CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 10-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2018 |
10-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7663 |
0.7635 |
-0.0028 |
-0.4% |
0.7625 |
High |
0.7668 |
0.7647 |
-0.0022 |
-0.3% |
0.7663 |
Low |
0.7645 |
0.7634 |
-0.0012 |
-0.2% |
0.7587 |
Close |
0.7649 |
0.7644 |
-0.0006 |
-0.1% |
0.7653 |
Range |
0.0023 |
0.0013 |
-0.0010 |
-43.5% |
0.0075 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
42 |
64 |
22 |
52.4% |
199 |
|
Daily Pivots for day following 10-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7680 |
0.7675 |
0.7651 |
|
R3 |
0.7667 |
0.7662 |
0.7647 |
|
R2 |
0.7654 |
0.7654 |
0.7646 |
|
R1 |
0.7649 |
0.7649 |
0.7645 |
0.7652 |
PP |
0.7641 |
0.7641 |
0.7641 |
0.7643 |
S1 |
0.7636 |
0.7636 |
0.7642 |
0.7639 |
S2 |
0.7628 |
0.7628 |
0.7641 |
|
S3 |
0.7615 |
0.7623 |
0.7640 |
|
S4 |
0.7602 |
0.7610 |
0.7636 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7861 |
0.7832 |
0.7695 |
|
R3 |
0.7785 |
0.7757 |
0.7674 |
|
R2 |
0.7710 |
0.7710 |
0.7667 |
|
R1 |
0.7681 |
0.7681 |
0.7660 |
0.7695 |
PP |
0.7634 |
0.7634 |
0.7634 |
0.7641 |
S1 |
0.7606 |
0.7606 |
0.7646 |
0.7620 |
S2 |
0.7559 |
0.7559 |
0.7639 |
|
S3 |
0.7483 |
0.7530 |
0.7632 |
|
S4 |
0.7408 |
0.7455 |
0.7611 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7668 |
0.7614 |
0.0054 |
0.7% |
0.0022 |
0.3% |
55% |
False |
False |
56 |
10 |
0.7668 |
0.7500 |
0.0168 |
2.2% |
0.0033 |
0.4% |
85% |
False |
False |
72 |
20 |
0.7750 |
0.7500 |
0.0250 |
3.3% |
0.0038 |
0.5% |
57% |
False |
False |
155 |
40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
38% |
False |
False |
183 |
60 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
28% |
False |
False |
159 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
28% |
False |
False |
140 |
100 |
0.8051 |
0.7500 |
0.0551 |
7.2% |
0.0040 |
0.5% |
26% |
False |
False |
133 |
120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0039 |
0.5% |
21% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7702 |
2.618 |
0.7681 |
1.618 |
0.7668 |
1.000 |
0.7660 |
0.618 |
0.7655 |
HIGH |
0.7647 |
0.618 |
0.7642 |
0.500 |
0.7640 |
0.382 |
0.7638 |
LOW |
0.7634 |
0.618 |
0.7625 |
1.000 |
0.7621 |
1.618 |
0.7612 |
2.618 |
0.7599 |
4.250 |
0.7578 |
|
|
Fisher Pivots for day following 10-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7642 |
0.7651 |
PP |
0.7641 |
0.7648 |
S1 |
0.7640 |
0.7646 |
|