CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7631 |
0.0026 |
0.3% |
0.7679 |
| High |
0.7628 |
0.7693 |
0.0065 |
0.8% |
0.7679 |
| Low |
0.7604 |
0.7625 |
0.0021 |
0.3% |
0.7590 |
| Close |
0.7627 |
0.7642 |
0.0015 |
0.2% |
0.7619 |
| Range |
0.0024 |
0.0068 |
0.0044 |
181.3% |
0.0089 |
| ATR |
0.0037 |
0.0039 |
0.0002 |
5.9% |
0.0000 |
| Volume |
40 |
56 |
16 |
40.0% |
221 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7856 |
0.7816 |
0.7679 |
|
| R3 |
0.7788 |
0.7749 |
0.7661 |
|
| R2 |
0.7721 |
0.7721 |
0.7654 |
|
| R1 |
0.7681 |
0.7681 |
0.7648 |
0.7701 |
| PP |
0.7653 |
0.7653 |
0.7653 |
0.7663 |
| S1 |
0.7614 |
0.7614 |
0.7636 |
0.7634 |
| S2 |
0.7586 |
0.7586 |
0.7630 |
|
| S3 |
0.7518 |
0.7546 |
0.7623 |
|
| S4 |
0.7451 |
0.7479 |
0.7605 |
|
|
| 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 |
0.7693 |
0.7590 |
0.0103 |
1.3% |
0.0037 |
0.5% |
51% |
True |
False |
49 |
| 10 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0037 |
0.5% |
28% |
False |
False |
49 |
| 20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0030 |
0.4% |
28% |
False |
False |
33 |
| 40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0028 |
0.4% |
35% |
False |
False |
24 |
| 60 |
0.7775 |
0.7540 |
0.0235 |
3.1% |
0.0023 |
0.3% |
44% |
False |
False |
21 |
| 80 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0026 |
0.3% |
29% |
False |
False |
22 |
| 100 |
0.7948 |
0.7540 |
0.0408 |
5.3% |
0.0025 |
0.3% |
25% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7979 |
|
2.618 |
0.7869 |
|
1.618 |
0.7802 |
|
1.000 |
0.7760 |
|
0.618 |
0.7734 |
|
HIGH |
0.7693 |
|
0.618 |
0.7667 |
|
0.500 |
0.7659 |
|
0.382 |
0.7651 |
|
LOW |
0.7625 |
|
0.618 |
0.7583 |
|
1.000 |
0.7558 |
|
1.618 |
0.7516 |
|
2.618 |
0.7448 |
|
4.250 |
0.7338 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7648 |
| PP |
0.7653 |
0.7646 |
| S1 |
0.7648 |
0.7644 |
|