CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 24-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2018 |
24-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7676 |
0.7665 |
-0.0011 |
-0.1% |
0.7687 |
| High |
0.7676 |
0.7712 |
0.0036 |
0.5% |
0.7719 |
| Low |
0.7664 |
0.7665 |
0.0001 |
0.0% |
0.7664 |
| Close |
0.7664 |
0.7701 |
0.0037 |
0.5% |
0.7701 |
| Range |
0.0012 |
0.0047 |
0.0035 |
304.3% |
0.0055 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
3.5% |
0.0000 |
| Volume |
2 |
9 |
7 |
350.0% |
44 |
|
| Daily Pivots for day following 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7832 |
0.7813 |
0.7726 |
|
| R3 |
0.7785 |
0.7766 |
0.7713 |
|
| R2 |
0.7739 |
0.7739 |
0.7709 |
|
| R1 |
0.7720 |
0.7720 |
0.7705 |
0.7729 |
| PP |
0.7692 |
0.7692 |
0.7692 |
0.7697 |
| S1 |
0.7673 |
0.7673 |
0.7696 |
0.7683 |
| S2 |
0.7646 |
0.7646 |
0.7692 |
|
| S3 |
0.7599 |
0.7627 |
0.7688 |
|
| S4 |
0.7553 |
0.7580 |
0.7675 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7860 |
0.7835 |
0.7731 |
|
| R3 |
0.7805 |
0.7780 |
0.7716 |
|
| R2 |
0.7750 |
0.7750 |
0.7711 |
|
| R1 |
0.7725 |
0.7725 |
0.7706 |
0.7737 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7701 |
| S1 |
0.7670 |
0.7670 |
0.7695 |
0.7682 |
| S2 |
0.7639 |
0.7639 |
0.7690 |
|
| S3 |
0.7584 |
0.7615 |
0.7685 |
|
| S4 |
0.7529 |
0.7560 |
0.7670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7719 |
0.7664 |
0.0055 |
0.7% |
0.0018 |
0.2% |
66% |
False |
False |
8 |
| 10 |
0.7719 |
0.7626 |
0.0094 |
1.2% |
0.0021 |
0.3% |
80% |
False |
False |
16 |
| 20 |
0.7734 |
0.7626 |
0.0108 |
1.4% |
0.0022 |
0.3% |
69% |
False |
False |
18 |
| 40 |
0.7734 |
0.7570 |
0.0164 |
2.1% |
0.0022 |
0.3% |
80% |
False |
False |
14 |
| 60 |
0.7821 |
0.7540 |
0.0281 |
3.6% |
0.0023 |
0.3% |
57% |
False |
False |
18 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
45% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7833 |
|
1.618 |
0.7787 |
|
1.000 |
0.7758 |
|
0.618 |
0.7740 |
|
HIGH |
0.7712 |
|
0.618 |
0.7694 |
|
0.500 |
0.7688 |
|
0.382 |
0.7683 |
|
LOW |
0.7665 |
|
0.618 |
0.7636 |
|
1.000 |
0.7619 |
|
1.618 |
0.7590 |
|
2.618 |
0.7543 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 24-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7696 |
0.7698 |
| PP |
0.7692 |
0.7695 |
| S1 |
0.7688 |
0.7692 |
|