CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7736 |
0.7670 |
-0.0066 |
-0.8% |
0.7794 |
| High |
0.7746 |
0.7694 |
-0.0052 |
-0.7% |
0.7836 |
| Low |
0.7661 |
0.7660 |
-0.0002 |
0.0% |
0.7729 |
| Close |
0.7683 |
0.7674 |
-0.0008 |
-0.1% |
0.7739 |
| Range |
0.0085 |
0.0034 |
-0.0051 |
-59.8% |
0.0107 |
| ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
70,790 |
94,135 |
23,345 |
33.0% |
367,234 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7778 |
0.7760 |
0.7693 |
|
| R3 |
0.7744 |
0.7726 |
0.7683 |
|
| R2 |
0.7710 |
0.7710 |
0.7680 |
|
| R1 |
0.7692 |
0.7692 |
0.7677 |
0.7701 |
| PP |
0.7676 |
0.7676 |
0.7676 |
0.7680 |
| S1 |
0.7658 |
0.7658 |
0.7671 |
0.7667 |
| S2 |
0.7642 |
0.7642 |
0.7668 |
|
| S3 |
0.7608 |
0.7624 |
0.7665 |
|
| S4 |
0.7574 |
0.7590 |
0.7655 |
|
|
| 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 |
0.7770 |
0.7660 |
0.0110 |
1.4% |
0.0048 |
0.6% |
13% |
False |
True |
65,439 |
| 10 |
0.7836 |
0.7660 |
0.0176 |
2.3% |
0.0051 |
0.7% |
8% |
False |
True |
71,478 |
| 20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0045 |
0.6% |
10% |
False |
False |
67,703 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
38% |
False |
False |
38,685 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
44% |
False |
False |
25,851 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
52% |
False |
False |
19,418 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
46% |
False |
False |
15,585 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
46% |
False |
False |
13,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7838 |
|
2.618 |
0.7783 |
|
1.618 |
0.7749 |
|
1.000 |
0.7728 |
|
0.618 |
0.7715 |
|
HIGH |
0.7694 |
|
0.618 |
0.7681 |
|
0.500 |
0.7677 |
|
0.382 |
0.7672 |
|
LOW |
0.7660 |
|
0.618 |
0.7638 |
|
1.000 |
0.7626 |
|
1.618 |
0.7604 |
|
2.618 |
0.7570 |
|
4.250 |
0.7515 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7677 |
0.7703 |
| PP |
0.7676 |
0.7693 |
| S1 |
0.7675 |
0.7684 |
|