CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2018 |
14-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7662 |
0.0032 |
0.4% |
0.7710 |
| High |
0.7644 |
0.7675 |
0.0031 |
0.4% |
0.7723 |
| Low |
0.7630 |
0.7661 |
0.0031 |
0.4% |
0.7634 |
| Close |
0.7634 |
0.7670 |
0.0036 |
0.5% |
0.7639 |
| Range |
0.0014 |
0.0014 |
0.0000 |
0.0% |
0.0089 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
2.3% |
0.0000 |
| Volume |
34 |
11 |
-23 |
-67.6% |
123 |
|
| Daily Pivots for day following 14-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7704 |
0.7677 |
|
| R3 |
0.7697 |
0.7690 |
0.7673 |
|
| R2 |
0.7683 |
0.7683 |
0.7672 |
|
| R1 |
0.7676 |
0.7676 |
0.7671 |
0.7679 |
| PP |
0.7669 |
0.7669 |
0.7669 |
0.7670 |
| S1 |
0.7662 |
0.7662 |
0.7668 |
0.7665 |
| S2 |
0.7655 |
0.7655 |
0.7667 |
|
| S3 |
0.7641 |
0.7648 |
0.7666 |
|
| S4 |
0.7627 |
0.7634 |
0.7662 |
|
|
| 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 |
0.7713 |
0.7630 |
0.0083 |
1.1% |
0.0024 |
0.3% |
48% |
False |
False |
26 |
| 10 |
0.7734 |
0.7630 |
0.0104 |
1.3% |
0.0022 |
0.3% |
38% |
False |
False |
22 |
| 20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0026 |
0.3% |
61% |
False |
False |
16 |
| 40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0020 |
0.3% |
67% |
False |
False |
13 |
| 60 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0024 |
0.3% |
37% |
False |
False |
18 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
36% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7712 |
|
1.618 |
0.7698 |
|
1.000 |
0.7689 |
|
0.618 |
0.7684 |
|
HIGH |
0.7675 |
|
0.618 |
0.7670 |
|
0.500 |
0.7668 |
|
0.382 |
0.7666 |
|
LOW |
0.7661 |
|
0.618 |
0.7652 |
|
1.000 |
0.7647 |
|
1.618 |
0.7638 |
|
2.618 |
0.7624 |
|
4.250 |
0.7602 |
|
|
| Fisher Pivots for day following 14-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7669 |
0.7664 |
| PP |
0.7669 |
0.7658 |
| S1 |
0.7668 |
0.7653 |
|