CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 17-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7628 |
0.7641 |
0.0013 |
0.2% |
0.7663 |
| High |
0.7646 |
0.7643 |
-0.0003 |
0.0% |
0.7679 |
| Low |
0.7624 |
0.7587 |
-0.0036 |
-0.5% |
0.7588 |
| Close |
0.7628 |
0.7601 |
-0.0027 |
-0.3% |
0.7618 |
| Range |
0.0022 |
0.0056 |
0.0034 |
154.5% |
0.0091 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0000 |
| Volume |
230 |
66 |
-164 |
-71.3% |
781 |
|
| Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7746 |
0.7632 |
|
| R3 |
0.7722 |
0.7690 |
0.7616 |
|
| R2 |
0.7666 |
0.7666 |
0.7611 |
|
| R1 |
0.7634 |
0.7634 |
0.7606 |
0.7622 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7605 |
| S1 |
0.7578 |
0.7578 |
0.7596 |
0.7566 |
| S2 |
0.7554 |
0.7554 |
0.7591 |
|
| S3 |
0.7498 |
0.7522 |
0.7586 |
|
| S4 |
0.7442 |
0.7466 |
0.7570 |
|
|
| 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 |
0.7587 |
0.0092 |
1.2% |
0.0045 |
0.6% |
15% |
False |
True |
194 |
| 10 |
0.7679 |
0.7587 |
0.0092 |
1.2% |
0.0034 |
0.4% |
15% |
False |
True |
125 |
| 20 |
0.7679 |
0.7500 |
0.0179 |
2.4% |
0.0037 |
0.5% |
57% |
False |
False |
129 |
| 40 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
27% |
False |
False |
186 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0043 |
0.6% |
27% |
False |
False |
166 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0042 |
0.5% |
20% |
False |
False |
147 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
20% |
False |
False |
138 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
15% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7881 |
|
2.618 |
0.7790 |
|
1.618 |
0.7734 |
|
1.000 |
0.7699 |
|
0.618 |
0.7678 |
|
HIGH |
0.7643 |
|
0.618 |
0.7622 |
|
0.500 |
0.7615 |
|
0.382 |
0.7608 |
|
LOW |
0.7587 |
|
0.618 |
0.7552 |
|
1.000 |
0.7531 |
|
1.618 |
0.7496 |
|
2.618 |
0.7440 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 17-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7616 |
| PP |
0.7610 |
0.7611 |
| S1 |
0.7606 |
0.7606 |
|