CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 02-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2018 |
02-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7722 |
0.7704 |
-0.0018 |
-0.2% |
0.7630 |
High |
0.7730 |
0.7717 |
-0.0013 |
-0.2% |
0.7697 |
Low |
0.7722 |
0.7704 |
-0.0018 |
-0.2% |
0.7621 |
Close |
0.7727 |
0.7707 |
-0.0020 |
-0.3% |
0.7683 |
Range |
0.0008 |
0.0013 |
0.0005 |
66.7% |
0.0077 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-1.8% |
0.0000 |
Volume |
14 |
13 |
-1 |
-7.1% |
48 |
|
Daily Pivots for day following 02-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7747 |
0.7739 |
0.7714 |
|
R3 |
0.7734 |
0.7727 |
0.7710 |
|
R2 |
0.7722 |
0.7722 |
0.7709 |
|
R1 |
0.7714 |
0.7714 |
0.7708 |
0.7718 |
PP |
0.7709 |
0.7709 |
0.7709 |
0.7711 |
S1 |
0.7702 |
0.7702 |
0.7706 |
0.7706 |
S2 |
0.7697 |
0.7697 |
0.7705 |
|
S3 |
0.7684 |
0.7689 |
0.7704 |
|
S4 |
0.7672 |
0.7677 |
0.7700 |
|
|
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 |
0.7730 |
0.7683 |
0.0047 |
0.6% |
0.0014 |
0.2% |
52% |
False |
False |
11 |
10 |
0.7730 |
0.7572 |
0.0158 |
2.0% |
0.0024 |
0.3% |
86% |
False |
False |
10 |
20 |
0.7730 |
0.7570 |
0.0160 |
2.1% |
0.0020 |
0.3% |
86% |
False |
False |
10 |
40 |
0.7777 |
0.7540 |
0.0237 |
3.1% |
0.0022 |
0.3% |
71% |
False |
False |
18 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
47% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7770 |
2.618 |
0.7749 |
1.618 |
0.7737 |
1.000 |
0.7729 |
0.618 |
0.7724 |
HIGH |
0.7717 |
0.618 |
0.7712 |
0.500 |
0.7710 |
0.382 |
0.7709 |
LOW |
0.7704 |
0.618 |
0.7696 |
1.000 |
0.7691 |
1.618 |
0.7684 |
2.618 |
0.7671 |
4.250 |
0.7651 |
|
|
Fisher Pivots for day following 02-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7710 |
0.7712 |
PP |
0.7709 |
0.7711 |
S1 |
0.7708 |
0.7709 |
|