CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7711 |
0.7740 |
0.0030 |
0.4% |
0.7737 |
| High |
0.7751 |
0.7741 |
-0.0010 |
-0.1% |
0.7746 |
| Low |
0.7702 |
0.7686 |
-0.0016 |
-0.2% |
0.7660 |
| Close |
0.7737 |
0.7694 |
-0.0044 |
-0.6% |
0.7673 |
| Range |
0.0049 |
0.0056 |
0.0007 |
13.3% |
0.0086 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
1.0% |
0.0000 |
| Volume |
55,388 |
63,905 |
8,517 |
15.4% |
319,053 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7873 |
0.7839 |
0.7724 |
|
| R3 |
0.7818 |
0.7783 |
0.7709 |
|
| R2 |
0.7762 |
0.7762 |
0.7704 |
|
| R1 |
0.7728 |
0.7728 |
0.7699 |
0.7717 |
| PP |
0.7707 |
0.7707 |
0.7707 |
0.7701 |
| S1 |
0.7672 |
0.7672 |
0.7688 |
0.7662 |
| S2 |
0.7651 |
0.7651 |
0.7683 |
|
| S3 |
0.7596 |
0.7617 |
0.7678 |
|
| S4 |
0.7540 |
0.7561 |
0.7663 |
|
|
| 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% |
0.0045 |
0.6% |
37% |
False |
False |
67,880 |
| 10 |
0.7789 |
0.7660 |
0.0130 |
1.7% |
0.0048 |
0.6% |
26% |
False |
False |
63,585 |
| 20 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0045 |
0.6% |
21% |
False |
False |
67,710 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
45% |
False |
False |
44,792 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
45% |
False |
False |
29,926 |
| 80 |
0.7836 |
0.7500 |
0.0335 |
4.4% |
0.0044 |
0.6% |
58% |
False |
False |
22,476 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0046 |
0.6% |
58% |
False |
False |
18,029 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
51% |
False |
False |
15,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7977 |
|
2.618 |
0.7886 |
|
1.618 |
0.7831 |
|
1.000 |
0.7797 |
|
0.618 |
0.7775 |
|
HIGH |
0.7741 |
|
0.618 |
0.7720 |
|
0.500 |
0.7713 |
|
0.382 |
0.7707 |
|
LOW |
0.7686 |
|
0.618 |
0.7651 |
|
1.000 |
0.7630 |
|
1.618 |
0.7596 |
|
2.618 |
0.7540 |
|
4.250 |
0.7450 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7711 |
| PP |
0.7707 |
0.7705 |
| S1 |
0.7700 |
0.7699 |
|