CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 08-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2018 |
08-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7722 |
0.7672 |
-0.0049 |
-0.6% |
0.7716 |
High |
0.7722 |
0.7713 |
-0.0009 |
-0.1% |
0.7734 |
Low |
0.7681 |
0.7671 |
-0.0010 |
-0.1% |
0.7695 |
Close |
0.7681 |
0.7712 |
0.0031 |
0.4% |
0.7733 |
Range |
0.0041 |
0.0042 |
0.0001 |
1.2% |
0.0039 |
ATR |
0.0030 |
0.0030 |
0.0001 |
2.9% |
0.0000 |
Volume |
22 |
35 |
13 |
59.1% |
86 |
|
Daily Pivots for day following 08-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7823 |
0.7809 |
0.7734 |
|
R3 |
0.7781 |
0.7767 |
0.7723 |
|
R2 |
0.7740 |
0.7740 |
0.7719 |
|
R1 |
0.7726 |
0.7726 |
0.7715 |
0.7733 |
PP |
0.7698 |
0.7698 |
0.7698 |
0.7702 |
S1 |
0.7684 |
0.7684 |
0.7708 |
0.7691 |
S2 |
0.7657 |
0.7657 |
0.7704 |
|
S3 |
0.7615 |
0.7643 |
0.7700 |
|
S4 |
0.7574 |
0.7601 |
0.7689 |
|
|
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 |
0.7671 |
0.0063 |
0.8% |
0.0027 |
0.3% |
65% |
False |
True |
22 |
10 |
0.7734 |
0.7670 |
0.0064 |
0.8% |
0.0022 |
0.3% |
65% |
False |
False |
18 |
20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0024 |
0.3% |
87% |
False |
False |
13 |
40 |
0.7759 |
0.7540 |
0.0219 |
2.8% |
0.0023 |
0.3% |
79% |
False |
False |
20 |
60 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
49% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7889 |
2.618 |
0.7821 |
1.618 |
0.7780 |
1.000 |
0.7754 |
0.618 |
0.7738 |
HIGH |
0.7713 |
0.618 |
0.7697 |
0.500 |
0.7692 |
0.382 |
0.7687 |
LOW |
0.7671 |
0.618 |
0.7645 |
1.000 |
0.7630 |
1.618 |
0.7604 |
2.618 |
0.7562 |
4.250 |
0.7495 |
|
|
Fisher Pivots for day following 08-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7705 |
0.7707 |
PP |
0.7698 |
0.7702 |
S1 |
0.7692 |
0.7697 |
|