CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7636 |
0.7641 |
0.0005 |
0.1% |
0.7689 |
| High |
0.7653 |
0.7655 |
0.0002 |
0.0% |
0.7751 |
| Low |
0.7626 |
0.7628 |
0.0002 |
0.0% |
0.7623 |
| Close |
0.7640 |
0.7649 |
0.0010 |
0.1% |
0.7632 |
| Range |
0.0027 |
0.0028 |
0.0001 |
1.9% |
0.0128 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
54,926 |
64,489 |
9,563 |
17.4% |
345,444 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7715 |
0.7664 |
|
| R3 |
0.7699 |
0.7688 |
0.7657 |
|
| R2 |
0.7671 |
0.7671 |
0.7654 |
|
| R1 |
0.7660 |
0.7660 |
0.7652 |
0.7666 |
| PP |
0.7644 |
0.7644 |
0.7644 |
0.7647 |
| S1 |
0.7633 |
0.7633 |
0.7646 |
0.7638 |
| S2 |
0.7616 |
0.7616 |
0.7644 |
|
| S3 |
0.7589 |
0.7605 |
0.7641 |
|
| S4 |
0.7561 |
0.7578 |
0.7634 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.7970 |
0.7702 |
|
| R3 |
0.7924 |
0.7842 |
0.7667 |
|
| R2 |
0.7796 |
0.7796 |
0.7655 |
|
| R1 |
0.7714 |
0.7714 |
0.7643 |
0.7691 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7657 |
| S1 |
0.7586 |
0.7586 |
0.7620 |
0.7563 |
| S2 |
0.7540 |
0.7540 |
0.7608 |
|
| S3 |
0.7412 |
0.7458 |
0.7596 |
|
| S4 |
0.7284 |
0.7330 |
0.7561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7741 |
0.7623 |
0.0118 |
1.5% |
0.0042 |
0.6% |
22% |
False |
False |
67,540 |
| 10 |
0.7751 |
0.7623 |
0.0128 |
1.7% |
0.0047 |
0.6% |
21% |
False |
False |
68,398 |
| 20 |
0.7836 |
0.7623 |
0.0213 |
2.8% |
0.0047 |
0.6% |
12% |
False |
False |
69,134 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
28% |
False |
False |
51,572 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
28% |
False |
False |
34,479 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0044 |
0.6% |
35% |
False |
False |
25,893 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
44% |
False |
False |
20,754 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
39% |
False |
False |
17,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7727 |
|
1.618 |
0.7699 |
|
1.000 |
0.7683 |
|
0.618 |
0.7672 |
|
HIGH |
0.7655 |
|
0.618 |
0.7644 |
|
0.500 |
0.7641 |
|
0.382 |
0.7638 |
|
LOW |
0.7628 |
|
0.618 |
0.7611 |
|
1.000 |
0.7600 |
|
1.618 |
0.7583 |
|
2.618 |
0.7556 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7646 |
0.7653 |
| PP |
0.7644 |
0.7652 |
| S1 |
0.7641 |
0.7650 |
|