CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7670 |
0.7684 |
0.0014 |
0.2% |
0.7737 |
| High |
0.7694 |
0.7700 |
0.0007 |
0.1% |
0.7746 |
| Low |
0.7660 |
0.7671 |
0.0011 |
0.1% |
0.7660 |
| Close |
0.7674 |
0.7673 |
-0.0001 |
0.0% |
0.7673 |
| Range |
0.0034 |
0.0030 |
-0.0005 |
-13.2% |
0.0086 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
94,135 |
54,204 |
-39,931 |
-42.4% |
319,053 |
|
| Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7770 |
0.7751 |
0.7689 |
|
| R3 |
0.7740 |
0.7721 |
0.7681 |
|
| R2 |
0.7711 |
0.7711 |
0.7678 |
|
| R1 |
0.7692 |
0.7692 |
0.7676 |
0.7687 |
| PP |
0.7681 |
0.7681 |
0.7681 |
0.7679 |
| S1 |
0.7662 |
0.7662 |
0.7670 |
0.7657 |
| S2 |
0.7652 |
0.7652 |
0.7668 |
|
| S3 |
0.7622 |
0.7633 |
0.7665 |
|
| S4 |
0.7593 |
0.7603 |
0.7657 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7951 |
0.7898 |
0.7720 |
|
| R3 |
0.7865 |
0.7812 |
0.7697 |
|
| R2 |
0.7779 |
0.7779 |
0.7689 |
|
| R1 |
0.7726 |
0.7726 |
0.7681 |
0.7709 |
| PP |
0.7693 |
0.7693 |
0.7693 |
0.7684 |
| S1 |
0.7640 |
0.7640 |
0.7665 |
0.7623 |
| S2 |
0.7607 |
0.7607 |
0.7657 |
|
| S3 |
0.7521 |
0.7554 |
0.7649 |
|
| S4 |
0.7435 |
0.7468 |
0.7626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7746 |
0.7660 |
0.0086 |
1.1% |
0.0046 |
0.6% |
16% |
False |
False |
63,810 |
| 10 |
0.7836 |
0.7660 |
0.0176 |
2.3% |
0.0046 |
0.6% |
8% |
False |
False |
68,628 |
| 20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0045 |
0.6% |
9% |
False |
False |
66,419 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
38% |
False |
False |
40,038 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0045 |
0.6% |
44% |
False |
False |
26,751 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
52% |
False |
False |
20,095 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
52% |
False |
False |
16,125 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0044 |
0.6% |
46% |
False |
False |
13,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7825 |
|
2.618 |
0.7777 |
|
1.618 |
0.7748 |
|
1.000 |
0.7730 |
|
0.618 |
0.7718 |
|
HIGH |
0.7700 |
|
0.618 |
0.7689 |
|
0.500 |
0.7685 |
|
0.382 |
0.7682 |
|
LOW |
0.7671 |
|
0.618 |
0.7652 |
|
1.000 |
0.7641 |
|
1.618 |
0.7623 |
|
2.618 |
0.7593 |
|
4.250 |
0.7545 |
|
|
| Fisher Pivots for day following 12-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7685 |
0.7703 |
| PP |
0.7681 |
0.7693 |
| S1 |
0.7677 |
0.7683 |
|