CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7658 |
0.7697 |
0.0040 |
0.5% |
0.7675 |
| High |
0.7699 |
0.7734 |
0.0034 |
0.4% |
0.7713 |
| Low |
0.7648 |
0.7667 |
0.0019 |
0.3% |
0.7648 |
| Close |
0.7690 |
0.7728 |
0.0038 |
0.5% |
0.7690 |
| Range |
0.0052 |
0.0067 |
0.0015 |
29.1% |
0.0065 |
| ATR |
0.0044 |
0.0046 |
0.0002 |
3.5% |
0.0000 |
| Volume |
755 |
897 |
142 |
18.8% |
2,251 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7909 |
0.7885 |
0.7765 |
|
| R3 |
0.7843 |
0.7819 |
0.7746 |
|
| R2 |
0.7776 |
0.7776 |
0.7740 |
|
| R1 |
0.7752 |
0.7752 |
0.7734 |
0.7764 |
| PP |
0.7710 |
0.7710 |
0.7710 |
0.7716 |
| S1 |
0.7686 |
0.7686 |
0.7722 |
0.7698 |
| S2 |
0.7643 |
0.7643 |
0.7716 |
|
| S3 |
0.7577 |
0.7619 |
0.7710 |
|
| S4 |
0.7510 |
0.7553 |
0.7691 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7880 |
0.7850 |
0.7726 |
|
| R3 |
0.7814 |
0.7785 |
0.7708 |
|
| R2 |
0.7749 |
0.7749 |
0.7702 |
|
| R1 |
0.7720 |
0.7720 |
0.7696 |
0.7734 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7691 |
| S1 |
0.7654 |
0.7654 |
0.7684 |
0.7669 |
| S2 |
0.7618 |
0.7618 |
0.7678 |
|
| S3 |
0.7553 |
0.7589 |
0.7672 |
|
| S4 |
0.7487 |
0.7523 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7734 |
0.7648 |
0.0086 |
1.1% |
0.0046 |
0.6% |
94% |
True |
False |
568 |
| 10 |
0.7734 |
0.7606 |
0.0128 |
1.6% |
0.0046 |
0.6% |
96% |
True |
False |
401 |
| 20 |
0.7734 |
0.7606 |
0.0128 |
1.6% |
0.0044 |
0.6% |
96% |
True |
False |
293 |
| 40 |
0.7734 |
0.7547 |
0.0187 |
2.4% |
0.0042 |
0.5% |
97% |
True |
False |
214 |
| 60 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0043 |
0.6% |
75% |
False |
False |
208 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
60% |
False |
False |
201 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
44% |
False |
False |
182 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
44% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8016 |
|
2.618 |
0.7908 |
|
1.618 |
0.7841 |
|
1.000 |
0.7800 |
|
0.618 |
0.7775 |
|
HIGH |
0.7734 |
|
0.618 |
0.7708 |
|
0.500 |
0.7700 |
|
0.382 |
0.7692 |
|
LOW |
0.7667 |
|
0.618 |
0.7626 |
|
1.000 |
0.7601 |
|
1.618 |
0.7559 |
|
2.618 |
0.7493 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7719 |
0.7716 |
| PP |
0.7710 |
0.7703 |
| S1 |
0.7700 |
0.7691 |
|