CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 30-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2018 |
30-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7749 |
0.7761 |
0.0013 |
0.2% |
0.7675 |
High |
0.7763 |
0.7763 |
0.0000 |
0.0% |
0.7713 |
Low |
0.7730 |
0.7707 |
-0.0023 |
-0.3% |
0.7648 |
Close |
0.7758 |
0.7714 |
-0.0044 |
-0.6% |
0.7690 |
Range |
0.0033 |
0.0056 |
0.0023 |
69.7% |
0.0065 |
ATR |
0.0046 |
0.0046 |
0.0001 |
1.6% |
0.0000 |
Volume |
613 |
555 |
-58 |
-9.5% |
2,251 |
|
Daily Pivots for day following 30-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7861 |
0.7745 |
|
R3 |
0.7840 |
0.7805 |
0.7729 |
|
R2 |
0.7784 |
0.7784 |
0.7724 |
|
R1 |
0.7749 |
0.7749 |
0.7719 |
0.7739 |
PP |
0.7728 |
0.7728 |
0.7728 |
0.7723 |
S1 |
0.7693 |
0.7693 |
0.7709 |
0.7683 |
S2 |
0.7672 |
0.7672 |
0.7704 |
|
S3 |
0.7616 |
0.7637 |
0.7699 |
|
S4 |
0.7560 |
0.7581 |
0.7683 |
|
|
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% |
53% |
False |
False |
785 |
10 |
0.7774 |
0.7610 |
0.0164 |
2.1% |
0.0047 |
0.6% |
63% |
False |
False |
576 |
20 |
0.7774 |
0.7606 |
0.0168 |
2.2% |
0.0046 |
0.6% |
64% |
False |
False |
373 |
40 |
0.7774 |
0.7547 |
0.0228 |
2.9% |
0.0043 |
0.6% |
74% |
False |
False |
267 |
60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0043 |
0.6% |
78% |
False |
False |
238 |
80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
56% |
False |
False |
226 |
100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
42% |
False |
False |
203 |
120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0042 |
0.5% |
42% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8001 |
2.618 |
0.7910 |
1.618 |
0.7854 |
1.000 |
0.7819 |
0.618 |
0.7798 |
HIGH |
0.7763 |
0.618 |
0.7742 |
0.500 |
0.7735 |
0.382 |
0.7728 |
LOW |
0.7707 |
0.618 |
0.7672 |
1.000 |
0.7651 |
1.618 |
0.7616 |
2.618 |
0.7560 |
4.250 |
0.7469 |
|
|
Fisher Pivots for day following 30-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7735 |
0.7741 |
PP |
0.7728 |
0.7732 |
S1 |
0.7721 |
0.7723 |
|