CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 17-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2018 |
17-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7639 |
0.7613 |
-0.0026 |
-0.3% |
0.7676 |
High |
0.7639 |
0.7640 |
0.0001 |
0.0% |
0.7676 |
Low |
0.7639 |
0.7613 |
-0.0026 |
-0.3% |
0.7609 |
Close |
0.7639 |
0.7613 |
-0.0026 |
-0.3% |
0.7630 |
Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0068 |
ATR |
0.0029 |
0.0028 |
0.0000 |
-0.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7685 |
0.7628 |
|
R3 |
0.7676 |
0.7658 |
0.7620 |
|
R2 |
0.7649 |
0.7649 |
0.7618 |
|
R1 |
0.7631 |
0.7631 |
0.7615 |
0.7627 |
PP |
0.7622 |
0.7622 |
0.7622 |
0.7620 |
S1 |
0.7604 |
0.7604 |
0.7611 |
0.7599 |
S2 |
0.7595 |
0.7595 |
0.7608 |
|
S3 |
0.7568 |
0.7577 |
0.7606 |
|
S4 |
0.7541 |
0.7550 |
0.7598 |
|
|
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 |
0.7640 |
0.7609 |
0.0032 |
0.4% |
0.0007 |
0.1% |
14% |
True |
False |
10 |
10 |
0.7676 |
0.7609 |
0.0068 |
0.9% |
0.0011 |
0.1% |
7% |
False |
False |
10 |
20 |
0.7676 |
0.7540 |
0.0136 |
1.8% |
0.0014 |
0.2% |
54% |
False |
False |
11 |
40 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
21% |
False |
False |
19 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0023 |
0.3% |
21% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7755 |
2.618 |
0.7711 |
1.618 |
0.7684 |
1.000 |
0.7667 |
0.618 |
0.7657 |
HIGH |
0.7640 |
0.618 |
0.7630 |
0.500 |
0.7627 |
0.382 |
0.7623 |
LOW |
0.7613 |
0.618 |
0.7596 |
1.000 |
0.7586 |
1.618 |
0.7569 |
2.618 |
0.7542 |
4.250 |
0.7498 |
|
|
Fisher Pivots for day following 17-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7627 |
0.7627 |
PP |
0.7622 |
0.7622 |
S1 |
0.7618 |
0.7618 |
|