CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 09-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2018 |
09-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7672 |
0.7700 |
0.0028 |
0.4% |
0.7716 |
High |
0.7713 |
0.7705 |
-0.0008 |
-0.1% |
0.7734 |
Low |
0.7671 |
0.7689 |
0.0018 |
0.2% |
0.7695 |
Close |
0.7712 |
0.7697 |
-0.0015 |
-0.2% |
0.7733 |
Range |
0.0042 |
0.0016 |
-0.0025 |
-61.4% |
0.0039 |
ATR |
0.0030 |
0.0030 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
35 |
28 |
-7 |
-20.0% |
86 |
|
Daily Pivots for day following 09-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7745 |
0.7737 |
0.7705 |
|
R3 |
0.7729 |
0.7721 |
0.7701 |
|
R2 |
0.7713 |
0.7713 |
0.7699 |
|
R1 |
0.7705 |
0.7705 |
0.7698 |
0.7701 |
PP |
0.7697 |
0.7697 |
0.7697 |
0.7695 |
S1 |
0.7688 |
0.7688 |
0.7695 |
0.7684 |
S2 |
0.7680 |
0.7680 |
0.7694 |
|
S3 |
0.7664 |
0.7672 |
0.7692 |
|
S4 |
0.7648 |
0.7656 |
0.7688 |
|
|
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 |
0.4% |
41% |
False |
False |
25 |
10 |
0.7734 |
0.7671 |
0.0063 |
0.8% |
0.0021 |
0.3% |
41% |
False |
False |
18 |
20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0025 |
0.3% |
77% |
False |
False |
12 |
40 |
0.7752 |
0.7540 |
0.0213 |
2.8% |
0.0022 |
0.3% |
74% |
False |
False |
18 |
60 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
45% |
False |
False |
17 |
80 |
0.7979 |
0.7540 |
0.0439 |
5.7% |
0.0024 |
0.3% |
36% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7773 |
2.618 |
0.7746 |
1.618 |
0.7730 |
1.000 |
0.7721 |
0.618 |
0.7714 |
HIGH |
0.7705 |
0.618 |
0.7698 |
0.500 |
0.7697 |
0.382 |
0.7695 |
LOW |
0.7689 |
0.618 |
0.7679 |
1.000 |
0.7672 |
1.618 |
0.7663 |
2.618 |
0.7647 |
4.250 |
0.7620 |
|
|
Fisher Pivots for day following 09-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7697 |
0.7696 |
PP |
0.7697 |
0.7696 |
S1 |
0.7697 |
0.7696 |
|