CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 17-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2018 |
17-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7720 |
0.7714 |
-0.0007 |
-0.1% |
0.7606 |
High |
0.7720 |
0.7714 |
-0.0007 |
-0.1% |
0.7730 |
Low |
0.7693 |
0.7703 |
0.0011 |
0.1% |
0.7604 |
Close |
0.7700 |
0.7703 |
0.0004 |
0.0% |
0.7700 |
Range |
0.0028 |
0.0011 |
-0.0017 |
-61.8% |
0.0126 |
ATR |
0.0040 |
0.0038 |
-0.0002 |
-4.6% |
0.0000 |
Volume |
95 |
2 |
-93 |
-97.9% |
341 |
|
Daily Pivots for day following 17-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7738 |
0.7731 |
0.7709 |
|
R3 |
0.7728 |
0.7721 |
0.7706 |
|
R2 |
0.7717 |
0.7717 |
0.7705 |
|
R1 |
0.7710 |
0.7710 |
0.7704 |
0.7708 |
PP |
0.7707 |
0.7707 |
0.7707 |
0.7706 |
S1 |
0.7700 |
0.7700 |
0.7702 |
0.7698 |
S2 |
0.7696 |
0.7696 |
0.7701 |
|
S3 |
0.7686 |
0.7689 |
0.7700 |
|
S4 |
0.7675 |
0.7679 |
0.7697 |
|
|
Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8054 |
0.8002 |
0.7769 |
|
R3 |
0.7929 |
0.7877 |
0.7734 |
|
R2 |
0.7803 |
0.7803 |
0.7723 |
|
R1 |
0.7751 |
0.7751 |
0.7711 |
0.7777 |
PP |
0.7678 |
0.7678 |
0.7678 |
0.7691 |
S1 |
0.7626 |
0.7626 |
0.7688 |
0.7652 |
S2 |
0.7552 |
0.7552 |
0.7676 |
|
S3 |
0.7427 |
0.7500 |
0.7665 |
|
S4 |
0.7301 |
0.7375 |
0.7630 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7730 |
0.7625 |
0.0105 |
1.4% |
0.0035 |
0.5% |
75% |
False |
False |
60 |
10 |
0.7730 |
0.7590 |
0.0140 |
1.8% |
0.0037 |
0.5% |
81% |
False |
False |
56 |
20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0030 |
0.4% |
61% |
False |
False |
40 |
40 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0026 |
0.3% |
61% |
False |
False |
29 |
60 |
0.7775 |
0.7540 |
0.0235 |
3.1% |
0.0024 |
0.3% |
69% |
False |
False |
23 |
80 |
0.7829 |
0.7540 |
0.0289 |
3.8% |
0.0026 |
0.3% |
57% |
False |
False |
25 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0025 |
0.3% |
46% |
False |
False |
21 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7758 |
2.618 |
0.7741 |
1.618 |
0.7730 |
1.000 |
0.7724 |
0.618 |
0.7720 |
HIGH |
0.7714 |
0.618 |
0.7709 |
0.500 |
0.7708 |
0.382 |
0.7707 |
LOW |
0.7703 |
0.618 |
0.7697 |
1.000 |
0.7693 |
1.618 |
0.7686 |
2.618 |
0.7676 |
4.250 |
0.7658 |
|
|
Fisher Pivots for day following 17-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7708 |
0.7711 |
PP |
0.7707 |
0.7708 |
S1 |
0.7705 |
0.7706 |
|