CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Aug-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Aug-2018 | 
                    22-Aug-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7683 | 
                        0.7691 | 
                        0.0008 | 
                        0.1% | 
                        0.7620 | 
                     
                    
                        | High | 
                        0.7697 | 
                        0.7713 | 
                        0.0016 | 
                        0.2% | 
                        0.7677 | 
                     
                    
                        | Low | 
                        0.7675 | 
                        0.7684 | 
                        0.0010 | 
                        0.1% | 
                        0.7606 | 
                     
                    
                        | Close | 
                        0.7680 | 
                        0.7703 | 
                        0.0023 | 
                        0.3% | 
                        0.7677 | 
                     
                    
                        | Range | 
                        0.0023 | 
                        0.0029 | 
                        0.0006 | 
                        28.9% | 
                        0.0071 | 
                     
                    
                        | ATR | 
                        0.0044 | 
                        0.0043 | 
                        -0.0001 | 
                        -1.7% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        241 | 
                        497 | 
                        256 | 
                        106.2% | 
                        990 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Aug-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7787 | 
                0.7774 | 
                0.7718 | 
                 | 
             
            
                | R3 | 
                0.7758 | 
                0.7745 | 
                0.7710 | 
                 | 
             
            
                | R2 | 
                0.7729 | 
                0.7729 | 
                0.7708 | 
                 | 
             
            
                | R1 | 
                0.7716 | 
                0.7716 | 
                0.7705 | 
                0.7722 | 
             
            
                | PP | 
                0.7700 | 
                0.7700 | 
                0.7700 | 
                0.7703 | 
             
            
                | S1 | 
                0.7687 | 
                0.7687 | 
                0.7700 | 
                0.7693 | 
             
            
                | S2 | 
                0.7671 | 
                0.7671 | 
                0.7697 | 
                 | 
             
            
                | S3 | 
                0.7642 | 
                0.7658 | 
                0.7695 | 
                 | 
             
            
                | S4 | 
                0.7613 | 
                0.7629 | 
                0.7687 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Aug-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7866 | 
                0.7842 | 
                0.7716 | 
                 | 
             
            
                | R3 | 
                0.7795 | 
                0.7771 | 
                0.7696 | 
                 | 
             
            
                | R2 | 
                0.7724 | 
                0.7724 | 
                0.7690 | 
                 | 
             
            
                | R1 | 
                0.7700 | 
                0.7700 | 
                0.7683 | 
                0.7712 | 
             
            
                | PP | 
                0.7653 | 
                0.7653 | 
                0.7653 | 
                0.7659 | 
             
            
                | S1 | 
                0.7629 | 
                0.7629 | 
                0.7670 | 
                0.7641 | 
             
            
                | S2 | 
                0.7582 | 
                0.7582 | 
                0.7663 | 
                 | 
             
            
                | S3 | 
                0.7511 | 
                0.7558 | 
                0.7657 | 
                 | 
             
            
                | S4 | 
                0.7440 | 
                0.7487 | 
                0.7637 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7713 | 
                0.7609 | 
                0.0104 | 
                1.4% | 
                0.0036 | 
                0.5% | 
                90% | 
                True | 
                False | 
                292 | 
                 
                
                | 10 | 
                0.7713 | 
                0.7606 | 
                0.0107 | 
                1.4% | 
                0.0042 | 
                0.5% | 
                90% | 
                True | 
                False | 
                238 | 
                 
                
                | 20 | 
                0.7730 | 
                0.7606 | 
                0.0124 | 
                1.6% | 
                0.0039 | 
                0.5% | 
                78% | 
                False | 
                False | 
                206 | 
                 
                
                | 40 | 
                0.7730 | 
                0.7500 | 
                0.0230 | 
                3.0% | 
                0.0041 | 
                0.5% | 
                88% | 
                False | 
                False | 
                171 | 
                 
                
                | 60 | 
                0.7831 | 
                0.7500 | 
                0.0331 | 
                4.3% | 
                0.0044 | 
                0.6% | 
                61% | 
                False | 
                False | 
                188 | 
                 
                
                | 80 | 
                0.7880 | 
                0.7500 | 
                0.0380 | 
                4.9% | 
                0.0043 | 
                0.6% | 
                53% | 
                False | 
                False | 
                181 | 
                 
                
                | 100 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0042 | 
                0.6% | 
                39% | 
                False | 
                False | 
                167 | 
                 
                
                | 120 | 
                0.8014 | 
                0.7500 | 
                0.0514 | 
                6.7% | 
                0.0041 | 
                0.5% | 
                39% | 
                False | 
                False | 
                154 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7836 | 
         
        
            | 
2.618             | 
            0.7789 | 
         
        
            | 
1.618             | 
            0.7760 | 
         
        
            | 
1.000             | 
            0.7742 | 
         
        
            | 
0.618             | 
            0.7731 | 
         
        
            | 
HIGH             | 
            0.7713 | 
         
        
            | 
0.618             | 
            0.7702 | 
         
        
            | 
0.500             | 
            0.7699 | 
         
        
            | 
0.382             | 
            0.7695 | 
         
        
            | 
LOW             | 
            0.7684 | 
         
        
            | 
0.618             | 
            0.7666 | 
         
        
            | 
1.000             | 
            0.7655 | 
         
        
            | 
1.618             | 
            0.7637 | 
         
        
            | 
2.618             | 
            0.7608 | 
         
        
            | 
4.250             | 
            0.7561 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Aug-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7701 | 
                                0.7696 | 
                             
                            
                                | PP | 
                                0.7700 | 
                                0.7690 | 
                             
                            
                                | S1 | 
                                0.7699 | 
                                0.7684 | 
                             
             
         |