CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7740 |
0.7688 |
-0.0052 |
-0.7% |
0.7737 |
| High |
0.7741 |
0.7690 |
-0.0052 |
-0.7% |
0.7746 |
| Low |
0.7686 |
0.7648 |
-0.0038 |
-0.5% |
0.7660 |
| Close |
0.7694 |
0.7655 |
-0.0039 |
-0.5% |
0.7673 |
| Range |
0.0056 |
0.0042 |
-0.0014 |
-25.2% |
0.0086 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
63,905 |
66,428 |
2,523 |
3.9% |
319,053 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7789 |
0.7763 |
0.7677 |
|
| R3 |
0.7747 |
0.7722 |
0.7666 |
|
| R2 |
0.7706 |
0.7706 |
0.7662 |
|
| R1 |
0.7680 |
0.7680 |
0.7658 |
0.7672 |
| PP |
0.7664 |
0.7664 |
0.7664 |
0.7660 |
| S1 |
0.7639 |
0.7639 |
0.7651 |
0.7631 |
| S2 |
0.7623 |
0.7623 |
0.7647 |
|
| S3 |
0.7581 |
0.7597 |
0.7643 |
|
| S4 |
0.7540 |
0.7556 |
0.7632 |
|
|
| 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 |
0.7648 |
0.0103 |
1.3% |
0.0046 |
0.6% |
6% |
False |
True |
62,338 |
| 10 |
0.7770 |
0.7648 |
0.0122 |
1.6% |
0.0047 |
0.6% |
5% |
False |
True |
63,888 |
| 20 |
0.7836 |
0.7648 |
0.0188 |
2.4% |
0.0046 |
0.6% |
3% |
False |
True |
67,490 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
31% |
False |
False |
46,441 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0045 |
0.6% |
31% |
False |
False |
31,029 |
| 80 |
0.7836 |
0.7500 |
0.0335 |
4.4% |
0.0045 |
0.6% |
46% |
False |
False |
23,306 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0046 |
0.6% |
46% |
False |
False |
18,689 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
41% |
False |
False |
15,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7866 |
|
2.618 |
0.7798 |
|
1.618 |
0.7757 |
|
1.000 |
0.7731 |
|
0.618 |
0.7715 |
|
HIGH |
0.7690 |
|
0.618 |
0.7674 |
|
0.500 |
0.7669 |
|
0.382 |
0.7664 |
|
LOW |
0.7648 |
|
0.618 |
0.7622 |
|
1.000 |
0.7607 |
|
1.618 |
0.7581 |
|
2.618 |
0.7539 |
|
4.250 |
0.7472 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7669 |
0.7699 |
| PP |
0.7664 |
0.7684 |
| S1 |
0.7659 |
0.7669 |
|