CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 12-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2018 |
12-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7609 |
0.7624 |
0.0016 |
0.2% |
0.7620 |
High |
0.7609 |
0.7624 |
0.0016 |
0.2% |
0.7665 |
Low |
0.7609 |
0.7624 |
0.0016 |
0.2% |
0.7600 |
Close |
0.7609 |
0.7624 |
0.0016 |
0.2% |
0.7665 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0032 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
0 |
52 |
52 |
|
62 |
|
Daily Pivots for day following 12-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7624 |
0.7624 |
0.7624 |
|
R3 |
0.7624 |
0.7624 |
0.7624 |
|
R2 |
0.7624 |
0.7624 |
0.7624 |
|
R1 |
0.7624 |
0.7624 |
0.7624 |
0.7624 |
PP |
0.7624 |
0.7624 |
0.7624 |
0.7624 |
S1 |
0.7624 |
0.7624 |
0.7624 |
0.7624 |
S2 |
0.7624 |
0.7624 |
0.7624 |
|
S3 |
0.7624 |
0.7624 |
0.7624 |
|
S4 |
0.7624 |
0.7624 |
0.7624 |
|
|
Weekly Pivots for week ending 06-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7836 |
0.7815 |
0.7700 |
|
R3 |
0.7772 |
0.7750 |
0.7682 |
|
R2 |
0.7707 |
0.7707 |
0.7676 |
|
R1 |
0.7686 |
0.7686 |
0.7670 |
0.7697 |
PP |
0.7643 |
0.7643 |
0.7643 |
0.7648 |
S1 |
0.7622 |
0.7622 |
0.7659 |
0.7632 |
S2 |
0.7579 |
0.7579 |
0.7653 |
|
S3 |
0.7514 |
0.7557 |
0.7647 |
|
S4 |
0.7450 |
0.7493 |
0.7629 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7676 |
0.7609 |
0.0068 |
0.9% |
0.0009 |
0.1% |
23% |
False |
False |
17 |
10 |
0.7676 |
0.7555 |
0.0121 |
1.6% |
0.0016 |
0.2% |
57% |
False |
False |
16 |
20 |
0.7752 |
0.7540 |
0.0213 |
2.8% |
0.0019 |
0.3% |
40% |
False |
False |
24 |
40 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
24% |
False |
False |
20 |
60 |
0.7979 |
0.7540 |
0.0439 |
5.8% |
0.0024 |
0.3% |
19% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7624 |
2.618 |
0.7624 |
1.618 |
0.7624 |
1.000 |
0.7624 |
0.618 |
0.7624 |
HIGH |
0.7624 |
0.618 |
0.7624 |
0.500 |
0.7624 |
0.382 |
0.7624 |
LOW |
0.7624 |
0.618 |
0.7624 |
1.000 |
0.7624 |
1.618 |
0.7624 |
2.618 |
0.7624 |
4.250 |
0.7624 |
|
|
Fisher Pivots for day following 12-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7624 |
0.7632 |
PP |
0.7624 |
0.7629 |
S1 |
0.7624 |
0.7627 |
|