CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7816 |
0.7809 |
-0.0007 |
-0.1% |
0.7752 |
| High |
0.7825 |
0.7820 |
-0.0004 |
-0.1% |
0.7762 |
| Low |
0.7799 |
0.7773 |
-0.0026 |
-0.3% |
0.7656 |
| Close |
0.7815 |
0.7799 |
-0.0016 |
-0.2% |
0.7751 |
| Range |
0.0025 |
0.0047 |
0.0022 |
84.3% |
0.0106 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
69,614 |
63,319 |
-6,295 |
-9.0% |
333,413 |
|
| Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7938 |
0.7915 |
0.7824 |
|
| R3 |
0.7891 |
0.7868 |
0.7811 |
|
| R2 |
0.7844 |
0.7844 |
0.7807 |
|
| R1 |
0.7821 |
0.7821 |
0.7803 |
0.7809 |
| PP |
0.7797 |
0.7797 |
0.7797 |
0.7791 |
| S1 |
0.7774 |
0.7774 |
0.7794 |
0.7762 |
| S2 |
0.7750 |
0.7750 |
0.7790 |
|
| S3 |
0.7703 |
0.7727 |
0.7786 |
|
| S4 |
0.7656 |
0.7680 |
0.7773 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8002 |
0.7809 |
|
| R3 |
0.7935 |
0.7896 |
0.7780 |
|
| R2 |
0.7829 |
0.7829 |
0.7770 |
|
| R1 |
0.7790 |
0.7790 |
0.7760 |
0.7756 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7706 |
| S1 |
0.7684 |
0.7684 |
0.7741 |
0.7650 |
| S2 |
0.7617 |
0.7617 |
0.7731 |
|
| S3 |
0.7511 |
0.7578 |
0.7721 |
|
| S4 |
0.7405 |
0.7472 |
0.7692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0052 |
0.7% |
79% |
False |
False |
80,386 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0042 |
0.5% |
79% |
False |
False |
71,834 |
| 20 |
0.7836 |
0.7575 |
0.0260 |
3.3% |
0.0045 |
0.6% |
86% |
False |
False |
57,168 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.3% |
0.0047 |
0.6% |
86% |
False |
False |
28,945 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.7% |
0.0046 |
0.6% |
87% |
False |
False |
19,358 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0044 |
0.6% |
89% |
False |
False |
14,557 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
79% |
False |
False |
11,688 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
58% |
False |
False |
9,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8020 |
|
2.618 |
0.7943 |
|
1.618 |
0.7896 |
|
1.000 |
0.7867 |
|
0.618 |
0.7849 |
|
HIGH |
0.7820 |
|
0.618 |
0.7802 |
|
0.500 |
0.7797 |
|
0.382 |
0.7791 |
|
LOW |
0.7773 |
|
0.618 |
0.7744 |
|
1.000 |
0.7726 |
|
1.618 |
0.7697 |
|
2.618 |
0.7650 |
|
4.250 |
0.7573 |
|
|
| Fisher Pivots for day following 03-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7798 |
0.7802 |
| PP |
0.7797 |
0.7801 |
| S1 |
0.7797 |
0.7800 |
|