CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 31-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2018 |
31-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7694 |
-0.0067 |
-0.9% |
0.7699 |
| High |
0.7760 |
0.7695 |
-0.0065 |
-0.8% |
0.7775 |
| Low |
0.7720 |
0.7668 |
-0.0052 |
-0.7% |
0.7668 |
| Close |
0.7726 |
0.7690 |
-0.0036 |
-0.5% |
0.7690 |
| Range |
0.0040 |
0.0027 |
-0.0013 |
-32.5% |
0.0107 |
| ATR |
0.0034 |
0.0035 |
0.0002 |
5.0% |
0.0000 |
| Volume |
45 |
57 |
12 |
26.7% |
211 |
|
| Daily Pivots for day following 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7754 |
0.7704 |
|
| R3 |
0.7738 |
0.7727 |
0.7697 |
|
| R2 |
0.7711 |
0.7711 |
0.7694 |
|
| R1 |
0.7700 |
0.7700 |
0.7692 |
0.7692 |
| PP |
0.7684 |
0.7684 |
0.7684 |
0.7680 |
| S1 |
0.7673 |
0.7673 |
0.7687 |
0.7665 |
| S2 |
0.7657 |
0.7657 |
0.7685 |
|
| S3 |
0.7630 |
0.7646 |
0.7682 |
|
| S4 |
0.7603 |
0.7619 |
0.7675 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8032 |
0.7968 |
0.7748 |
|
| R3 |
0.7925 |
0.7861 |
0.7719 |
|
| R2 |
0.7818 |
0.7818 |
0.7709 |
|
| R1 |
0.7754 |
0.7754 |
0.7699 |
0.7732 |
| PP |
0.7711 |
0.7711 |
0.7711 |
0.7700 |
| S1 |
0.7647 |
0.7647 |
0.7680 |
0.7625 |
| S2 |
0.7604 |
0.7604 |
0.7670 |
|
| S3 |
0.7497 |
0.7540 |
0.7660 |
|
| S4 |
0.7390 |
0.7433 |
0.7631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7775 |
0.7668 |
0.0107 |
1.4% |
0.0028 |
0.4% |
20% |
False |
True |
42 |
| 10 |
0.7775 |
0.7664 |
0.0111 |
1.4% |
0.0023 |
0.3% |
23% |
False |
False |
25 |
| 20 |
0.7775 |
0.7626 |
0.0150 |
1.9% |
0.0025 |
0.3% |
43% |
False |
False |
25 |
| 40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0022 |
0.3% |
58% |
False |
False |
17 |
| 60 |
0.7777 |
0.7540 |
0.0237 |
3.1% |
0.0023 |
0.3% |
63% |
False |
False |
21 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0024 |
0.3% |
42% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7810 |
|
2.618 |
0.7766 |
|
1.618 |
0.7739 |
|
1.000 |
0.7722 |
|
0.618 |
0.7712 |
|
HIGH |
0.7695 |
|
0.618 |
0.7685 |
|
0.500 |
0.7682 |
|
0.382 |
0.7678 |
|
LOW |
0.7668 |
|
0.618 |
0.7651 |
|
1.000 |
0.7641 |
|
1.618 |
0.7624 |
|
2.618 |
0.7597 |
|
4.250 |
0.7553 |
|
|
| Fisher Pivots for day following 31-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7687 |
0.7720 |
| PP |
0.7684 |
0.7710 |
| S1 |
0.7682 |
0.7700 |
|