CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7547 |
0.7641 |
0.0094 |
1.2% |
0.7628 |
High |
0.7641 |
0.7641 |
0.0001 |
0.0% |
0.7646 |
Low |
0.7547 |
0.7609 |
0.0062 |
0.8% |
0.7547 |
Close |
0.7635 |
0.7610 |
-0.0025 |
-0.3% |
0.7635 |
Range |
0.0094 |
0.0033 |
-0.0061 |
-65.4% |
0.0099 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
278 |
210 |
-68 |
-24.5% |
823 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7717 |
0.7696 |
0.7627 |
|
R3 |
0.7685 |
0.7663 |
0.7618 |
|
R2 |
0.7652 |
0.7652 |
0.7615 |
|
R1 |
0.7631 |
0.7631 |
0.7612 |
0.7625 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7617 |
S1 |
0.7598 |
0.7598 |
0.7607 |
0.7593 |
S2 |
0.7587 |
0.7587 |
0.7604 |
|
S3 |
0.7555 |
0.7566 |
0.7601 |
|
S4 |
0.7522 |
0.7533 |
0.7592 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7906 |
0.7869 |
0.7689 |
|
R3 |
0.7807 |
0.7770 |
0.7662 |
|
R2 |
0.7708 |
0.7708 |
0.7653 |
|
R1 |
0.7671 |
0.7671 |
0.7644 |
0.7689 |
PP |
0.7609 |
0.7609 |
0.7609 |
0.7618 |
S1 |
0.7572 |
0.7572 |
0.7625 |
0.7591 |
S2 |
0.7510 |
0.7510 |
0.7616 |
|
S3 |
0.7411 |
0.7473 |
0.7607 |
|
S4 |
0.7312 |
0.7374 |
0.7580 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7643 |
0.7547 |
0.0096 |
1.3% |
0.0060 |
0.8% |
65% |
False |
False |
160 |
10 |
0.7679 |
0.7547 |
0.0132 |
1.7% |
0.0048 |
0.6% |
48% |
False |
False |
177 |
20 |
0.7679 |
0.7500 |
0.0179 |
2.4% |
0.0041 |
0.5% |
61% |
False |
False |
123 |
40 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0046 |
0.6% |
33% |
False |
False |
187 |
60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
29% |
False |
False |
171 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0043 |
0.6% |
21% |
False |
False |
155 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0041 |
0.5% |
21% |
False |
False |
143 |
120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0041 |
0.5% |
16% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7779 |
2.618 |
0.7726 |
1.618 |
0.7694 |
1.000 |
0.7674 |
0.618 |
0.7661 |
HIGH |
0.7641 |
0.618 |
0.7629 |
0.500 |
0.7625 |
0.382 |
0.7621 |
LOW |
0.7609 |
0.618 |
0.7588 |
1.000 |
0.7576 |
1.618 |
0.7556 |
2.618 |
0.7523 |
4.250 |
0.7470 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7625 |
0.7604 |
PP |
0.7620 |
0.7599 |
S1 |
0.7615 |
0.7594 |
|