CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2018 |
04-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7694 |
0.7679 |
-0.0015 |
-0.2% |
0.7699 |
| High |
0.7695 |
0.7679 |
-0.0017 |
-0.2% |
0.7775 |
| Low |
0.7668 |
0.7600 |
-0.0068 |
-0.9% |
0.7668 |
| Close |
0.7690 |
0.7615 |
-0.0075 |
-1.0% |
0.7690 |
| Range |
0.0027 |
0.0078 |
0.0051 |
190.7% |
0.0107 |
| ATR |
0.0035 |
0.0039 |
0.0004 |
10.9% |
0.0000 |
| Volume |
57 |
69 |
12 |
21.1% |
211 |
|
| Daily Pivots for day following 04-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7866 |
0.7819 |
0.7658 |
|
| R3 |
0.7788 |
0.7740 |
0.7636 |
|
| R2 |
0.7709 |
0.7709 |
0.7629 |
|
| R1 |
0.7662 |
0.7662 |
0.7622 |
0.7647 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7623 |
| S1 |
0.7584 |
0.7584 |
0.7607 |
0.7568 |
| S2 |
0.7553 |
0.7553 |
0.7600 |
|
| S3 |
0.7474 |
0.7505 |
0.7593 |
|
| S4 |
0.7396 |
0.7427 |
0.7571 |
|
|
| 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 |
0.7600 |
0.0175 |
2.3% |
0.0036 |
0.5% |
8% |
False |
True |
49 |
| 10 |
0.7775 |
0.7600 |
0.0175 |
2.3% |
0.0030 |
0.4% |
8% |
False |
True |
31 |
| 20 |
0.7775 |
0.7600 |
0.0175 |
2.3% |
0.0028 |
0.4% |
8% |
False |
True |
27 |
| 40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0024 |
0.3% |
22% |
False |
False |
19 |
| 60 |
0.7775 |
0.7540 |
0.0235 |
3.1% |
0.0024 |
0.3% |
32% |
False |
False |
22 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0025 |
0.3% |
21% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8012 |
|
2.618 |
0.7884 |
|
1.618 |
0.7806 |
|
1.000 |
0.7757 |
|
0.618 |
0.7727 |
|
HIGH |
0.7679 |
|
0.618 |
0.7649 |
|
0.500 |
0.7639 |
|
0.382 |
0.7630 |
|
LOW |
0.7600 |
|
0.618 |
0.7551 |
|
1.000 |
0.7522 |
|
1.618 |
0.7473 |
|
2.618 |
0.7394 |
|
4.250 |
0.7266 |
|
|
| Fisher Pivots for day following 04-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7680 |
| PP |
0.7631 |
0.7658 |
| S1 |
0.7623 |
0.7636 |
|