CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 09-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7737 |
0.7730 |
-0.0007 |
-0.1% |
0.7794 |
| High |
0.7737 |
0.7741 |
0.0003 |
0.0% |
0.7836 |
| Low |
0.7696 |
0.7700 |
0.0004 |
0.0% |
0.7729 |
| Close |
0.7726 |
0.7736 |
0.0010 |
0.1% |
0.7739 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
43,260 |
56,664 |
13,404 |
31.0% |
367,234 |
|
| Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7848 |
0.7833 |
0.7758 |
|
| R3 |
0.7807 |
0.7792 |
0.7747 |
|
| R2 |
0.7766 |
0.7766 |
0.7743 |
|
| R1 |
0.7751 |
0.7751 |
0.7739 |
0.7759 |
| PP |
0.7725 |
0.7725 |
0.7725 |
0.7729 |
| S1 |
0.7710 |
0.7710 |
0.7732 |
0.7718 |
| S2 |
0.7684 |
0.7684 |
0.7728 |
|
| S3 |
0.7643 |
0.7669 |
0.7724 |
|
| S4 |
0.7602 |
0.7628 |
0.7713 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8021 |
0.7797 |
|
| R3 |
0.7982 |
0.7914 |
0.7768 |
|
| R2 |
0.7875 |
0.7875 |
0.7758 |
|
| R1 |
0.7807 |
0.7807 |
0.7748 |
0.7787 |
| PP |
0.7768 |
0.7768 |
0.7768 |
0.7758 |
| S1 |
0.7700 |
0.7700 |
0.7729 |
0.7680 |
| S2 |
0.7661 |
0.7661 |
0.7719 |
|
| S3 |
0.7554 |
0.7593 |
0.7709 |
|
| S4 |
0.7447 |
0.7486 |
0.7680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7820 |
0.7696 |
0.0124 |
1.6% |
0.0044 |
0.6% |
32% |
False |
False |
57,797 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0048 |
0.6% |
44% |
False |
False |
69,870 |
| 20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0044 |
0.6% |
44% |
False |
False |
65,448 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
62% |
False |
False |
34,573 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.7% |
0.0046 |
0.6% |
65% |
False |
False |
23,104 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0043 |
0.6% |
70% |
False |
False |
17,364 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
62% |
False |
False |
13,937 |
| 120 |
0.7928 |
0.7500 |
0.0428 |
5.5% |
0.0044 |
0.6% |
55% |
False |
False |
11,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7915 |
|
2.618 |
0.7848 |
|
1.618 |
0.7807 |
|
1.000 |
0.7782 |
|
0.618 |
0.7766 |
|
HIGH |
0.7741 |
|
0.618 |
0.7725 |
|
0.500 |
0.7720 |
|
0.382 |
0.7715 |
|
LOW |
0.7700 |
|
0.618 |
0.7674 |
|
1.000 |
0.7659 |
|
1.618 |
0.7633 |
|
2.618 |
0.7592 |
|
4.250 |
0.7525 |
|
|
| Fisher Pivots for day following 09-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7730 |
0.7735 |
| PP |
0.7725 |
0.7734 |
| S1 |
0.7720 |
0.7733 |
|