CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 10-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7646 |
0.7606 |
-0.0040 |
-0.5% |
0.7679 |
High |
0.7646 |
0.7628 |
-0.0018 |
-0.2% |
0.7679 |
Low |
0.7615 |
0.7604 |
-0.0011 |
-0.1% |
0.7590 |
Close |
0.7619 |
0.7627 |
0.0008 |
0.1% |
0.7619 |
Range |
0.0030 |
0.0024 |
-0.0007 |
-21.3% |
0.0089 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
23 |
40 |
17 |
73.9% |
221 |
|
Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7691 |
0.7683 |
0.7640 |
|
R3 |
0.7667 |
0.7659 |
0.7633 |
|
R2 |
0.7643 |
0.7643 |
0.7631 |
|
R1 |
0.7635 |
0.7635 |
0.7629 |
0.7639 |
PP |
0.7620 |
0.7620 |
0.7620 |
0.7622 |
S1 |
0.7611 |
0.7611 |
0.7624 |
0.7615 |
S2 |
0.7596 |
0.7596 |
0.7622 |
|
S3 |
0.7572 |
0.7587 |
0.7620 |
|
S4 |
0.7548 |
0.7563 |
0.7613 |
|
|
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 |
0.7679 |
0.7590 |
0.0089 |
1.2% |
0.0040 |
0.5% |
42% |
False |
False |
52 |
10 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0034 |
0.4% |
20% |
False |
False |
47 |
20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0027 |
0.4% |
20% |
False |
False |
31 |
40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0027 |
0.4% |
28% |
False |
False |
22 |
60 |
0.7775 |
0.7540 |
0.0235 |
3.1% |
0.0023 |
0.3% |
37% |
False |
False |
20 |
80 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0025 |
0.3% |
25% |
False |
False |
21 |
100 |
0.7979 |
0.7540 |
0.0439 |
5.8% |
0.0025 |
0.3% |
20% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7730 |
2.618 |
0.7691 |
1.618 |
0.7667 |
1.000 |
0.7652 |
0.618 |
0.7643 |
HIGH |
0.7628 |
0.618 |
0.7619 |
0.500 |
0.7616 |
0.382 |
0.7613 |
LOW |
0.7604 |
0.618 |
0.7589 |
1.000 |
0.7580 |
1.618 |
0.7565 |
2.618 |
0.7541 |
4.250 |
0.7502 |
|
|
Fisher Pivots for day following 10-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7623 |
0.7624 |
PP |
0.7620 |
0.7621 |
S1 |
0.7616 |
0.7618 |
|