CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 07-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2018 |
07-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7710 |
0.7722 |
0.0012 |
0.2% |
0.7716 |
High |
0.7723 |
0.7722 |
-0.0001 |
0.0% |
0.7734 |
Low |
0.7710 |
0.7681 |
-0.0029 |
-0.4% |
0.7695 |
Close |
0.7718 |
0.7681 |
-0.0037 |
-0.5% |
0.7733 |
Range |
0.0013 |
0.0041 |
0.0028 |
215.4% |
0.0039 |
ATR |
0.0029 |
0.0030 |
0.0001 |
3.1% |
0.0000 |
Volume |
13 |
22 |
9 |
69.2% |
86 |
|
Daily Pivots for day following 07-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7817 |
0.7790 |
0.7703 |
|
R3 |
0.7776 |
0.7749 |
0.7692 |
|
R2 |
0.7735 |
0.7735 |
0.7688 |
|
R1 |
0.7708 |
0.7708 |
0.7684 |
0.7701 |
PP |
0.7694 |
0.7694 |
0.7694 |
0.7691 |
S1 |
0.7667 |
0.7667 |
0.7677 |
0.7660 |
S2 |
0.7653 |
0.7653 |
0.7673 |
|
S3 |
0.7612 |
0.7626 |
0.7669 |
|
S4 |
0.7571 |
0.7585 |
0.7658 |
|
|
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 |
0.7681 |
0.0053 |
0.7% |
0.0020 |
0.3% |
0% |
False |
True |
18 |
10 |
0.7734 |
0.7650 |
0.0084 |
1.1% |
0.0022 |
0.3% |
37% |
False |
False |
16 |
20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0022 |
0.3% |
68% |
False |
False |
12 |
40 |
0.7759 |
0.7540 |
0.0219 |
2.9% |
0.0022 |
0.3% |
64% |
False |
False |
19 |
60 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
40% |
False |
False |
16 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7896 |
2.618 |
0.7829 |
1.618 |
0.7788 |
1.000 |
0.7763 |
0.618 |
0.7747 |
HIGH |
0.7722 |
0.618 |
0.7706 |
0.500 |
0.7701 |
0.382 |
0.7696 |
LOW |
0.7681 |
0.618 |
0.7655 |
1.000 |
0.7640 |
1.618 |
0.7614 |
2.618 |
0.7573 |
4.250 |
0.7506 |
|
|
Fisher Pivots for day following 07-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7701 |
0.7707 |
PP |
0.7694 |
0.7698 |
S1 |
0.7687 |
0.7689 |
|