CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 27-Aug-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2018 |
27-Aug-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7665 |
0.7699 |
0.0034 |
0.4% |
0.7687 |
| High |
0.7712 |
0.7739 |
0.0027 |
0.4% |
0.7719 |
| Low |
0.7665 |
0.7699 |
0.0034 |
0.4% |
0.7664 |
| Close |
0.7701 |
0.7739 |
0.0039 |
0.5% |
0.7701 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.0% |
0.0055 |
| ATR |
0.0033 |
0.0033 |
0.0001 |
1.5% |
0.0000 |
| Volume |
9 |
32 |
23 |
255.6% |
44 |
|
| Daily Pivots for day following 27-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7846 |
0.7832 |
0.7761 |
|
| R3 |
0.7806 |
0.7792 |
0.7750 |
|
| R2 |
0.7766 |
0.7766 |
0.7746 |
|
| R1 |
0.7752 |
0.7752 |
0.7743 |
0.7759 |
| PP |
0.7726 |
0.7726 |
0.7726 |
0.7729 |
| S1 |
0.7712 |
0.7712 |
0.7735 |
0.7719 |
| S2 |
0.7686 |
0.7686 |
0.7732 |
|
| S3 |
0.7646 |
0.7672 |
0.7728 |
|
| S4 |
0.7606 |
0.7632 |
0.7717 |
|
|
| Weekly Pivots for week ending 24-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7860 |
0.7835 |
0.7731 |
|
| R3 |
0.7805 |
0.7780 |
0.7716 |
|
| R2 |
0.7750 |
0.7750 |
0.7711 |
|
| R1 |
0.7725 |
0.7725 |
0.7706 |
0.7737 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7701 |
| S1 |
0.7670 |
0.7670 |
0.7695 |
0.7682 |
| S2 |
0.7639 |
0.7639 |
0.7690 |
|
| S3 |
0.7584 |
0.7615 |
0.7685 |
|
| S4 |
0.7529 |
0.7560 |
0.7670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7739 |
0.7664 |
0.0075 |
1.0% |
0.0024 |
0.3% |
100% |
True |
False |
13 |
| 10 |
0.7739 |
0.7626 |
0.0114 |
1.5% |
0.0024 |
0.3% |
100% |
True |
False |
16 |
| 20 |
0.7739 |
0.7626 |
0.0114 |
1.5% |
0.0024 |
0.3% |
100% |
True |
False |
19 |
| 40 |
0.7739 |
0.7570 |
0.0169 |
2.2% |
0.0022 |
0.3% |
100% |
True |
False |
14 |
| 60 |
0.7821 |
0.7540 |
0.0281 |
3.6% |
0.0024 |
0.3% |
71% |
False |
False |
18 |
| 80 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0025 |
0.3% |
56% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7909 |
|
2.618 |
0.7844 |
|
1.618 |
0.7804 |
|
1.000 |
0.7779 |
|
0.618 |
0.7764 |
|
HIGH |
0.7739 |
|
0.618 |
0.7724 |
|
0.500 |
0.7719 |
|
0.382 |
0.7714 |
|
LOW |
0.7699 |
|
0.618 |
0.7674 |
|
1.000 |
0.7659 |
|
1.618 |
0.7634 |
|
2.618 |
0.7594 |
|
4.250 |
0.7529 |
|
|
| Fisher Pivots for day following 27-Aug-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7732 |
0.7727 |
| PP |
0.7726 |
0.7714 |
| S1 |
0.7719 |
0.7702 |
|