CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 22-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2018 |
22-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7699 |
0.7719 |
0.0021 |
0.3% |
0.7630 |
| High |
0.7703 |
0.7719 |
0.0017 |
0.2% |
0.7688 |
| Low |
0.7687 |
0.7714 |
0.0027 |
0.4% |
0.7626 |
| Close |
0.7692 |
0.7714 |
0.0022 |
0.3% |
0.7688 |
| Range |
0.0015 |
0.0005 |
-0.0010 |
-67.7% |
0.0063 |
| ATR |
0.0031 |
0.0030 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
12 |
13 |
1 |
8.3% |
123 |
|
| Daily Pivots for day following 22-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7731 |
0.7727 |
0.7717 |
|
| R3 |
0.7726 |
0.7722 |
0.7715 |
|
| R2 |
0.7721 |
0.7721 |
0.7715 |
|
| R1 |
0.7717 |
0.7717 |
0.7714 |
0.7717 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7715 |
| S1 |
0.7712 |
0.7712 |
0.7714 |
0.7711 |
| S2 |
0.7711 |
0.7711 |
0.7713 |
|
| S3 |
0.7706 |
0.7707 |
0.7713 |
|
| S4 |
0.7701 |
0.7702 |
0.7711 |
|
|
| 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 |
0.7719 |
0.7626 |
0.0094 |
1.2% |
0.0023 |
0.3% |
95% |
True |
False |
21 |
| 10 |
0.7719 |
0.7626 |
0.0094 |
1.2% |
0.0020 |
0.3% |
95% |
True |
False |
20 |
| 20 |
0.7734 |
0.7626 |
0.0108 |
1.4% |
0.0021 |
0.3% |
82% |
False |
False |
19 |
| 40 |
0.7734 |
0.7540 |
0.0194 |
2.5% |
0.0022 |
0.3% |
90% |
False |
False |
15 |
| 60 |
0.7829 |
0.7540 |
0.0289 |
3.7% |
0.0024 |
0.3% |
60% |
False |
False |
19 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0024 |
0.3% |
49% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7732 |
|
1.618 |
0.7727 |
|
1.000 |
0.7724 |
|
0.618 |
0.7722 |
|
HIGH |
0.7719 |
|
0.618 |
0.7717 |
|
0.500 |
0.7717 |
|
0.382 |
0.7716 |
|
LOW |
0.7714 |
|
0.618 |
0.7711 |
|
1.000 |
0.7709 |
|
1.618 |
0.7706 |
|
2.618 |
0.7701 |
|
4.250 |
0.7693 |
|
|
| Fisher Pivots for day following 22-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7717 |
0.7709 |
| PP |
0.7716 |
0.7704 |
| S1 |
0.7715 |
0.7698 |
|