CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 27-Sep-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
Open |
0.7743 |
0.7698 |
-0.0045 |
-0.6% |
0.7714 |
High |
0.7743 |
0.7703 |
-0.0040 |
-0.5% |
0.7785 |
Low |
0.7707 |
0.7675 |
-0.0032 |
-0.4% |
0.7703 |
Close |
0.7716 |
0.7694 |
-0.0022 |
-0.3% |
0.7764 |
Range |
0.0036 |
0.0028 |
-0.0008 |
-23.3% |
0.0082 |
ATR |
0.0034 |
0.0035 |
0.0000 |
1.4% |
0.0000 |
Volume |
68 |
79 |
11 |
16.2% |
254 |
|
Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7775 |
0.7762 |
0.7709 |
|
R3 |
0.7747 |
0.7734 |
0.7702 |
|
R2 |
0.7719 |
0.7719 |
0.7699 |
|
R1 |
0.7706 |
0.7706 |
0.7697 |
0.7699 |
PP |
0.7691 |
0.7691 |
0.7691 |
0.7687 |
S1 |
0.7678 |
0.7678 |
0.7691 |
0.7671 |
S2 |
0.7663 |
0.7663 |
0.7689 |
|
S3 |
0.7635 |
0.7650 |
0.7686 |
|
S4 |
0.7607 |
0.7622 |
0.7679 |
|
|
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 |
0.7675 |
0.0110 |
1.4% |
0.0025 |
0.3% |
17% |
False |
True |
71 |
10 |
0.7785 |
0.7675 |
0.0110 |
1.4% |
0.0025 |
0.3% |
17% |
False |
True |
63 |
20 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0033 |
0.4% |
54% |
False |
False |
60 |
40 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0028 |
0.4% |
54% |
False |
False |
41 |
60 |
0.7785 |
0.7570 |
0.0215 |
2.8% |
0.0025 |
0.3% |
58% |
False |
False |
30 |
80 |
0.7821 |
0.7540 |
0.0281 |
3.7% |
0.0026 |
0.3% |
55% |
False |
False |
29 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0026 |
0.3% |
43% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7822 |
2.618 |
0.7776 |
1.618 |
0.7748 |
1.000 |
0.7731 |
0.618 |
0.7720 |
HIGH |
0.7703 |
0.618 |
0.7692 |
0.500 |
0.7689 |
0.382 |
0.7686 |
LOW |
0.7675 |
0.618 |
0.7658 |
1.000 |
0.7647 |
1.618 |
0.7630 |
2.618 |
0.7602 |
4.250 |
0.7556 |
|
|
Fisher Pivots for day following 27-Sep-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7692 |
0.7714 |
PP |
0.7691 |
0.7708 |
S1 |
0.7689 |
0.7701 |
|