CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 28-Aug-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2018 |
28-Aug-2018 |
Change |
Change % |
Previous Week |
Open |
0.7699 |
0.7775 |
0.0076 |
1.0% |
0.7687 |
High |
0.7739 |
0.7775 |
0.0036 |
0.5% |
0.7719 |
Low |
0.7699 |
0.7760 |
0.0061 |
0.8% |
0.7664 |
Close |
0.7739 |
0.7760 |
0.0021 |
0.3% |
0.7701 |
Range |
0.0040 |
0.0015 |
-0.0025 |
-61.3% |
0.0055 |
ATR |
0.0033 |
0.0034 |
0.0000 |
0.6% |
0.0000 |
Volume |
32 |
71 |
39 |
121.9% |
44 |
|
Daily Pivots for day following 28-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7811 |
0.7801 |
0.7768 |
|
R3 |
0.7796 |
0.7785 |
0.7764 |
|
R2 |
0.7780 |
0.7780 |
0.7762 |
|
R1 |
0.7770 |
0.7770 |
0.7761 |
0.7767 |
PP |
0.7765 |
0.7765 |
0.7765 |
0.7763 |
S1 |
0.7754 |
0.7754 |
0.7758 |
0.7752 |
S2 |
0.7749 |
0.7749 |
0.7757 |
|
S3 |
0.7734 |
0.7739 |
0.7755 |
|
S4 |
0.7718 |
0.7723 |
0.7751 |
|
|
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 |
0.7775 |
0.7664 |
0.0111 |
1.4% |
0.0024 |
0.3% |
86% |
True |
False |
25 |
10 |
0.7775 |
0.7626 |
0.0150 |
1.9% |
0.0024 |
0.3% |
90% |
True |
False |
22 |
20 |
0.7775 |
0.7626 |
0.0150 |
1.9% |
0.0023 |
0.3% |
90% |
True |
False |
22 |
40 |
0.7775 |
0.7570 |
0.0205 |
2.6% |
0.0022 |
0.3% |
92% |
True |
False |
16 |
60 |
0.7821 |
0.7540 |
0.0281 |
3.6% |
0.0024 |
0.3% |
78% |
False |
False |
19 |
80 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0024 |
0.3% |
61% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7841 |
2.618 |
0.7816 |
1.618 |
0.7800 |
1.000 |
0.7790 |
0.618 |
0.7785 |
HIGH |
0.7775 |
0.618 |
0.7769 |
0.500 |
0.7767 |
0.382 |
0.7765 |
LOW |
0.7760 |
0.618 |
0.7750 |
1.000 |
0.7744 |
1.618 |
0.7734 |
2.618 |
0.7719 |
4.250 |
0.7694 |
|
|
Fisher Pivots for day following 28-Aug-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7767 |
0.7746 |
PP |
0.7765 |
0.7733 |
S1 |
0.7762 |
0.7720 |
|