CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 16-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2018 |
16-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7605 |
0.7628 |
0.0023 |
0.3% |
0.7663 |
High |
0.7619 |
0.7646 |
0.0027 |
0.4% |
0.7679 |
Low |
0.7595 |
0.7624 |
0.0029 |
0.4% |
0.7588 |
Close |
0.7618 |
0.7628 |
0.0009 |
0.1% |
0.7618 |
Range |
0.0024 |
0.0022 |
-0.0002 |
-6.4% |
0.0091 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
241 |
230 |
-11 |
-4.6% |
781 |
|
Daily Pivots for day following 16-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7698 |
0.7685 |
0.7640 |
|
R3 |
0.7676 |
0.7663 |
0.7634 |
|
R2 |
0.7654 |
0.7654 |
0.7632 |
|
R1 |
0.7641 |
0.7641 |
0.7630 |
0.7637 |
PP |
0.7632 |
0.7632 |
0.7632 |
0.7630 |
S1 |
0.7619 |
0.7619 |
0.7625 |
0.7615 |
S2 |
0.7610 |
0.7610 |
0.7623 |
|
S3 |
0.7588 |
0.7597 |
0.7621 |
|
S4 |
0.7566 |
0.7575 |
0.7615 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7901 |
0.7851 |
0.7668 |
|
R3 |
0.7810 |
0.7760 |
0.7643 |
|
R2 |
0.7719 |
0.7719 |
0.7635 |
|
R1 |
0.7669 |
0.7669 |
0.7626 |
0.7649 |
PP |
0.7628 |
0.7628 |
0.7628 |
0.7618 |
S1 |
0.7578 |
0.7578 |
0.7610 |
0.7558 |
S2 |
0.7537 |
0.7537 |
0.7601 |
|
S3 |
0.7446 |
0.7487 |
0.7593 |
|
S4 |
0.7355 |
0.7396 |
0.7568 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7679 |
0.7588 |
0.0091 |
1.2% |
0.0037 |
0.5% |
43% |
False |
False |
193 |
10 |
0.7679 |
0.7587 |
0.0092 |
1.2% |
0.0032 |
0.4% |
44% |
False |
False |
121 |
20 |
0.7679 |
0.7500 |
0.0179 |
2.4% |
0.0036 |
0.5% |
71% |
False |
False |
144 |
40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
34% |
False |
False |
185 |
60 |
0.7928 |
0.7500 |
0.0428 |
5.6% |
0.0043 |
0.6% |
30% |
False |
False |
167 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
25% |
False |
False |
147 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0040 |
0.5% |
25% |
False |
False |
138 |
120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
19% |
False |
False |
123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7739 |
2.618 |
0.7703 |
1.618 |
0.7681 |
1.000 |
0.7668 |
0.618 |
0.7659 |
HIGH |
0.7646 |
0.618 |
0.7637 |
0.500 |
0.7635 |
0.382 |
0.7632 |
LOW |
0.7624 |
0.618 |
0.7610 |
1.000 |
0.7602 |
1.618 |
0.7588 |
2.618 |
0.7566 |
4.250 |
0.7530 |
|
|
Fisher Pivots for day following 16-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7635 |
0.7624 |
PP |
0.7632 |
0.7620 |
S1 |
0.7630 |
0.7617 |
|