CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 10-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2018 |
10-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7665 |
-0.0035 |
-0.5% |
0.7710 |
| High |
0.7705 |
0.7670 |
-0.0035 |
-0.5% |
0.7723 |
| Low |
0.7689 |
0.7634 |
-0.0054 |
-0.7% |
0.7634 |
| Close |
0.7697 |
0.7639 |
-0.0058 |
-0.8% |
0.7639 |
| Range |
0.0016 |
0.0036 |
0.0019 |
121.9% |
0.0089 |
| ATR |
0.0030 |
0.0032 |
0.0002 |
7.8% |
0.0000 |
| Volume |
28 |
25 |
-3 |
-10.7% |
123 |
|
| Daily Pivots for day following 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7754 |
0.7732 |
0.7658 |
|
| R3 |
0.7718 |
0.7696 |
0.7648 |
|
| R2 |
0.7683 |
0.7683 |
0.7645 |
|
| R1 |
0.7661 |
0.7661 |
0.7642 |
0.7654 |
| PP |
0.7647 |
0.7647 |
0.7647 |
0.7644 |
| S1 |
0.7625 |
0.7625 |
0.7635 |
0.7619 |
| S2 |
0.7612 |
0.7612 |
0.7632 |
|
| S3 |
0.7576 |
0.7590 |
0.7629 |
|
| S4 |
0.7541 |
0.7554 |
0.7619 |
|
|
| Weekly Pivots for week ending 10-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7931 |
0.7873 |
0.7687 |
|
| R3 |
0.7842 |
0.7785 |
0.7663 |
|
| R2 |
0.7754 |
0.7754 |
0.7655 |
|
| R1 |
0.7696 |
0.7696 |
0.7647 |
0.7681 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7657 |
| S1 |
0.7608 |
0.7608 |
0.7630 |
0.7592 |
| S2 |
0.7577 |
0.7577 |
0.7622 |
|
| S3 |
0.7488 |
0.7519 |
0.7614 |
|
| S4 |
0.7400 |
0.7431 |
0.7590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7634 |
0.0089 |
1.2% |
0.0029 |
0.4% |
5% |
False |
True |
24 |
| 10 |
0.7734 |
0.7634 |
0.0099 |
1.3% |
0.0023 |
0.3% |
5% |
False |
True |
20 |
| 20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0026 |
0.3% |
42% |
False |
False |
13 |
| 40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0021 |
0.3% |
51% |
False |
False |
14 |
| 60 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0025 |
0.3% |
28% |
False |
False |
18 |
| 80 |
0.7979 |
0.7540 |
0.0439 |
5.7% |
0.0024 |
0.3% |
23% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7820 |
|
2.618 |
0.7762 |
|
1.618 |
0.7727 |
|
1.000 |
0.7705 |
|
0.618 |
0.7691 |
|
HIGH |
0.7670 |
|
0.618 |
0.7656 |
|
0.500 |
0.7652 |
|
0.382 |
0.7648 |
|
LOW |
0.7634 |
|
0.618 |
0.7612 |
|
1.000 |
0.7599 |
|
1.618 |
0.7577 |
|
2.618 |
0.7541 |
|
4.250 |
0.7483 |
|
|
| Fisher Pivots for day following 10-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7652 |
0.7673 |
| PP |
0.7647 |
0.7662 |
| S1 |
0.7643 |
0.7650 |
|