CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 20-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7748 |
0.7766 |
0.0018 |
0.2% |
0.7606 |
High |
0.7775 |
0.7783 |
0.0008 |
0.1% |
0.7730 |
Low |
0.7718 |
0.7764 |
0.0046 |
0.6% |
0.7604 |
Close |
0.7769 |
0.7773 |
0.0004 |
0.0% |
0.7700 |
Range |
0.0057 |
0.0019 |
-0.0038 |
-66.7% |
0.0126 |
ATR |
0.0039 |
0.0037 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
81 |
79 |
-2 |
-2.5% |
341 |
|
Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7830 |
0.7820 |
0.7783 |
|
R3 |
0.7811 |
0.7801 |
0.7778 |
|
R2 |
0.7792 |
0.7792 |
0.7776 |
|
R1 |
0.7782 |
0.7782 |
0.7774 |
0.7787 |
PP |
0.7773 |
0.7773 |
0.7773 |
0.7776 |
S1 |
0.7763 |
0.7763 |
0.7771 |
0.7768 |
S2 |
0.7754 |
0.7754 |
0.7769 |
|
S3 |
0.7735 |
0.7744 |
0.7767 |
|
S4 |
0.7716 |
0.7725 |
0.7762 |
|
|
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 |
0.7783 |
0.7693 |
0.0091 |
1.2% |
0.0025 |
0.3% |
88% |
True |
False |
55 |
10 |
0.7783 |
0.7604 |
0.0179 |
2.3% |
0.0032 |
0.4% |
94% |
True |
False |
54 |
20 |
0.7783 |
0.7590 |
0.0193 |
2.5% |
0.0033 |
0.4% |
95% |
True |
False |
48 |
40 |
0.7783 |
0.7590 |
0.0193 |
2.5% |
0.0027 |
0.3% |
95% |
True |
False |
34 |
60 |
0.7783 |
0.7540 |
0.0243 |
3.1% |
0.0025 |
0.3% |
96% |
True |
False |
26 |
80 |
0.7829 |
0.7540 |
0.0289 |
3.7% |
0.0027 |
0.3% |
81% |
False |
False |
26 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
65% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7864 |
2.618 |
0.7833 |
1.618 |
0.7814 |
1.000 |
0.7802 |
0.618 |
0.7795 |
HIGH |
0.7783 |
0.618 |
0.7776 |
0.500 |
0.7774 |
0.382 |
0.7771 |
LOW |
0.7764 |
0.618 |
0.7752 |
1.000 |
0.7745 |
1.618 |
0.7733 |
2.618 |
0.7714 |
4.250 |
0.7683 |
|
|
Fisher Pivots for day following 20-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7774 |
0.7765 |
PP |
0.7773 |
0.7758 |
S1 |
0.7773 |
0.7750 |
|