CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 21-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2018 |
21-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7687 |
0.7699 |
0.0012 |
0.2% |
0.7630 |
| High |
0.7688 |
0.7703 |
0.0015 |
0.2% |
0.7688 |
| Low |
0.7678 |
0.7687 |
0.0010 |
0.1% |
0.7626 |
| Close |
0.7688 |
0.7692 |
0.0004 |
0.0% |
0.7688 |
| Range |
0.0011 |
0.0015 |
0.0005 |
47.6% |
0.0063 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
8 |
12 |
4 |
50.0% |
123 |
|
| Daily Pivots for day following 21-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7731 |
0.7700 |
|
| R3 |
0.7725 |
0.7716 |
0.7696 |
|
| R2 |
0.7709 |
0.7709 |
0.7694 |
|
| R1 |
0.7700 |
0.7700 |
0.7693 |
0.7697 |
| PP |
0.7694 |
0.7694 |
0.7694 |
0.7692 |
| S1 |
0.7685 |
0.7685 |
0.7690 |
0.7682 |
| S2 |
0.7678 |
0.7678 |
0.7689 |
|
| S3 |
0.7663 |
0.7669 |
0.7687 |
|
| S4 |
0.7647 |
0.7654 |
0.7683 |
|
|
| 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 |
0.7703 |
0.7626 |
0.0077 |
1.0% |
0.0024 |
0.3% |
86% |
True |
False |
19 |
| 10 |
0.7713 |
0.7626 |
0.0087 |
1.1% |
0.0024 |
0.3% |
76% |
False |
False |
23 |
| 20 |
0.7734 |
0.7626 |
0.0108 |
1.4% |
0.0023 |
0.3% |
61% |
False |
False |
19 |
| 40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0022 |
0.3% |
78% |
False |
False |
15 |
| 60 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0025 |
0.3% |
53% |
False |
False |
19 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0025 |
0.3% |
42% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7743 |
|
1.618 |
0.7728 |
|
1.000 |
0.7718 |
|
0.618 |
0.7712 |
|
HIGH |
0.7703 |
|
0.618 |
0.7697 |
|
0.500 |
0.7695 |
|
0.382 |
0.7693 |
|
LOW |
0.7687 |
|
0.618 |
0.7677 |
|
1.000 |
0.7672 |
|
1.618 |
0.7662 |
|
2.618 |
0.7646 |
|
4.250 |
0.7621 |
|
|
| Fisher Pivots for day following 21-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7695 |
0.7683 |
| PP |
0.7694 |
0.7674 |
| S1 |
0.7693 |
0.7665 |
|