CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 26-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2018 |
26-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7650 |
0.7697 |
0.0047 |
0.6% |
0.7639 |
High |
0.7690 |
0.7697 |
0.0007 |
0.1% |
0.7650 |
Low |
0.7650 |
0.7670 |
0.0020 |
0.3% |
0.7570 |
Close |
0.7690 |
0.7682 |
-0.0008 |
-0.1% |
0.7646 |
Range |
0.0040 |
0.0027 |
-0.0013 |
-32.5% |
0.0080 |
ATR |
0.0034 |
0.0033 |
0.0000 |
-1.4% |
0.0000 |
Volume |
9 |
30 |
21 |
233.3% |
21 |
|
Daily Pivots for day following 26-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7764 |
0.7750 |
0.7697 |
|
R3 |
0.7737 |
0.7723 |
0.7689 |
|
R2 |
0.7710 |
0.7710 |
0.7687 |
|
R1 |
0.7696 |
0.7696 |
0.7684 |
0.7690 |
PP |
0.7683 |
0.7683 |
0.7683 |
0.7680 |
S1 |
0.7669 |
0.7669 |
0.7680 |
0.7662 |
S2 |
0.7656 |
0.7656 |
0.7677 |
|
S3 |
0.7629 |
0.7642 |
0.7675 |
|
S4 |
0.7602 |
0.7615 |
0.7667 |
|
|
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 |
0.7697 |
0.7572 |
0.0125 |
1.6% |
0.0033 |
0.4% |
88% |
True |
False |
10 |
10 |
0.7697 |
0.7570 |
0.0127 |
1.7% |
0.0029 |
0.4% |
88% |
True |
False |
6 |
20 |
0.7697 |
0.7555 |
0.0142 |
1.8% |
0.0022 |
0.3% |
89% |
True |
False |
11 |
40 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0026 |
0.3% |
49% |
False |
False |
18 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0026 |
0.3% |
40% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7812 |
2.618 |
0.7768 |
1.618 |
0.7741 |
1.000 |
0.7724 |
0.618 |
0.7714 |
HIGH |
0.7697 |
0.618 |
0.7687 |
0.500 |
0.7684 |
0.382 |
0.7680 |
LOW |
0.7670 |
0.618 |
0.7653 |
1.000 |
0.7643 |
1.618 |
0.7626 |
2.618 |
0.7599 |
4.250 |
0.7555 |
|
|
Fisher Pivots for day following 26-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7684 |
0.7674 |
PP |
0.7683 |
0.7667 |
S1 |
0.7683 |
0.7659 |
|