CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 13-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2018 |
13-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7624 |
0.7623 |
-0.0001 |
0.0% |
0.7676 |
High |
0.7624 |
0.7630 |
0.0006 |
0.1% |
0.7676 |
Low |
0.7624 |
0.7623 |
-0.0001 |
0.0% |
0.7609 |
Close |
0.7624 |
0.7630 |
0.0006 |
0.1% |
0.7630 |
Range |
0.0000 |
0.0007 |
0.0007 |
|
0.0068 |
ATR |
0.0032 |
0.0030 |
-0.0002 |
-5.6% |
0.0000 |
Volume |
52 |
1 |
-51 |
-98.1% |
54 |
|
Daily Pivots for day following 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7648 |
0.7646 |
0.7633 |
|
R3 |
0.7641 |
0.7639 |
0.7631 |
|
R2 |
0.7634 |
0.7634 |
0.7631 |
|
R1 |
0.7632 |
0.7632 |
0.7630 |
0.7633 |
PP |
0.7627 |
0.7627 |
0.7627 |
0.7628 |
S1 |
0.7625 |
0.7625 |
0.7629 |
0.7626 |
S2 |
0.7620 |
0.7620 |
0.7628 |
|
S3 |
0.7613 |
0.7618 |
0.7628 |
|
S4 |
0.7606 |
0.7611 |
0.7626 |
|
|
Weekly Pivots for week ending 13-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7841 |
0.7803 |
0.7667 |
|
R3 |
0.7773 |
0.7735 |
0.7648 |
|
R2 |
0.7706 |
0.7706 |
0.7642 |
|
R1 |
0.7668 |
0.7668 |
0.7636 |
0.7653 |
PP |
0.7638 |
0.7638 |
0.7638 |
0.7631 |
S1 |
0.7600 |
0.7600 |
0.7623 |
0.7585 |
S2 |
0.7571 |
0.7571 |
0.7617 |
|
S3 |
0.7503 |
0.7533 |
0.7611 |
|
S4 |
0.7436 |
0.7465 |
0.7592 |
|
|
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% |
0.0005 |
0.1% |
31% |
False |
False |
10 |
10 |
0.7676 |
0.7595 |
0.0081 |
1.1% |
0.0015 |
0.2% |
43% |
False |
False |
13 |
20 |
0.7678 |
0.7540 |
0.0138 |
1.8% |
0.0016 |
0.2% |
65% |
False |
False |
15 |
40 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
26% |
False |
False |
20 |
60 |
0.7979 |
0.7540 |
0.0439 |
5.8% |
0.0024 |
0.3% |
21% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7659 |
2.618 |
0.7648 |
1.618 |
0.7641 |
1.000 |
0.7637 |
0.618 |
0.7634 |
HIGH |
0.7630 |
0.618 |
0.7627 |
0.500 |
0.7626 |
0.382 |
0.7625 |
LOW |
0.7623 |
0.618 |
0.7618 |
1.000 |
0.7616 |
1.618 |
0.7611 |
2.618 |
0.7604 |
4.250 |
0.7593 |
|
|
Fisher Pivots for day following 13-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7628 |
0.7626 |
PP |
0.7627 |
0.7623 |
S1 |
0.7626 |
0.7619 |
|