CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 23-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2018 |
23-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7572 |
0.7630 |
0.0058 |
0.8% |
0.7639 |
High |
0.7650 |
0.7632 |
-0.0018 |
-0.2% |
0.7650 |
Low |
0.7572 |
0.7621 |
0.0048 |
0.6% |
0.7570 |
Close |
0.7646 |
0.7621 |
-0.0026 |
-0.3% |
0.7646 |
Range |
0.0077 |
0.0012 |
-0.0066 |
-85.2% |
0.0080 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
6 |
5 |
-1 |
-16.7% |
21 |
|
Daily Pivots for day following 23-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7659 |
0.7651 |
0.7627 |
|
R3 |
0.7647 |
0.7640 |
0.7624 |
|
R2 |
0.7636 |
0.7636 |
0.7623 |
|
R1 |
0.7628 |
0.7628 |
0.7622 |
0.7626 |
PP |
0.7624 |
0.7624 |
0.7624 |
0.7623 |
S1 |
0.7617 |
0.7617 |
0.7619 |
0.7615 |
S2 |
0.7613 |
0.7613 |
0.7618 |
|
S3 |
0.7601 |
0.7605 |
0.7617 |
|
S4 |
0.7590 |
0.7594 |
0.7614 |
|
|
Weekly Pivots for week ending 20-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7860 |
0.7833 |
0.7690 |
|
R3 |
0.7781 |
0.7753 |
0.7668 |
|
R2 |
0.7701 |
0.7701 |
0.7661 |
|
R1 |
0.7674 |
0.7674 |
0.7653 |
0.7688 |
PP |
0.7622 |
0.7622 |
0.7622 |
0.7629 |
S1 |
0.7594 |
0.7594 |
0.7639 |
0.7608 |
S2 |
0.7542 |
0.7542 |
0.7631 |
|
S3 |
0.7463 |
0.7515 |
0.7624 |
|
S4 |
0.7383 |
0.7435 |
0.7602 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7650 |
0.7570 |
0.0080 |
1.0% |
0.0040 |
0.5% |
64% |
False |
False |
5 |
10 |
0.7655 |
0.7570 |
0.0085 |
1.1% |
0.0021 |
0.3% |
59% |
False |
False |
7 |
20 |
0.7676 |
0.7540 |
0.0136 |
1.8% |
0.0021 |
0.3% |
59% |
False |
False |
10 |
40 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0026 |
0.3% |
28% |
False |
False |
19 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0025 |
0.3% |
23% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7681 |
2.618 |
0.7662 |
1.618 |
0.7651 |
1.000 |
0.7644 |
0.618 |
0.7639 |
HIGH |
0.7632 |
0.618 |
0.7628 |
0.500 |
0.7626 |
0.382 |
0.7625 |
LOW |
0.7621 |
0.618 |
0.7613 |
1.000 |
0.7609 |
1.618 |
0.7602 |
2.618 |
0.7590 |
4.250 |
0.7572 |
|
|
Fisher Pivots for day following 23-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7626 |
0.7617 |
PP |
0.7624 |
0.7613 |
S1 |
0.7622 |
0.7610 |
|