CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 17-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2018 |
17-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7646 |
0.7628 |
-0.0018 |
-0.2% |
0.7630 |
| High |
0.7648 |
0.7688 |
0.0040 |
0.5% |
0.7688 |
| Low |
0.7626 |
0.7628 |
0.0003 |
0.0% |
0.7626 |
| Close |
0.7628 |
0.7688 |
0.0061 |
0.8% |
0.7688 |
| Range |
0.0023 |
0.0060 |
0.0038 |
166.7% |
0.0063 |
| ATR |
0.0031 |
0.0033 |
0.0002 |
6.7% |
0.0000 |
| Volume |
56 |
18 |
-38 |
-67.9% |
123 |
|
| Daily Pivots for day following 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7848 |
0.7828 |
0.7721 |
|
| R3 |
0.7788 |
0.7768 |
0.7705 |
|
| R2 |
0.7728 |
0.7728 |
0.7699 |
|
| R1 |
0.7708 |
0.7708 |
0.7694 |
0.7718 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7673 |
| S1 |
0.7648 |
0.7648 |
0.7683 |
0.7658 |
| S2 |
0.7608 |
0.7608 |
0.7677 |
|
| S3 |
0.7548 |
0.7588 |
0.7672 |
|
| S4 |
0.7488 |
0.7528 |
0.7655 |
|
|
| Weekly Pivots for week ending 17-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7855 |
0.7834 |
0.7722 |
|
| R3 |
0.7792 |
0.7771 |
0.7705 |
|
| R2 |
0.7730 |
0.7730 |
0.7699 |
|
| R1 |
0.7709 |
0.7709 |
0.7694 |
0.7719 |
| PP |
0.7667 |
0.7667 |
0.7667 |
0.7672 |
| S1 |
0.7646 |
0.7646 |
0.7682 |
0.7657 |
| S2 |
0.7605 |
0.7605 |
0.7677 |
|
| S3 |
0.7542 |
0.7584 |
0.7671 |
|
| S4 |
0.7480 |
0.7521 |
0.7654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7688 |
0.7626 |
0.0063 |
0.8% |
0.0024 |
0.3% |
100% |
True |
False |
24 |
| 10 |
0.7723 |
0.7626 |
0.0097 |
1.3% |
0.0027 |
0.3% |
64% |
False |
False |
24 |
| 20 |
0.7734 |
0.7621 |
0.0113 |
1.5% |
0.0023 |
0.3% |
60% |
False |
False |
19 |
| 40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0022 |
0.3% |
76% |
False |
False |
14 |
| 60 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0025 |
0.3% |
51% |
False |
False |
19 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
41% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7943 |
|
2.618 |
0.7845 |
|
1.618 |
0.7785 |
|
1.000 |
0.7748 |
|
0.618 |
0.7725 |
|
HIGH |
0.7688 |
|
0.618 |
0.7665 |
|
0.500 |
0.7658 |
|
0.382 |
0.7651 |
|
LOW |
0.7628 |
|
0.618 |
0.7591 |
|
1.000 |
0.7568 |
|
1.618 |
0.7531 |
|
2.618 |
0.7471 |
|
4.250 |
0.7373 |
|
|
| Fisher Pivots for day following 17-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7678 |
0.7678 |
| PP |
0.7668 |
0.7667 |
| S1 |
0.7658 |
0.7657 |
|