CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 24-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7776 |
0.7770 |
-0.0006 |
-0.1% |
0.7714 |
High |
0.7785 |
0.7770 |
-0.0015 |
-0.2% |
0.7785 |
Low |
0.7762 |
0.7749 |
-0.0014 |
-0.2% |
0.7703 |
Close |
0.7764 |
0.7753 |
-0.0012 |
-0.1% |
0.7764 |
Range |
0.0023 |
0.0022 |
-0.0001 |
-4.4% |
0.0082 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
73 |
70 |
-3 |
-4.1% |
254 |
|
Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7822 |
0.7809 |
0.7764 |
|
R3 |
0.7800 |
0.7787 |
0.7758 |
|
R2 |
0.7779 |
0.7779 |
0.7756 |
|
R1 |
0.7766 |
0.7766 |
0.7754 |
0.7761 |
PP |
0.7757 |
0.7757 |
0.7757 |
0.7755 |
S1 |
0.7744 |
0.7744 |
0.7751 |
0.7740 |
S2 |
0.7736 |
0.7736 |
0.7749 |
|
S3 |
0.7714 |
0.7723 |
0.7747 |
|
S4 |
0.7693 |
0.7701 |
0.7741 |
|
|
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 |
0.7717 |
0.0068 |
0.9% |
0.0027 |
0.3% |
53% |
False |
False |
64 |
10 |
0.7785 |
0.7625 |
0.0160 |
2.1% |
0.0031 |
0.4% |
80% |
False |
False |
62 |
20 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0032 |
0.4% |
84% |
False |
False |
54 |
40 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0027 |
0.4% |
84% |
False |
False |
36 |
60 |
0.7785 |
0.7570 |
0.0215 |
2.8% |
0.0025 |
0.3% |
85% |
False |
False |
28 |
80 |
0.7821 |
0.7540 |
0.0281 |
3.6% |
0.0026 |
0.3% |
76% |
False |
False |
27 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
59% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7861 |
2.618 |
0.7826 |
1.618 |
0.7805 |
1.000 |
0.7792 |
0.618 |
0.7783 |
HIGH |
0.7770 |
0.618 |
0.7762 |
0.500 |
0.7759 |
0.382 |
0.7757 |
LOW |
0.7749 |
0.618 |
0.7735 |
1.000 |
0.7727 |
1.618 |
0.7714 |
2.618 |
0.7692 |
4.250 |
0.7657 |
|
|
Fisher Pivots for day following 24-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7759 |
0.7767 |
PP |
0.7757 |
0.7762 |
S1 |
0.7755 |
0.7757 |
|