CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 24-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7700 |
0.7658 |
-0.0042 |
-0.6% |
0.7675 |
High |
0.7708 |
0.7699 |
-0.0009 |
-0.1% |
0.7713 |
Low |
0.7650 |
0.7648 |
-0.0002 |
0.0% |
0.7648 |
Close |
0.7653 |
0.7690 |
0.0037 |
0.5% |
0.7690 |
Range |
0.0058 |
0.0052 |
-0.0007 |
-11.2% |
0.0065 |
ATR |
0.0044 |
0.0044 |
0.0001 |
1.2% |
0.0000 |
Volume |
453 |
755 |
302 |
66.7% |
2,251 |
|
Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7833 |
0.7813 |
0.7718 |
|
R3 |
0.7782 |
0.7762 |
0.7704 |
|
R2 |
0.7730 |
0.7730 |
0.7699 |
|
R1 |
0.7710 |
0.7710 |
0.7695 |
0.7720 |
PP |
0.7679 |
0.7679 |
0.7679 |
0.7684 |
S1 |
0.7659 |
0.7659 |
0.7685 |
0.7669 |
S2 |
0.7627 |
0.7627 |
0.7681 |
|
S3 |
0.7576 |
0.7607 |
0.7676 |
|
S4 |
0.7524 |
0.7556 |
0.7662 |
|
|
Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7880 |
0.7850 |
0.7726 |
|
R3 |
0.7814 |
0.7785 |
0.7708 |
|
R2 |
0.7749 |
0.7749 |
0.7702 |
|
R1 |
0.7720 |
0.7720 |
0.7696 |
0.7734 |
PP |
0.7684 |
0.7684 |
0.7684 |
0.7691 |
S1 |
0.7654 |
0.7654 |
0.7684 |
0.7669 |
S2 |
0.7618 |
0.7618 |
0.7678 |
|
S3 |
0.7553 |
0.7589 |
0.7672 |
|
S4 |
0.7487 |
0.7523 |
0.7654 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7713 |
0.7648 |
0.0065 |
0.9% |
0.0038 |
0.5% |
65% |
False |
True |
450 |
10 |
0.7713 |
0.7606 |
0.0107 |
1.4% |
0.0043 |
0.6% |
79% |
False |
False |
324 |
20 |
0.7730 |
0.7606 |
0.0124 |
1.6% |
0.0043 |
0.6% |
68% |
False |
False |
255 |
40 |
0.7730 |
0.7547 |
0.0184 |
2.4% |
0.0041 |
0.5% |
78% |
False |
False |
196 |
60 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0042 |
0.5% |
62% |
False |
False |
194 |
80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
50% |
False |
False |
191 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
37% |
False |
False |
173 |
120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
37% |
False |
False |
164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7918 |
2.618 |
0.7834 |
1.618 |
0.7782 |
1.000 |
0.7751 |
0.618 |
0.7731 |
HIGH |
0.7699 |
0.618 |
0.7679 |
0.500 |
0.7673 |
0.382 |
0.7667 |
LOW |
0.7648 |
0.618 |
0.7616 |
1.000 |
0.7596 |
1.618 |
0.7564 |
2.618 |
0.7513 |
4.250 |
0.7429 |
|
|
Fisher Pivots for day following 24-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7684 |
0.7687 |
PP |
0.7679 |
0.7684 |
S1 |
0.7673 |
0.7680 |
|