CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 16-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7689 |
0.7711 |
0.0022 |
0.3% |
0.7737 |
High |
0.7728 |
0.7751 |
0.0023 |
0.3% |
0.7746 |
Low |
0.7671 |
0.7702 |
0.0031 |
0.4% |
0.7660 |
Close |
0.7710 |
0.7737 |
0.0028 |
0.4% |
0.7673 |
Range |
0.0057 |
0.0049 |
-0.0008 |
-13.3% |
0.0086 |
ATR |
0.0049 |
0.0049 |
0.0000 |
0.1% |
0.0000 |
Volume |
71,768 |
55,388 |
-16,380 |
-22.8% |
319,053 |
|
Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7877 |
0.7856 |
0.7764 |
|
R3 |
0.7828 |
0.7807 |
0.7750 |
|
R2 |
0.7779 |
0.7779 |
0.7746 |
|
R1 |
0.7758 |
0.7758 |
0.7741 |
0.7768 |
PP |
0.7730 |
0.7730 |
0.7730 |
0.7735 |
S1 |
0.7709 |
0.7709 |
0.7733 |
0.7719 |
S2 |
0.7681 |
0.7681 |
0.7728 |
|
S3 |
0.7632 |
0.7660 |
0.7724 |
|
S4 |
0.7583 |
0.7611 |
0.7710 |
|
|
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 |
0.7751 |
0.7660 |
0.0091 |
1.2% |
0.0051 |
0.7% |
85% |
True |
False |
69,257 |
10 |
0.7820 |
0.7660 |
0.0161 |
2.1% |
0.0047 |
0.6% |
48% |
False |
False |
63,527 |
20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0046 |
0.6% |
45% |
False |
False |
68,098 |
40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
62% |
False |
False |
43,201 |
60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0045 |
0.6% |
62% |
False |
False |
28,863 |
80 |
0.7836 |
0.7500 |
0.0335 |
4.3% |
0.0044 |
0.6% |
71% |
False |
False |
21,678 |
100 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0045 |
0.6% |
71% |
False |
False |
17,392 |
120 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
62% |
False |
False |
14,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7959 |
2.618 |
0.7879 |
1.618 |
0.7830 |
1.000 |
0.7799 |
0.618 |
0.7781 |
HIGH |
0.7751 |
0.618 |
0.7732 |
0.500 |
0.7726 |
0.382 |
0.7720 |
LOW |
0.7702 |
0.618 |
0.7671 |
1.000 |
0.7653 |
1.618 |
0.7622 |
2.618 |
0.7573 |
4.250 |
0.7493 |
|
|
Fisher Pivots for day following 16-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7733 |
0.7728 |
PP |
0.7730 |
0.7719 |
S1 |
0.7726 |
0.7711 |
|