CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 07-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7646 |
0.0039 |
0.5% |
0.7679 |
High |
0.7642 |
0.7646 |
0.0004 |
0.1% |
0.7679 |
Low |
0.7590 |
0.7615 |
0.0026 |
0.3% |
0.7590 |
Close |
0.7640 |
0.7619 |
-0.0022 |
-0.3% |
0.7619 |
Range |
0.0052 |
0.0030 |
-0.0022 |
-41.3% |
0.0089 |
ATR |
0.0038 |
0.0038 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
104 |
23 |
-81 |
-77.9% |
221 |
|
Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7718 |
0.7699 |
0.7635 |
|
R3 |
0.7687 |
0.7668 |
0.7627 |
|
R2 |
0.7657 |
0.7657 |
0.7624 |
|
R1 |
0.7638 |
0.7638 |
0.7621 |
0.7632 |
PP |
0.7626 |
0.7626 |
0.7626 |
0.7624 |
S1 |
0.7607 |
0.7607 |
0.7616 |
0.7602 |
S2 |
0.7596 |
0.7596 |
0.7613 |
|
S3 |
0.7565 |
0.7577 |
0.7610 |
|
S4 |
0.7535 |
0.7546 |
0.7602 |
|
|
Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7896 |
0.7846 |
0.7667 |
|
R3 |
0.7807 |
0.7757 |
0.7643 |
|
R2 |
0.7718 |
0.7718 |
0.7635 |
|
R1 |
0.7668 |
0.7668 |
0.7627 |
0.7649 |
PP |
0.7629 |
0.7629 |
0.7629 |
0.7619 |
S1 |
0.7579 |
0.7579 |
0.7610 |
0.7560 |
S2 |
0.7540 |
0.7540 |
0.7602 |
|
S3 |
0.7451 |
0.7490 |
0.7594 |
|
S4 |
0.7362 |
0.7401 |
0.7570 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7695 |
0.7590 |
0.0105 |
1.4% |
0.0040 |
0.5% |
27% |
False |
False |
55 |
10 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0036 |
0.5% |
16% |
False |
False |
44 |
20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0028 |
0.4% |
16% |
False |
False |
31 |
40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0026 |
0.3% |
24% |
False |
False |
21 |
60 |
0.7775 |
0.7540 |
0.0235 |
3.1% |
0.0024 |
0.3% |
34% |
False |
False |
22 |
80 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0025 |
0.3% |
22% |
False |
False |
21 |
100 |
0.7979 |
0.7540 |
0.0439 |
5.8% |
0.0025 |
0.3% |
18% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7775 |
2.618 |
0.7725 |
1.618 |
0.7695 |
1.000 |
0.7676 |
0.618 |
0.7664 |
HIGH |
0.7646 |
0.618 |
0.7634 |
0.500 |
0.7630 |
0.382 |
0.7627 |
LOW |
0.7615 |
0.618 |
0.7596 |
1.000 |
0.7585 |
1.618 |
0.7566 |
2.618 |
0.7535 |
4.250 |
0.7485 |
|
|
Fisher Pivots for day following 07-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7630 |
0.7618 |
PP |
0.7626 |
0.7618 |
S1 |
0.7622 |
0.7618 |
|