CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 06-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2018 |
06-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7709 |
0.7710 |
0.0000 |
0.0% |
0.7716 |
High |
0.7734 |
0.7723 |
-0.0011 |
-0.1% |
0.7734 |
Low |
0.7709 |
0.7710 |
0.0000 |
0.0% |
0.7695 |
Close |
0.7733 |
0.7718 |
-0.0016 |
-0.2% |
0.7733 |
Range |
0.0024 |
0.0013 |
-0.0011 |
-46.9% |
0.0039 |
ATR |
0.0029 |
0.0029 |
0.0000 |
-1.4% |
0.0000 |
Volume |
31 |
13 |
-18 |
-58.1% |
86 |
|
Daily Pivots for day following 06-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7756 |
0.7750 |
0.7725 |
|
R3 |
0.7743 |
0.7737 |
0.7721 |
|
R2 |
0.7730 |
0.7730 |
0.7720 |
|
R1 |
0.7724 |
0.7724 |
0.7719 |
0.7727 |
PP |
0.7717 |
0.7717 |
0.7717 |
0.7718 |
S1 |
0.7710 |
0.7710 |
0.7716 |
0.7714 |
S2 |
0.7703 |
0.7703 |
0.7715 |
|
S3 |
0.7690 |
0.7697 |
0.7714 |
|
S4 |
0.7677 |
0.7684 |
0.7710 |
|
|
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% |
0.0018 |
0.2% |
58% |
False |
False |
17 |
10 |
0.7734 |
0.7621 |
0.0113 |
1.5% |
0.0019 |
0.2% |
86% |
False |
False |
14 |
20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0020 |
0.3% |
90% |
False |
False |
11 |
40 |
0.7759 |
0.7540 |
0.0219 |
2.8% |
0.0022 |
0.3% |
81% |
False |
False |
19 |
60 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0024 |
0.3% |
50% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7778 |
2.618 |
0.7757 |
1.618 |
0.7744 |
1.000 |
0.7736 |
0.618 |
0.7731 |
HIGH |
0.7723 |
0.618 |
0.7718 |
0.500 |
0.7716 |
0.382 |
0.7714 |
LOW |
0.7710 |
0.618 |
0.7701 |
1.000 |
0.7696 |
1.618 |
0.7688 |
2.618 |
0.7675 |
4.250 |
0.7654 |
|
|
Fisher Pivots for day following 06-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7717 |
0.7719 |
PP |
0.7717 |
0.7718 |
S1 |
0.7716 |
0.7718 |
|