CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7631 |
0.7675 |
0.0044 |
0.6% |
0.7679 |
| High |
0.7693 |
0.7726 |
0.0034 |
0.4% |
0.7679 |
| Low |
0.7625 |
0.7675 |
0.0050 |
0.7% |
0.7590 |
| Close |
0.7642 |
0.7726 |
0.0084 |
1.1% |
0.7619 |
| Range |
0.0068 |
0.0051 |
-0.0017 |
-24.4% |
0.0089 |
| ATR |
0.0039 |
0.0042 |
0.0003 |
8.2% |
0.0000 |
| Volume |
56 |
109 |
53 |
94.6% |
221 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7862 |
0.7845 |
0.7754 |
|
| R3 |
0.7811 |
0.7794 |
0.7740 |
|
| R2 |
0.7760 |
0.7760 |
0.7735 |
|
| R1 |
0.7743 |
0.7743 |
0.7731 |
0.7752 |
| PP |
0.7709 |
0.7709 |
0.7709 |
0.7713 |
| S1 |
0.7692 |
0.7692 |
0.7721 |
0.7701 |
| S2 |
0.7658 |
0.7658 |
0.7717 |
|
| S3 |
0.7607 |
0.7641 |
0.7712 |
|
| S4 |
0.7556 |
0.7590 |
0.7698 |
|
|
| 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 |
0.7726 |
0.7590 |
0.0136 |
1.8% |
0.0045 |
0.6% |
100% |
True |
False |
66 |
| 10 |
0.7771 |
0.7590 |
0.0181 |
2.3% |
0.0040 |
0.5% |
75% |
False |
False |
53 |
| 20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0032 |
0.4% |
74% |
False |
False |
37 |
| 40 |
0.7775 |
0.7570 |
0.0205 |
2.7% |
0.0029 |
0.4% |
76% |
False |
False |
27 |
| 60 |
0.7775 |
0.7540 |
0.0235 |
3.0% |
0.0024 |
0.3% |
79% |
False |
False |
21 |
| 80 |
0.7891 |
0.7540 |
0.0351 |
4.5% |
0.0026 |
0.3% |
53% |
False |
False |
23 |
| 100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0025 |
0.3% |
52% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7943 |
|
2.618 |
0.7860 |
|
1.618 |
0.7809 |
|
1.000 |
0.7777 |
|
0.618 |
0.7758 |
|
HIGH |
0.7726 |
|
0.618 |
0.7707 |
|
0.500 |
0.7701 |
|
0.382 |
0.7694 |
|
LOW |
0.7675 |
|
0.618 |
0.7643 |
|
1.000 |
0.7624 |
|
1.618 |
0.7592 |
|
2.618 |
0.7541 |
|
4.250 |
0.7458 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7718 |
0.7706 |
| PP |
0.7709 |
0.7685 |
| S1 |
0.7701 |
0.7665 |
|