CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7684 |
0.7689 |
0.0005 |
0.1% |
0.7737 |
| High |
0.7700 |
0.7728 |
0.0028 |
0.4% |
0.7746 |
| Low |
0.7671 |
0.7671 |
0.0001 |
0.0% |
0.7660 |
| Close |
0.7673 |
0.7710 |
0.0037 |
0.5% |
0.7673 |
| Range |
0.0030 |
0.0057 |
0.0027 |
91.5% |
0.0086 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.3% |
0.0000 |
| Volume |
54,204 |
71,768 |
17,564 |
32.4% |
319,053 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7847 |
0.7741 |
|
| R3 |
0.7816 |
0.7791 |
0.7725 |
|
| R2 |
0.7759 |
0.7759 |
0.7720 |
|
| R1 |
0.7734 |
0.7734 |
0.7715 |
0.7747 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7709 |
| S1 |
0.7678 |
0.7678 |
0.7704 |
0.7690 |
| S2 |
0.7646 |
0.7646 |
0.7699 |
|
| S3 |
0.7590 |
0.7621 |
0.7694 |
|
| S4 |
0.7533 |
0.7565 |
0.7678 |
|
|
| 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% |
0.0049 |
0.6% |
58% |
False |
False |
69,512 |
| 10 |
0.7825 |
0.7660 |
0.0165 |
2.1% |
0.0045 |
0.6% |
30% |
False |
False |
64,949 |
| 20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0046 |
0.6% |
30% |
False |
False |
67,937 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
52% |
False |
False |
41,824 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0045 |
0.6% |
52% |
False |
False |
27,943 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
62% |
False |
False |
20,991 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
62% |
False |
False |
16,841 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
55% |
False |
False |
14,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7968 |
|
2.618 |
0.7875 |
|
1.618 |
0.7819 |
|
1.000 |
0.7784 |
|
0.618 |
0.7762 |
|
HIGH |
0.7728 |
|
0.618 |
0.7706 |
|
0.500 |
0.7699 |
|
0.382 |
0.7693 |
|
LOW |
0.7671 |
|
0.618 |
0.7636 |
|
1.000 |
0.7615 |
|
1.618 |
0.7580 |
|
2.618 |
0.7523 |
|
4.250 |
0.7431 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7706 |
0.7704 |
| PP |
0.7703 |
0.7699 |
| S1 |
0.7699 |
0.7694 |
|