CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 25-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2018 |
25-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7621 |
0.7650 |
0.0029 |
0.4% |
0.7639 |
High |
0.7632 |
0.7690 |
0.0058 |
0.8% |
0.7650 |
Low |
0.7621 |
0.7650 |
0.0029 |
0.4% |
0.7570 |
Close |
0.7631 |
0.7690 |
0.0060 |
0.8% |
0.7646 |
Range |
0.0011 |
0.0040 |
0.0029 |
263.6% |
0.0080 |
ATR |
0.0032 |
0.0034 |
0.0002 |
6.3% |
0.0000 |
Volume |
2 |
9 |
7 |
350.0% |
21 |
|
Daily Pivots for day following 25-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7797 |
0.7783 |
0.7712 |
|
R3 |
0.7757 |
0.7743 |
0.7701 |
|
R2 |
0.7717 |
0.7717 |
0.7697 |
|
R1 |
0.7703 |
0.7703 |
0.7694 |
0.7710 |
PP |
0.7677 |
0.7677 |
0.7677 |
0.7680 |
S1 |
0.7663 |
0.7663 |
0.7686 |
0.7670 |
S2 |
0.7637 |
0.7637 |
0.7683 |
|
S3 |
0.7597 |
0.7623 |
0.7679 |
|
S4 |
0.7557 |
0.7583 |
0.7668 |
|
|
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 |
0.7690 |
0.7570 |
0.0120 |
1.6% |
0.0039 |
0.5% |
100% |
True |
False |
7 |
10 |
0.7690 |
0.7570 |
0.0120 |
1.6% |
0.0026 |
0.3% |
100% |
True |
False |
9 |
20 |
0.7690 |
0.7540 |
0.0150 |
2.0% |
0.0022 |
0.3% |
100% |
True |
False |
10 |
40 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0026 |
0.3% |
52% |
False |
False |
19 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0026 |
0.3% |
42% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7860 |
2.618 |
0.7795 |
1.618 |
0.7755 |
1.000 |
0.7730 |
0.618 |
0.7715 |
HIGH |
0.7690 |
0.618 |
0.7675 |
0.500 |
0.7670 |
0.382 |
0.7665 |
LOW |
0.7650 |
0.618 |
0.7625 |
1.000 |
0.7610 |
1.618 |
0.7585 |
2.618 |
0.7545 |
4.250 |
0.7480 |
|
|
Fisher Pivots for day following 25-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7683 |
0.7678 |
PP |
0.7677 |
0.7667 |
S1 |
0.7670 |
0.7655 |
|