CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 22-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7683 |
0.7691 |
0.0008 |
0.1% |
0.7620 |
High |
0.7697 |
0.7713 |
0.0016 |
0.2% |
0.7677 |
Low |
0.7675 |
0.7684 |
0.0010 |
0.1% |
0.7606 |
Close |
0.7680 |
0.7703 |
0.0023 |
0.3% |
0.7677 |
Range |
0.0023 |
0.0029 |
0.0006 |
28.9% |
0.0071 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
241 |
497 |
256 |
106.2% |
990 |
|
Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7787 |
0.7774 |
0.7718 |
|
R3 |
0.7758 |
0.7745 |
0.7710 |
|
R2 |
0.7729 |
0.7729 |
0.7708 |
|
R1 |
0.7716 |
0.7716 |
0.7705 |
0.7722 |
PP |
0.7700 |
0.7700 |
0.7700 |
0.7703 |
S1 |
0.7687 |
0.7687 |
0.7700 |
0.7693 |
S2 |
0.7671 |
0.7671 |
0.7697 |
|
S3 |
0.7642 |
0.7658 |
0.7695 |
|
S4 |
0.7613 |
0.7629 |
0.7687 |
|
|
Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7866 |
0.7842 |
0.7716 |
|
R3 |
0.7795 |
0.7771 |
0.7696 |
|
R2 |
0.7724 |
0.7724 |
0.7690 |
|
R1 |
0.7700 |
0.7700 |
0.7683 |
0.7712 |
PP |
0.7653 |
0.7653 |
0.7653 |
0.7659 |
S1 |
0.7629 |
0.7629 |
0.7670 |
0.7641 |
S2 |
0.7582 |
0.7582 |
0.7663 |
|
S3 |
0.7511 |
0.7558 |
0.7657 |
|
S4 |
0.7440 |
0.7487 |
0.7637 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7713 |
0.7609 |
0.0104 |
1.4% |
0.0036 |
0.5% |
90% |
True |
False |
292 |
10 |
0.7713 |
0.7606 |
0.0107 |
1.4% |
0.0042 |
0.5% |
90% |
True |
False |
238 |
20 |
0.7730 |
0.7606 |
0.0124 |
1.6% |
0.0039 |
0.5% |
78% |
False |
False |
206 |
40 |
0.7730 |
0.7500 |
0.0230 |
3.0% |
0.0041 |
0.5% |
88% |
False |
False |
171 |
60 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0044 |
0.6% |
61% |
False |
False |
188 |
80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0043 |
0.6% |
53% |
False |
False |
181 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.6% |
39% |
False |
False |
167 |
120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
39% |
False |
False |
154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7836 |
2.618 |
0.7789 |
1.618 |
0.7760 |
1.000 |
0.7742 |
0.618 |
0.7731 |
HIGH |
0.7713 |
0.618 |
0.7702 |
0.500 |
0.7699 |
0.382 |
0.7695 |
LOW |
0.7684 |
0.618 |
0.7666 |
1.000 |
0.7655 |
1.618 |
0.7637 |
2.618 |
0.7608 |
4.250 |
0.7561 |
|
|
Fisher Pivots for day following 22-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7701 |
0.7696 |
PP |
0.7700 |
0.7690 |
S1 |
0.7699 |
0.7684 |
|