315 |
79 |
-236 |
-74.9% |
878 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7715 |
0.7696 |
0.7633 |
|
| R3 |
0.7684 |
0.7665 |
0.7624 |
|
| R2 |
0.7653 |
0.7653 |
0.7621 |
|
| R1 |
0.7634 |
0.7634 |
0.7618 |
0.7628 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7618 |
| S1 |
0.7603 |
0.7603 |
0.7613 |
0.7597 |
| S2 |
0.7591 |
0.7591 |
0.7610 |
|
| S3 |
0.7560 |
0.7572 |
0.7607 |
|
| S4 |
0.7529 |
0.7541 |
0.7598 |
|
|
| 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 |
0.7682 |
0.7606 |
0.0076 |
1.0% |
0.0047 |
0.6% |
13% |
False |
False |
175 |
| 10 |
0.7730 |
0.7606 |
0.0124 |
1.6% |
0.0045 |
0.6% |
8% |
False |
False |
171 |
| 20 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0042 |
0.6% |
38% |
False |
False |
178 |
| 40 |
0.7730 |
0.7500 |
0.0231 |
3.0% |
0.0041 |
0.5% |
50% |
False |
False |
151 |
| 60 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0044 |
0.6% |
35% |
False |
False |
183 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0043 |
0.6% |
30% |
False |
False |
167 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
23% |
False |
False |
155 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
23% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7721 |
|
1.618 |
0.7690 |
|
1.000 |
0.7671 |
|
0.618 |
0.7659 |
|
HIGH |
0.7640 |
|
0.618 |
0.7628 |
|
0.500 |
0.7625 |
|
0.382 |
0.7621 |
|
LOW |
0.7609 |
|
0.618 |
0.7590 |
|
1.000 |
0.7578 |
|
1.618 |
0.7559 |
|
2.618 |
0.7528 |
|
4.250 |
0.7477 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7625 |
0.7640 |
| PP |
0.7622 |
0.7632 |
| S1 |
0.7619 |
0.7624 |
|