CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7610 |
0.7632 |
0.0023 |
0.3% |
0.7628 |
High |
0.7630 |
0.7689 |
0.0059 |
0.8% |
0.7646 |
Low |
0.7603 |
0.7628 |
0.0025 |
0.3% |
0.7547 |
Close |
0.7619 |
0.7679 |
0.0061 |
0.8% |
0.7635 |
Range |
0.0027 |
0.0061 |
0.0034 |
125.9% |
0.0099 |
ATR |
0.0046 |
0.0048 |
0.0002 |
3.8% |
0.0000 |
Volume |
123 |
220 |
97 |
78.9% |
823 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7848 |
0.7825 |
0.7713 |
|
R3 |
0.7787 |
0.7764 |
0.7696 |
|
R2 |
0.7726 |
0.7726 |
0.7690 |
|
R1 |
0.7703 |
0.7703 |
0.7685 |
0.7715 |
PP |
0.7665 |
0.7665 |
0.7665 |
0.7671 |
S1 |
0.7642 |
0.7642 |
0.7673 |
0.7654 |
S2 |
0.7604 |
0.7604 |
0.7668 |
|
S3 |
0.7543 |
0.7581 |
0.7662 |
|
S4 |
0.7482 |
0.7520 |
0.7645 |
|
|
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 |
0.7689 |
0.7547 |
0.0142 |
1.9% |
0.0056 |
0.7% |
93% |
True |
False |
200 |
10 |
0.7689 |
0.7547 |
0.0142 |
1.9% |
0.0047 |
0.6% |
93% |
True |
False |
178 |
20 |
0.7689 |
0.7500 |
0.0189 |
2.5% |
0.0044 |
0.6% |
95% |
True |
False |
136 |
40 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0046 |
0.6% |
54% |
False |
False |
179 |
60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
47% |
False |
False |
173 |
80 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
35% |
False |
False |
157 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
35% |
False |
False |
144 |
120 |
0.8162 |
0.7500 |
0.0662 |
8.6% |
0.0041 |
0.5% |
27% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7948 |
2.618 |
0.7849 |
1.618 |
0.7788 |
1.000 |
0.7750 |
0.618 |
0.7727 |
HIGH |
0.7689 |
0.618 |
0.7666 |
0.500 |
0.7659 |
0.382 |
0.7651 |
LOW |
0.7628 |
0.618 |
0.7590 |
1.000 |
0.7567 |
1.618 |
0.7529 |
2.618 |
0.7468 |
4.250 |
0.7369 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7672 |
0.7668 |
PP |
0.7665 |
0.7657 |
S1 |
0.7659 |
0.7646 |
|