CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 19-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2018 |
19-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7590 |
0.7580 |
-0.0010 |
-0.1% |
0.7676 |
High |
0.7622 |
0.7623 |
0.0002 |
0.0% |
0.7676 |
Low |
0.7590 |
0.7570 |
-0.0020 |
-0.3% |
0.7609 |
Close |
0.7622 |
0.7578 |
-0.0044 |
-0.6% |
0.7630 |
Range |
0.0032 |
0.0053 |
0.0021 |
65.6% |
0.0068 |
ATR |
0.0029 |
0.0030 |
0.0002 |
6.1% |
0.0000 |
Volume |
1 |
14 |
13 |
1,300.0% |
54 |
|
Daily Pivots for day following 19-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7749 |
0.7716 |
0.7607 |
|
R3 |
0.7696 |
0.7663 |
0.7592 |
|
R2 |
0.7643 |
0.7643 |
0.7587 |
|
R1 |
0.7610 |
0.7610 |
0.7582 |
0.7600 |
PP |
0.7590 |
0.7590 |
0.7590 |
0.7585 |
S1 |
0.7557 |
0.7557 |
0.7573 |
0.7547 |
S2 |
0.7537 |
0.7537 |
0.7568 |
|
S3 |
0.7484 |
0.7504 |
0.7563 |
|
S4 |
0.7431 |
0.7451 |
0.7548 |
|
|
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 |
0.7570 |
0.0070 |
0.9% |
0.0024 |
0.3% |
11% |
False |
True |
3 |
10 |
0.7676 |
0.7570 |
0.0106 |
1.4% |
0.0016 |
0.2% |
7% |
False |
True |
10 |
20 |
0.7676 |
0.7540 |
0.0136 |
1.8% |
0.0017 |
0.2% |
28% |
False |
False |
10 |
40 |
0.7844 |
0.7540 |
0.0304 |
4.0% |
0.0025 |
0.3% |
12% |
False |
False |
20 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
11% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7848 |
2.618 |
0.7762 |
1.618 |
0.7709 |
1.000 |
0.7676 |
0.618 |
0.7656 |
HIGH |
0.7623 |
0.618 |
0.7603 |
0.500 |
0.7597 |
0.382 |
0.7590 |
LOW |
0.7570 |
0.618 |
0.7537 |
1.000 |
0.7517 |
1.618 |
0.7484 |
2.618 |
0.7431 |
4.250 |
0.7345 |
|
|
Fisher Pivots for day following 19-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7597 |
0.7605 |
PP |
0.7590 |
0.7596 |
S1 |
0.7584 |
0.7587 |
|