CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 29-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2018 |
29-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7775 |
0.7760 |
-0.0015 |
-0.2% |
0.7687 |
| High |
0.7775 |
0.7771 |
-0.0004 |
-0.1% |
0.7719 |
| Low |
0.7760 |
0.7753 |
-0.0007 |
-0.1% |
0.7664 |
| Close |
0.7760 |
0.7770 |
0.0010 |
0.1% |
0.7701 |
| Range |
0.0015 |
0.0018 |
0.0003 |
16.1% |
0.0055 |
| ATR |
0.0034 |
0.0032 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
71 |
6 |
-65 |
-91.5% |
44 |
|
| Daily Pivots for day following 29-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7819 |
0.7812 |
0.7779 |
|
| R3 |
0.7801 |
0.7794 |
0.7774 |
|
| R2 |
0.7783 |
0.7783 |
0.7773 |
|
| R1 |
0.7776 |
0.7776 |
0.7771 |
0.7779 |
| PP |
0.7765 |
0.7765 |
0.7765 |
0.7766 |
| S1 |
0.7758 |
0.7758 |
0.7768 |
0.7761 |
| S2 |
0.7747 |
0.7747 |
0.7766 |
|
| S3 |
0.7729 |
0.7740 |
0.7765 |
|
| S4 |
0.7711 |
0.7722 |
0.7760 |
|
|
| 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% |
0.0026 |
0.3% |
95% |
False |
False |
24 |
| 10 |
0.7775 |
0.7626 |
0.0150 |
1.9% |
0.0024 |
0.3% |
96% |
False |
False |
22 |
| 20 |
0.7775 |
0.7626 |
0.0150 |
1.9% |
0.0023 |
0.3% |
96% |
False |
False |
22 |
| 40 |
0.7775 |
0.7570 |
0.0205 |
2.6% |
0.0022 |
0.3% |
97% |
False |
False |
16 |
| 60 |
0.7821 |
0.7540 |
0.0281 |
3.6% |
0.0023 |
0.3% |
82% |
False |
False |
19 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0025 |
0.3% |
64% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7848 |
|
2.618 |
0.7818 |
|
1.618 |
0.7800 |
|
1.000 |
0.7789 |
|
0.618 |
0.7782 |
|
HIGH |
0.7771 |
|
0.618 |
0.7764 |
|
0.500 |
0.7762 |
|
0.382 |
0.7760 |
|
LOW |
0.7753 |
|
0.618 |
0.7742 |
|
1.000 |
0.7735 |
|
1.618 |
0.7724 |
|
2.618 |
0.7706 |
|
4.250 |
0.7677 |
|
|
| Fisher Pivots for day following 29-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7767 |
0.7759 |
| PP |
0.7765 |
0.7748 |
| S1 |
0.7762 |
0.7737 |
|