CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 27-Jul-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2018 |
27-Jul-2018 |
Change |
Change % |
Previous Week |
Open |
0.7697 |
0.7692 |
-0.0006 |
-0.1% |
0.7630 |
High |
0.7697 |
0.7692 |
-0.0006 |
-0.1% |
0.7697 |
Low |
0.7670 |
0.7683 |
0.0013 |
0.2% |
0.7621 |
Close |
0.7682 |
0.7683 |
0.0001 |
0.0% |
0.7683 |
Range |
0.0027 |
0.0009 |
-0.0019 |
-68.5% |
0.0077 |
ATR |
0.0033 |
0.0031 |
-0.0002 |
-5.1% |
0.0000 |
Volume |
30 |
2 |
-28 |
-93.3% |
48 |
|
Daily Pivots for day following 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7706 |
0.7688 |
|
R3 |
0.7703 |
0.7697 |
0.7685 |
|
R2 |
0.7694 |
0.7694 |
0.7685 |
|
R1 |
0.7689 |
0.7689 |
0.7684 |
0.7687 |
PP |
0.7686 |
0.7686 |
0.7686 |
0.7685 |
S1 |
0.7680 |
0.7680 |
0.7682 |
0.7679 |
S2 |
0.7677 |
0.7677 |
0.7681 |
|
S3 |
0.7669 |
0.7672 |
0.7681 |
|
S4 |
0.7660 |
0.7663 |
0.7678 |
|
|
Weekly Pivots for week ending 27-Jul-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7866 |
0.7725 |
|
R3 |
0.7820 |
0.7790 |
0.7704 |
|
R2 |
0.7743 |
0.7743 |
0.7697 |
|
R1 |
0.7713 |
0.7713 |
0.7690 |
0.7728 |
PP |
0.7667 |
0.7667 |
0.7667 |
0.7674 |
S1 |
0.7637 |
0.7637 |
0.7676 |
0.7652 |
S2 |
0.7590 |
0.7590 |
0.7669 |
|
S3 |
0.7514 |
0.7560 |
0.7662 |
|
S4 |
0.7437 |
0.7484 |
0.7641 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7697 |
0.7621 |
0.0077 |
1.0% |
0.0020 |
0.3% |
82% |
False |
False |
9 |
10 |
0.7697 |
0.7570 |
0.0127 |
1.7% |
0.0029 |
0.4% |
89% |
False |
False |
6 |
20 |
0.7697 |
0.7570 |
0.0127 |
1.7% |
0.0022 |
0.3% |
89% |
False |
False |
10 |
40 |
0.7821 |
0.7540 |
0.0281 |
3.7% |
0.0024 |
0.3% |
51% |
False |
False |
18 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0025 |
0.3% |
40% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7728 |
2.618 |
0.7714 |
1.618 |
0.7705 |
1.000 |
0.7700 |
0.618 |
0.7697 |
HIGH |
0.7692 |
0.618 |
0.7688 |
0.500 |
0.7687 |
0.382 |
0.7686 |
LOW |
0.7683 |
0.618 |
0.7678 |
1.000 |
0.7674 |
1.618 |
0.7669 |
2.618 |
0.7661 |
4.250 |
0.7647 |
|
|
Fisher Pivots for day following 27-Jul-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7687 |
0.7680 |
PP |
0.7686 |
0.7677 |
S1 |
0.7684 |
0.7674 |
|