CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 14-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7620 |
0.7633 |
0.0013 |
0.2% |
0.7702 |
High |
0.7647 |
0.7673 |
0.0027 |
0.3% |
0.7730 |
Low |
0.7610 |
0.7633 |
0.0023 |
0.3% |
0.7620 |
Close |
0.7624 |
0.7659 |
0.0035 |
0.5% |
0.7628 |
Range |
0.0037 |
0.0040 |
0.0004 |
9.6% |
0.0110 |
ATR |
0.0044 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
Volume |
119 |
135 |
16 |
13.4% |
878 |
|
Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7775 |
0.7757 |
0.7681 |
|
R3 |
0.7735 |
0.7717 |
0.7670 |
|
R2 |
0.7695 |
0.7695 |
0.7666 |
|
R1 |
0.7677 |
0.7677 |
0.7662 |
0.7686 |
PP |
0.7655 |
0.7655 |
0.7655 |
0.7659 |
S1 |
0.7637 |
0.7637 |
0.7655 |
0.7646 |
S2 |
0.7615 |
0.7615 |
0.7651 |
|
S3 |
0.7575 |
0.7597 |
0.7648 |
|
S4 |
0.7535 |
0.7557 |
0.7637 |
|
|
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 |
0.7703 |
0.7610 |
0.0093 |
1.2% |
0.0045 |
0.6% |
52% |
False |
False |
138 |
10 |
0.7730 |
0.7610 |
0.0120 |
1.6% |
0.0040 |
0.5% |
40% |
False |
False |
166 |
20 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0043 |
0.6% |
61% |
False |
False |
171 |
40 |
0.7730 |
0.7500 |
0.0231 |
3.0% |
0.0040 |
0.5% |
69% |
False |
False |
150 |
60 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
42% |
False |
False |
181 |
80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0043 |
0.6% |
42% |
False |
False |
167 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
31% |
False |
False |
152 |
120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
31% |
False |
False |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7843 |
2.618 |
0.7778 |
1.618 |
0.7738 |
1.000 |
0.7713 |
0.618 |
0.7698 |
HIGH |
0.7673 |
0.618 |
0.7658 |
0.500 |
0.7653 |
0.382 |
0.7648 |
LOW |
0.7633 |
0.618 |
0.7608 |
1.000 |
0.7593 |
1.618 |
0.7568 |
2.618 |
0.7528 |
4.250 |
0.7463 |
|
|
Fisher Pivots for day following 14-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7657 |
0.7654 |
PP |
0.7655 |
0.7650 |
S1 |
0.7653 |
0.7646 |
|