CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7725 |
0.7748 |
0.0023 |
0.3% |
0.7606 |
| High |
0.7730 |
0.7775 |
0.0045 |
0.6% |
0.7730 |
| Low |
0.7717 |
0.7718 |
0.0001 |
0.0% |
0.7604 |
| Close |
0.7730 |
0.7769 |
0.0039 |
0.5% |
0.7700 |
| Range |
0.0013 |
0.0057 |
0.0044 |
338.4% |
0.0126 |
| ATR |
0.0037 |
0.0039 |
0.0001 |
3.8% |
0.0000 |
| Volume |
19 |
81 |
62 |
326.3% |
341 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7925 |
0.7904 |
0.7800 |
|
| R3 |
0.7868 |
0.7847 |
0.7785 |
|
| R2 |
0.7811 |
0.7811 |
0.7779 |
|
| R1 |
0.7790 |
0.7790 |
0.7774 |
0.7801 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7759 |
| S1 |
0.7733 |
0.7733 |
0.7764 |
0.7744 |
| S2 |
0.7697 |
0.7697 |
0.7759 |
|
| S3 |
0.7640 |
0.7676 |
0.7753 |
|
| S4 |
0.7583 |
0.7619 |
0.7738 |
|
|
| 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 |
0.7775 |
0.7693 |
0.0083 |
1.1% |
0.0025 |
0.3% |
93% |
True |
False |
47 |
| 10 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0035 |
0.5% |
97% |
True |
False |
57 |
| 20 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0032 |
0.4% |
97% |
True |
False |
44 |
| 40 |
0.7775 |
0.7590 |
0.0185 |
2.4% |
0.0028 |
0.4% |
97% |
True |
False |
32 |
| 60 |
0.7775 |
0.7540 |
0.0235 |
3.0% |
0.0025 |
0.3% |
97% |
True |
False |
25 |
| 80 |
0.7829 |
0.7540 |
0.0289 |
3.7% |
0.0027 |
0.3% |
79% |
False |
False |
26 |
| 100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
64% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8017 |
|
2.618 |
0.7924 |
|
1.618 |
0.7867 |
|
1.000 |
0.7832 |
|
0.618 |
0.7810 |
|
HIGH |
0.7775 |
|
0.618 |
0.7753 |
|
0.500 |
0.7747 |
|
0.382 |
0.7740 |
|
LOW |
0.7718 |
|
0.618 |
0.7683 |
|
1.000 |
0.7661 |
|
1.618 |
0.7626 |
|
2.618 |
0.7569 |
|
4.250 |
0.7476 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7759 |
| PP |
0.7754 |
0.7749 |
| S1 |
0.7747 |
0.7739 |
|