CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 03-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2018 |
03-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7704 |
0.7709 |
0.0005 |
0.1% |
0.7716 |
High |
0.7717 |
0.7734 |
0.0017 |
0.2% |
0.7734 |
Low |
0.7704 |
0.7709 |
0.0005 |
0.1% |
0.7695 |
Close |
0.7707 |
0.7733 |
0.0026 |
0.3% |
0.7733 |
Range |
0.0013 |
0.0024 |
0.0012 |
96.0% |
0.0039 |
ATR |
0.0029 |
0.0029 |
0.0000 |
-0.7% |
0.0000 |
Volume |
13 |
31 |
18 |
138.5% |
86 |
|
Daily Pivots for day following 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7799 |
0.7790 |
0.7746 |
|
R3 |
0.7774 |
0.7766 |
0.7740 |
|
R2 |
0.7750 |
0.7750 |
0.7737 |
|
R1 |
0.7741 |
0.7741 |
0.7735 |
0.7746 |
PP |
0.7725 |
0.7725 |
0.7725 |
0.7727 |
S1 |
0.7717 |
0.7717 |
0.7731 |
0.7721 |
S2 |
0.7701 |
0.7701 |
0.7729 |
|
S3 |
0.7676 |
0.7692 |
0.7726 |
|
S4 |
0.7652 |
0.7668 |
0.7720 |
|
|
Weekly Pivots for week ending 03-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7836 |
0.7823 |
0.7754 |
|
R3 |
0.7798 |
0.7785 |
0.7744 |
|
R2 |
0.7759 |
0.7759 |
0.7740 |
|
R1 |
0.7746 |
0.7746 |
0.7737 |
0.7753 |
PP |
0.7721 |
0.7721 |
0.7721 |
0.7724 |
S1 |
0.7708 |
0.7708 |
0.7729 |
0.7714 |
S2 |
0.7682 |
0.7682 |
0.7726 |
|
S3 |
0.7644 |
0.7669 |
0.7722 |
|
S4 |
0.7605 |
0.7631 |
0.7712 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7734 |
0.7695 |
0.0039 |
0.5% |
0.0017 |
0.2% |
99% |
True |
False |
17 |
10 |
0.7734 |
0.7621 |
0.0113 |
1.5% |
0.0018 |
0.2% |
100% |
True |
False |
13 |
20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0020 |
0.3% |
100% |
True |
False |
10 |
40 |
0.7777 |
0.7540 |
0.0237 |
3.1% |
0.0023 |
0.3% |
82% |
False |
False |
19 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0024 |
0.3% |
54% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7838 |
2.618 |
0.7798 |
1.618 |
0.7773 |
1.000 |
0.7758 |
0.618 |
0.7749 |
HIGH |
0.7734 |
0.618 |
0.7724 |
0.500 |
0.7721 |
0.382 |
0.7718 |
LOW |
0.7709 |
0.618 |
0.7694 |
1.000 |
0.7685 |
1.618 |
0.7669 |
2.618 |
0.7645 |
4.250 |
0.7605 |
|
|
Fisher Pivots for day following 03-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7729 |
0.7728 |
PP |
0.7725 |
0.7724 |
S1 |
0.7721 |
0.7719 |
|