CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Jul-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7586 |
0.7605 |
0.0019 |
0.3% |
0.7663 |
| High |
0.7615 |
0.7614 |
-0.0001 |
0.0% |
0.7679 |
| Low |
0.7565 |
0.7549 |
-0.0017 |
-0.2% |
0.7588 |
| Close |
0.7610 |
0.7566 |
-0.0044 |
-0.6% |
0.7618 |
| Range |
0.0050 |
0.0066 |
0.0016 |
31.0% |
0.0091 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
3.7% |
0.0000 |
| Volume |
76 |
173 |
97 |
127.6% |
781 |
|
| Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7773 |
0.7735 |
0.7602 |
|
| R3 |
0.7707 |
0.7669 |
0.7584 |
|
| R2 |
0.7642 |
0.7642 |
0.7578 |
|
| R1 |
0.7604 |
0.7604 |
0.7572 |
0.7590 |
| PP |
0.7576 |
0.7576 |
0.7576 |
0.7569 |
| S1 |
0.7538 |
0.7538 |
0.7559 |
0.7524 |
| S2 |
0.7511 |
0.7511 |
0.7553 |
|
| S3 |
0.7445 |
0.7473 |
0.7547 |
|
| S4 |
0.7380 |
0.7407 |
0.7529 |
|
|
| 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 |
0.7646 |
0.7549 |
0.0097 |
1.3% |
0.0043 |
0.6% |
18% |
False |
True |
157 |
| 10 |
0.7679 |
0.7549 |
0.0131 |
1.7% |
0.0041 |
0.5% |
13% |
False |
True |
135 |
| 20 |
0.7679 |
0.7500 |
0.0179 |
2.4% |
0.0039 |
0.5% |
37% |
False |
False |
125 |
| 40 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0045 |
0.6% |
20% |
False |
False |
185 |
| 60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0043 |
0.6% |
17% |
False |
False |
164 |
| 80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0042 |
0.6% |
13% |
False |
False |
149 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
13% |
False |
False |
139 |
| 120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0040 |
0.5% |
10% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7892 |
|
2.618 |
0.7785 |
|
1.618 |
0.7720 |
|
1.000 |
0.7680 |
|
0.618 |
0.7654 |
|
HIGH |
0.7614 |
|
0.618 |
0.7589 |
|
0.500 |
0.7581 |
|
0.382 |
0.7574 |
|
LOW |
0.7549 |
|
0.618 |
0.7508 |
|
1.000 |
0.7483 |
|
1.618 |
0.7443 |
|
2.618 |
0.7377 |
|
4.250 |
0.7270 |
|
|
| Fisher Pivots for day following 19-Jul-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7596 |
| PP |
0.7576 |
0.7586 |
| S1 |
0.7571 |
0.7576 |
|