CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7725 |
0.0012 |
0.1% |
0.7606 |
| High |
0.7714 |
0.7730 |
0.0017 |
0.2% |
0.7730 |
| Low |
0.7703 |
0.7717 |
0.0014 |
0.2% |
0.7604 |
| Close |
0.7703 |
0.7730 |
0.0027 |
0.4% |
0.7700 |
| Range |
0.0011 |
0.0013 |
0.0003 |
23.8% |
0.0126 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
2 |
19 |
17 |
850.0% |
341 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7765 |
0.7760 |
0.7737 |
|
| R3 |
0.7752 |
0.7747 |
0.7734 |
|
| R2 |
0.7739 |
0.7739 |
0.7732 |
|
| R1 |
0.7734 |
0.7734 |
0.7731 |
0.7737 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7727 |
| S1 |
0.7721 |
0.7721 |
0.7729 |
0.7724 |
| S2 |
0.7713 |
0.7713 |
0.7728 |
|
| S3 |
0.7700 |
0.7708 |
0.7726 |
|
| S4 |
0.7687 |
0.7695 |
0.7723 |
|
|
| 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 |
0.7675 |
0.0055 |
0.7% |
0.0024 |
0.3% |
100% |
True |
False |
53 |
| 10 |
0.7730 |
0.7590 |
0.0141 |
1.8% |
0.0031 |
0.4% |
100% |
True |
False |
51 |
| 20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0030 |
0.4% |
76% |
False |
False |
41 |
| 40 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0026 |
0.3% |
76% |
False |
False |
30 |
| 60 |
0.7775 |
0.7540 |
0.0235 |
3.0% |
0.0024 |
0.3% |
81% |
False |
False |
23 |
| 80 |
0.7829 |
0.7540 |
0.0289 |
3.7% |
0.0026 |
0.3% |
66% |
False |
False |
25 |
| 100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
53% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7764 |
|
1.618 |
0.7751 |
|
1.000 |
0.7743 |
|
0.618 |
0.7738 |
|
HIGH |
0.7730 |
|
0.618 |
0.7725 |
|
0.500 |
0.7724 |
|
0.382 |
0.7722 |
|
LOW |
0.7717 |
|
0.618 |
0.7709 |
|
1.000 |
0.7704 |
|
1.618 |
0.7696 |
|
2.618 |
0.7683 |
|
4.250 |
0.7662 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7724 |
| PP |
0.7726 |
0.7718 |
| S1 |
0.7724 |
0.7711 |
|