CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 21-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7766 |
0.7776 |
0.0010 |
0.1% |
0.7714 |
High |
0.7783 |
0.7785 |
0.0002 |
0.0% |
0.7785 |
Low |
0.7764 |
0.7762 |
-0.0002 |
0.0% |
0.7703 |
Close |
0.7773 |
0.7764 |
-0.0009 |
-0.1% |
0.7764 |
Range |
0.0019 |
0.0023 |
0.0004 |
18.4% |
0.0082 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
79 |
73 |
-6 |
-7.6% |
254 |
|
Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7838 |
0.7823 |
0.7776 |
|
R3 |
0.7815 |
0.7801 |
0.7770 |
|
R2 |
0.7793 |
0.7793 |
0.7768 |
|
R1 |
0.7778 |
0.7778 |
0.7766 |
0.7774 |
PP |
0.7770 |
0.7770 |
0.7770 |
0.7768 |
S1 |
0.7756 |
0.7756 |
0.7762 |
0.7752 |
S2 |
0.7748 |
0.7748 |
0.7760 |
|
S3 |
0.7725 |
0.7733 |
0.7758 |
|
S4 |
0.7703 |
0.7711 |
0.7752 |
|
|
Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7995 |
0.7961 |
0.7809 |
|
R3 |
0.7914 |
0.7880 |
0.7786 |
|
R2 |
0.7832 |
0.7832 |
0.7779 |
|
R1 |
0.7798 |
0.7798 |
0.7771 |
0.7815 |
PP |
0.7751 |
0.7751 |
0.7751 |
0.7759 |
S1 |
0.7717 |
0.7717 |
0.7757 |
0.7734 |
S2 |
0.7669 |
0.7669 |
0.7749 |
|
S3 |
0.7587 |
0.7635 |
0.7742 |
|
S4 |
0.7506 |
0.7553 |
0.7719 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7785 |
0.7703 |
0.0082 |
1.0% |
0.0024 |
0.3% |
75% |
True |
False |
50 |
10 |
0.7785 |
0.7604 |
0.0181 |
2.3% |
0.0031 |
0.4% |
89% |
True |
False |
59 |
20 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0034 |
0.4% |
89% |
True |
False |
51 |
40 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0027 |
0.3% |
89% |
True |
False |
35 |
60 |
0.7785 |
0.7555 |
0.0230 |
3.0% |
0.0025 |
0.3% |
91% |
True |
False |
27 |
80 |
0.7829 |
0.7540 |
0.0289 |
3.7% |
0.0026 |
0.3% |
78% |
False |
False |
26 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
63% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7880 |
2.618 |
0.7843 |
1.618 |
0.7821 |
1.000 |
0.7807 |
0.618 |
0.7798 |
HIGH |
0.7785 |
0.618 |
0.7776 |
0.500 |
0.7773 |
0.382 |
0.7771 |
LOW |
0.7762 |
0.618 |
0.7748 |
1.000 |
0.7740 |
1.618 |
0.7726 |
2.618 |
0.7703 |
4.250 |
0.7666 |
|
|
Fisher Pivots for day following 21-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7773 |
0.7760 |
PP |
0.7770 |
0.7756 |
S1 |
0.7767 |
0.7751 |
|