CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 16-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2018 |
16-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7643 |
0.7646 |
0.0003 |
0.0% |
0.7710 |
| High |
0.7643 |
0.7648 |
0.0005 |
0.1% |
0.7723 |
| Low |
0.7633 |
0.7626 |
-0.0008 |
-0.1% |
0.7634 |
| Close |
0.7638 |
0.7628 |
-0.0011 |
-0.1% |
0.7639 |
| Range |
0.0010 |
0.0023 |
0.0013 |
125.0% |
0.0089 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
4 |
56 |
52 |
1,300.0% |
123 |
|
| Daily Pivots for day following 16-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7701 |
0.7687 |
0.7640 |
|
| R3 |
0.7679 |
0.7664 |
0.7634 |
|
| R2 |
0.7656 |
0.7656 |
0.7632 |
|
| R1 |
0.7642 |
0.7642 |
0.7630 |
0.7638 |
| PP |
0.7634 |
0.7634 |
0.7634 |
0.7632 |
| S1 |
0.7619 |
0.7619 |
0.7625 |
0.7615 |
| S2 |
0.7611 |
0.7611 |
0.7623 |
|
| S3 |
0.7589 |
0.7597 |
0.7621 |
|
| S4 |
0.7566 |
0.7574 |
0.7615 |
|
|
| 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 |
0.7675 |
0.7626 |
0.0050 |
0.6% |
0.0019 |
0.3% |
4% |
False |
True |
26 |
| 10 |
0.7734 |
0.7626 |
0.0108 |
1.4% |
0.0023 |
0.3% |
2% |
False |
True |
25 |
| 20 |
0.7734 |
0.7572 |
0.0161 |
2.1% |
0.0023 |
0.3% |
34% |
False |
False |
18 |
| 40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0020 |
0.3% |
45% |
False |
False |
14 |
| 60 |
0.7844 |
0.7540 |
0.0304 |
4.0% |
0.0024 |
0.3% |
29% |
False |
False |
19 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
25% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7744 |
|
2.618 |
0.7707 |
|
1.618 |
0.7684 |
|
1.000 |
0.7671 |
|
0.618 |
0.7662 |
|
HIGH |
0.7648 |
|
0.618 |
0.7639 |
|
0.500 |
0.7637 |
|
0.382 |
0.7634 |
|
LOW |
0.7626 |
|
0.618 |
0.7612 |
|
1.000 |
0.7603 |
|
1.618 |
0.7589 |
|
2.618 |
0.7567 |
|
4.250 |
0.7530 |
|
|
| Fisher Pivots for day following 16-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7637 |
0.7650 |
| PP |
0.7634 |
0.7643 |
| S1 |
0.7631 |
0.7635 |
|