CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7615 |
0.7607 |
-0.0008 |
-0.1% |
0.7699 |
| High |
0.7620 |
0.7642 |
0.0022 |
0.3% |
0.7775 |
| Low |
0.7607 |
0.7590 |
-0.0017 |
-0.2% |
0.7668 |
| Close |
0.7608 |
0.7640 |
0.0032 |
0.4% |
0.7690 |
| Range |
0.0014 |
0.0052 |
0.0039 |
285.2% |
0.0107 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
2.8% |
0.0000 |
| Volume |
25 |
104 |
79 |
316.0% |
211 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7780 |
0.7762 |
0.7669 |
|
| R3 |
0.7728 |
0.7710 |
0.7654 |
|
| R2 |
0.7676 |
0.7676 |
0.7650 |
|
| R1 |
0.7658 |
0.7658 |
0.7645 |
0.7667 |
| PP |
0.7624 |
0.7624 |
0.7624 |
0.7628 |
| S1 |
0.7606 |
0.7606 |
0.7635 |
0.7615 |
| S2 |
0.7572 |
0.7572 |
0.7630 |
|
| S3 |
0.7520 |
0.7554 |
0.7626 |
|
| S4 |
0.7468 |
0.7502 |
0.7611 |
|
|
| 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 |
0.7760 |
0.7590 |
0.0170 |
2.2% |
0.0042 |
0.6% |
30% |
False |
True |
60 |
| 10 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0034 |
0.4% |
27% |
False |
True |
42 |
| 20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0027 |
0.4% |
27% |
False |
True |
31 |
| 40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0026 |
0.3% |
34% |
False |
False |
22 |
| 60 |
0.7775 |
0.7540 |
0.0235 |
3.1% |
0.0024 |
0.3% |
43% |
False |
False |
23 |
| 80 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0025 |
0.3% |
29% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7863 |
|
2.618 |
0.7778 |
|
1.618 |
0.7726 |
|
1.000 |
0.7694 |
|
0.618 |
0.7674 |
|
HIGH |
0.7642 |
|
0.618 |
0.7622 |
|
0.500 |
0.7616 |
|
0.382 |
0.7609 |
|
LOW |
0.7590 |
|
0.618 |
0.7557 |
|
1.000 |
0.7538 |
|
1.618 |
0.7505 |
|
2.618 |
0.7453 |
|
4.250 |
0.7369 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7638 |
| PP |
0.7624 |
0.7636 |
| S1 |
0.7616 |
0.7634 |
|