CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7730 |
0.7736 |
0.0005 |
0.1% |
0.7794 |
| High |
0.7741 |
0.7746 |
0.0005 |
0.1% |
0.7836 |
| Low |
0.7700 |
0.7661 |
-0.0039 |
-0.5% |
0.7729 |
| Close |
0.7736 |
0.7683 |
-0.0053 |
-0.7% |
0.7739 |
| Range |
0.0041 |
0.0085 |
0.0044 |
106.1% |
0.0107 |
| ATR |
0.0048 |
0.0051 |
0.0003 |
5.4% |
0.0000 |
| Volume |
56,664 |
70,790 |
14,126 |
24.9% |
367,234 |
|
| Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7901 |
0.7729 |
|
| R3 |
0.7865 |
0.7816 |
0.7706 |
|
| R2 |
0.7781 |
0.7781 |
0.7698 |
|
| R1 |
0.7732 |
0.7732 |
0.7690 |
0.7714 |
| PP |
0.7696 |
0.7696 |
0.7696 |
0.7688 |
| S1 |
0.7647 |
0.7647 |
0.7675 |
0.7630 |
| S2 |
0.7612 |
0.7612 |
0.7667 |
|
| S3 |
0.7527 |
0.7563 |
0.7659 |
|
| S4 |
0.7443 |
0.7478 |
0.7636 |
|
|
| 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 |
0.7789 |
0.7661 |
0.0128 |
1.7% |
0.0051 |
0.7% |
17% |
False |
True |
59,291 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0052 |
0.7% |
15% |
False |
False |
69,839 |
| 20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0045 |
0.6% |
15% |
False |
False |
65,865 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
41% |
False |
False |
36,339 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
47% |
False |
False |
24,283 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
54% |
False |
False |
18,245 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
48% |
False |
False |
14,644 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
48% |
False |
False |
12,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8105 |
|
2.618 |
0.7967 |
|
1.618 |
0.7882 |
|
1.000 |
0.7830 |
|
0.618 |
0.7798 |
|
HIGH |
0.7746 |
|
0.618 |
0.7713 |
|
0.500 |
0.7703 |
|
0.382 |
0.7693 |
|
LOW |
0.7661 |
|
0.618 |
0.7609 |
|
1.000 |
0.7577 |
|
1.618 |
0.7524 |
|
2.618 |
0.7440 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 10-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7703 |
0.7703 |
| PP |
0.7696 |
0.7696 |
| S1 |
0.7689 |
0.7689 |
|