CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 13-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2018 |
13-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7670 |
0.7620 |
-0.0050 |
-0.7% |
0.7702 |
High |
0.7682 |
0.7647 |
-0.0036 |
-0.5% |
0.7730 |
Low |
0.7620 |
0.7610 |
-0.0010 |
-0.1% |
0.7620 |
Close |
0.7628 |
0.7624 |
-0.0004 |
-0.1% |
0.7628 |
Range |
0.0062 |
0.0037 |
-0.0026 |
-41.1% |
0.0110 |
ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
231 |
119 |
-112 |
-48.5% |
878 |
|
Daily Pivots for day following 13-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7736 |
0.7716 |
0.7644 |
|
R3 |
0.7700 |
0.7680 |
0.7634 |
|
R2 |
0.7663 |
0.7663 |
0.7630 |
|
R1 |
0.7643 |
0.7643 |
0.7627 |
0.7653 |
PP |
0.7627 |
0.7627 |
0.7627 |
0.7632 |
S1 |
0.7607 |
0.7607 |
0.7620 |
0.7617 |
S2 |
0.7590 |
0.7590 |
0.7617 |
|
S3 |
0.7554 |
0.7570 |
0.7613 |
|
S4 |
0.7517 |
0.7534 |
0.7603 |
|
|
Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7989 |
0.7918 |
0.7688 |
|
R3 |
0.7879 |
0.7808 |
0.7658 |
|
R2 |
0.7769 |
0.7769 |
0.7648 |
|
R1 |
0.7698 |
0.7698 |
0.7638 |
0.7679 |
PP |
0.7659 |
0.7659 |
0.7659 |
0.7649 |
S1 |
0.7588 |
0.7588 |
0.7617 |
0.7569 |
S2 |
0.7549 |
0.7549 |
0.7607 |
|
S3 |
0.7439 |
0.7478 |
0.7597 |
|
S4 |
0.7329 |
0.7368 |
0.7567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7730 |
0.7610 |
0.0120 |
1.6% |
0.0050 |
0.7% |
11% |
False |
True |
182 |
10 |
0.7730 |
0.7610 |
0.0120 |
1.6% |
0.0041 |
0.5% |
11% |
False |
True |
184 |
20 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0044 |
0.6% |
42% |
False |
False |
167 |
40 |
0.7730 |
0.7500 |
0.0231 |
3.0% |
0.0040 |
0.5% |
54% |
False |
False |
156 |
60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
33% |
False |
False |
179 |
80 |
0.7928 |
0.7500 |
0.0428 |
5.6% |
0.0043 |
0.6% |
29% |
False |
False |
167 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
24% |
False |
False |
151 |
120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
24% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7802 |
2.618 |
0.7742 |
1.618 |
0.7706 |
1.000 |
0.7683 |
0.618 |
0.7669 |
HIGH |
0.7647 |
0.618 |
0.7633 |
0.500 |
0.7628 |
0.382 |
0.7624 |
LOW |
0.7610 |
0.618 |
0.7587 |
1.000 |
0.7574 |
1.618 |
0.7551 |
2.618 |
0.7514 |
4.250 |
0.7455 |
|
|
Fisher Pivots for day following 13-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7628 |
0.7656 |
PP |
0.7627 |
0.7645 |
S1 |
0.7625 |
0.7634 |
|