CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7697 |
0.7731 |
0.0033 |
0.4% |
0.7675 |
| High |
0.7734 |
0.7774 |
0.0041 |
0.5% |
0.7713 |
| Low |
0.7667 |
0.7721 |
0.0054 |
0.7% |
0.7648 |
| Close |
0.7728 |
0.7749 |
0.0021 |
0.3% |
0.7690 |
| Range |
0.0067 |
0.0054 |
-0.0013 |
-19.5% |
0.0065 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.2% |
0.0000 |
| Volume |
897 |
1,106 |
209 |
23.3% |
2,251 |
|
| Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7908 |
0.7882 |
0.7778 |
|
| R3 |
0.7855 |
0.7828 |
0.7763 |
|
| R2 |
0.7801 |
0.7801 |
0.7758 |
|
| R1 |
0.7775 |
0.7775 |
0.7753 |
0.7788 |
| PP |
0.7748 |
0.7748 |
0.7748 |
0.7754 |
| S1 |
0.7721 |
0.7721 |
0.7744 |
0.7735 |
| S2 |
0.7694 |
0.7694 |
0.7739 |
|
| S3 |
0.7641 |
0.7668 |
0.7734 |
|
| S4 |
0.7587 |
0.7614 |
0.7719 |
|
|
| 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 |
0.7774 |
0.7648 |
0.0127 |
1.6% |
0.0052 |
0.7% |
80% |
True |
False |
741 |
| 10 |
0.7774 |
0.7606 |
0.0168 |
2.2% |
0.0048 |
0.6% |
85% |
True |
False |
499 |
| 20 |
0.7774 |
0.7606 |
0.0168 |
2.2% |
0.0044 |
0.6% |
85% |
True |
False |
332 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
2.9% |
0.0042 |
0.5% |
89% |
True |
False |
241 |
| 60 |
0.7805 |
0.7500 |
0.0306 |
3.9% |
0.0043 |
0.6% |
82% |
False |
False |
226 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
65% |
False |
False |
214 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0043 |
0.6% |
48% |
False |
False |
193 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0042 |
0.5% |
48% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8001 |
|
2.618 |
0.7914 |
|
1.618 |
0.7861 |
|
1.000 |
0.7828 |
|
0.618 |
0.7807 |
|
HIGH |
0.7774 |
|
0.618 |
0.7754 |
|
0.500 |
0.7747 |
|
0.382 |
0.7741 |
|
LOW |
0.7721 |
|
0.618 |
0.7687 |
|
1.000 |
0.7667 |
|
1.618 |
0.7634 |
|
2.618 |
0.7580 |
|
4.250 |
0.7493 |
|
|
| Fisher Pivots for day following 28-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7748 |
0.7736 |
| PP |
0.7748 |
0.7723 |
| S1 |
0.7747 |
0.7711 |
|