CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 23-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7691 |
0.7700 |
0.0010 |
0.1% |
0.7620 |
High |
0.7713 |
0.7708 |
-0.0005 |
-0.1% |
0.7677 |
Low |
0.7684 |
0.7650 |
-0.0034 |
-0.4% |
0.7606 |
Close |
0.7703 |
0.7653 |
-0.0050 |
-0.6% |
0.7677 |
Range |
0.0029 |
0.0058 |
0.0029 |
100.0% |
0.0071 |
ATR |
0.0043 |
0.0044 |
0.0001 |
2.5% |
0.0000 |
Volume |
497 |
453 |
-44 |
-8.9% |
990 |
|
Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7844 |
0.7807 |
0.7685 |
|
R3 |
0.7786 |
0.7749 |
0.7669 |
|
R2 |
0.7728 |
0.7728 |
0.7664 |
|
R1 |
0.7691 |
0.7691 |
0.7658 |
0.7681 |
PP |
0.7670 |
0.7670 |
0.7670 |
0.7665 |
S1 |
0.7633 |
0.7633 |
0.7648 |
0.7622 |
S2 |
0.7612 |
0.7612 |
0.7642 |
|
S3 |
0.7554 |
0.7575 |
0.7637 |
|
S4 |
0.7496 |
0.7517 |
0.7621 |
|
|
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 |
0.7610 |
0.0103 |
1.3% |
0.0041 |
0.5% |
42% |
False |
False |
367 |
10 |
0.7713 |
0.7606 |
0.0107 |
1.4% |
0.0044 |
0.6% |
44% |
False |
False |
271 |
20 |
0.7730 |
0.7606 |
0.0124 |
1.6% |
0.0041 |
0.5% |
38% |
False |
False |
222 |
40 |
0.7730 |
0.7520 |
0.0211 |
2.8% |
0.0041 |
0.5% |
63% |
False |
False |
178 |
60 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0043 |
0.6% |
46% |
False |
False |
184 |
80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
40% |
False |
False |
183 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
30% |
False |
False |
167 |
120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0041 |
0.5% |
30% |
False |
False |
157 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7955 |
2.618 |
0.7860 |
1.618 |
0.7802 |
1.000 |
0.7766 |
0.618 |
0.7744 |
HIGH |
0.7708 |
0.618 |
0.7686 |
0.500 |
0.7679 |
0.382 |
0.7672 |
LOW |
0.7650 |
0.618 |
0.7614 |
1.000 |
0.7592 |
1.618 |
0.7556 |
2.618 |
0.7498 |
4.250 |
0.7403 |
|
|
Fisher Pivots for day following 23-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7679 |
0.7682 |
PP |
0.7670 |
0.7672 |
S1 |
0.7662 |
0.7663 |
|