CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 24-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2018 |
24-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7641 |
0.7610 |
-0.0032 |
-0.4% |
0.7628 |
High |
0.7641 |
0.7630 |
-0.0011 |
-0.1% |
0.7646 |
Low |
0.7609 |
0.7603 |
-0.0006 |
-0.1% |
0.7547 |
Close |
0.7610 |
0.7619 |
0.0009 |
0.1% |
0.7635 |
Range |
0.0033 |
0.0027 |
-0.0006 |
-16.9% |
0.0099 |
ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
210 |
123 |
-87 |
-41.4% |
823 |
|
Daily Pivots for day following 24-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7698 |
0.7685 |
0.7633 |
|
R3 |
0.7671 |
0.7658 |
0.7626 |
|
R2 |
0.7644 |
0.7644 |
0.7623 |
|
R1 |
0.7631 |
0.7631 |
0.7621 |
0.7638 |
PP |
0.7617 |
0.7617 |
0.7617 |
0.7620 |
S1 |
0.7604 |
0.7604 |
0.7616 |
0.7611 |
S2 |
0.7590 |
0.7590 |
0.7614 |
|
S3 |
0.7563 |
0.7577 |
0.7611 |
|
S4 |
0.7536 |
0.7550 |
0.7604 |
|
|
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 |
0.7641 |
0.7547 |
0.0094 |
1.2% |
0.0054 |
0.7% |
76% |
False |
False |
172 |
10 |
0.7679 |
0.7547 |
0.0132 |
1.7% |
0.0050 |
0.7% |
54% |
False |
False |
183 |
20 |
0.7679 |
0.7500 |
0.0179 |
2.3% |
0.0041 |
0.5% |
66% |
False |
False |
127 |
40 |
0.7831 |
0.7500 |
0.0331 |
4.4% |
0.0046 |
0.6% |
36% |
False |
False |
185 |
60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
31% |
False |
False |
171 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
23% |
False |
False |
155 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
23% |
False |
False |
143 |
120 |
0.8177 |
0.7500 |
0.0677 |
8.9% |
0.0041 |
0.5% |
18% |
False |
False |
131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7745 |
2.618 |
0.7701 |
1.618 |
0.7674 |
1.000 |
0.7657 |
0.618 |
0.7647 |
HIGH |
0.7630 |
0.618 |
0.7620 |
0.500 |
0.7617 |
0.382 |
0.7613 |
LOW |
0.7603 |
0.618 |
0.7586 |
1.000 |
0.7576 |
1.618 |
0.7559 |
2.618 |
0.7532 |
4.250 |
0.7488 |
|
|
Fisher Pivots for day following 24-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7618 |
0.7610 |
PP |
0.7617 |
0.7602 |
S1 |
0.7617 |
0.7594 |
|