CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 23-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2018 |
23-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7719 |
0.7676 |
-0.0044 |
-0.6% |
0.7630 |
| High |
0.7719 |
0.7676 |
-0.0044 |
-0.6% |
0.7688 |
| Low |
0.7714 |
0.7664 |
-0.0050 |
-0.6% |
0.7626 |
| Close |
0.7714 |
0.7664 |
-0.0050 |
-0.6% |
0.7688 |
| Range |
0.0005 |
0.0012 |
0.0007 |
130.0% |
0.0063 |
| ATR |
0.0030 |
0.0032 |
0.0001 |
4.6% |
0.0000 |
| Volume |
13 |
2 |
-11 |
-84.6% |
123 |
|
| Daily Pivots for day following 23-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7695 |
0.7670 |
|
| R3 |
0.7691 |
0.7683 |
0.7667 |
|
| R2 |
0.7679 |
0.7679 |
0.7666 |
|
| R1 |
0.7672 |
0.7672 |
0.7665 |
0.7670 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7667 |
| S1 |
0.7660 |
0.7660 |
0.7663 |
0.7658 |
| S2 |
0.7656 |
0.7656 |
0.7662 |
|
| S3 |
0.7645 |
0.7649 |
0.7661 |
|
| S4 |
0.7633 |
0.7637 |
0.7658 |
|
|
| 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 |
0.7628 |
0.0091 |
1.2% |
0.0021 |
0.3% |
40% |
False |
False |
10 |
| 10 |
0.7719 |
0.7626 |
0.0094 |
1.2% |
0.0020 |
0.3% |
41% |
False |
False |
18 |
| 20 |
0.7734 |
0.7626 |
0.0108 |
1.4% |
0.0020 |
0.3% |
36% |
False |
False |
18 |
| 40 |
0.7734 |
0.7555 |
0.0179 |
2.3% |
0.0021 |
0.3% |
61% |
False |
False |
15 |
| 60 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0024 |
0.3% |
43% |
False |
False |
18 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
35% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7724 |
|
2.618 |
0.7706 |
|
1.618 |
0.7694 |
|
1.000 |
0.7687 |
|
0.618 |
0.7683 |
|
HIGH |
0.7676 |
|
0.618 |
0.7671 |
|
0.500 |
0.7670 |
|
0.382 |
0.7668 |
|
LOW |
0.7664 |
|
0.618 |
0.7657 |
|
1.000 |
0.7652 |
|
1.618 |
0.7645 |
|
2.618 |
0.7634 |
|
4.250 |
0.7615 |
|
|
| Fisher Pivots for day following 23-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7692 |
| PP |
0.7668 |
0.7682 |
| S1 |
0.7666 |
0.7673 |
|