CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 15-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2018 |
15-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7643 |
-0.0019 |
-0.2% |
0.7710 |
High |
0.7675 |
0.7643 |
-0.0032 |
-0.4% |
0.7723 |
Low |
0.7661 |
0.7633 |
-0.0028 |
-0.4% |
0.7634 |
Close |
0.7670 |
0.7638 |
-0.0032 |
-0.4% |
0.7639 |
Range |
0.0014 |
0.0010 |
-0.0004 |
-28.6% |
0.0089 |
ATR |
0.0032 |
0.0032 |
0.0000 |
1.1% |
0.0000 |
Volume |
11 |
4 |
-7 |
-63.6% |
123 |
|
Daily Pivots for day following 15-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7668 |
0.7663 |
0.7644 |
|
R3 |
0.7658 |
0.7653 |
0.7641 |
|
R2 |
0.7648 |
0.7648 |
0.7640 |
|
R1 |
0.7643 |
0.7643 |
0.7639 |
0.7641 |
PP |
0.7638 |
0.7638 |
0.7638 |
0.7637 |
S1 |
0.7633 |
0.7633 |
0.7637 |
0.7631 |
S2 |
0.7628 |
0.7628 |
0.7636 |
|
S3 |
0.7618 |
0.7623 |
0.7635 |
|
S4 |
0.7608 |
0.7613 |
0.7633 |
|
|
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 |
0.7705 |
0.7630 |
0.0075 |
1.0% |
0.0018 |
0.2% |
11% |
False |
False |
20 |
10 |
0.7734 |
0.7630 |
0.0104 |
1.4% |
0.0022 |
0.3% |
8% |
False |
False |
21 |
20 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0025 |
0.3% |
42% |
False |
False |
16 |
40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0020 |
0.3% |
51% |
False |
False |
13 |
60 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0025 |
0.3% |
28% |
False |
False |
18 |
80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
27% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7686 |
2.618 |
0.7669 |
1.618 |
0.7659 |
1.000 |
0.7653 |
0.618 |
0.7649 |
HIGH |
0.7643 |
0.618 |
0.7639 |
0.500 |
0.7638 |
0.382 |
0.7637 |
LOW |
0.7633 |
0.618 |
0.7627 |
1.000 |
0.7623 |
1.618 |
0.7617 |
2.618 |
0.7607 |
4.250 |
0.7591 |
|
|
Fisher Pivots for day following 15-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7638 |
0.7653 |
PP |
0.7638 |
0.7648 |
S1 |
0.7638 |
0.7643 |
|