CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7650 |
0.7673 |
0.0023 |
0.3% |
0.7689 |
| High |
0.7718 |
0.7690 |
-0.0028 |
-0.4% |
0.7751 |
| Low |
0.7640 |
0.7641 |
0.0002 |
0.0% |
0.7623 |
| Close |
0.7690 |
0.7654 |
-0.0036 |
-0.5% |
0.7632 |
| Range |
0.0079 |
0.0049 |
-0.0029 |
-37.6% |
0.0128 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0000 |
| Volume |
131,902 |
83,652 |
-48,250 |
-36.6% |
345,444 |
|
| Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7780 |
0.7681 |
|
| R3 |
0.7760 |
0.7731 |
0.7667 |
|
| R2 |
0.7711 |
0.7711 |
0.7663 |
|
| R1 |
0.7682 |
0.7682 |
0.7658 |
0.7672 |
| PP |
0.7662 |
0.7662 |
0.7662 |
0.7657 |
| S1 |
0.7633 |
0.7633 |
0.7650 |
0.7623 |
| S2 |
0.7613 |
0.7613 |
0.7645 |
|
| S3 |
0.7564 |
0.7584 |
0.7641 |
|
| S4 |
0.7515 |
0.7535 |
0.7627 |
|
|
| 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 |
0.7718 |
0.7623 |
0.0095 |
1.2% |
0.0049 |
0.6% |
33% |
False |
False |
84,584 |
| 10 |
0.7751 |
0.7623 |
0.0128 |
1.7% |
0.0047 |
0.6% |
25% |
False |
False |
73,461 |
| 20 |
0.7836 |
0.7623 |
0.0213 |
2.8% |
0.0049 |
0.6% |
15% |
False |
False |
72,470 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
30% |
False |
False |
56,918 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
30% |
False |
False |
38,063 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0045 |
0.6% |
37% |
False |
False |
28,586 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
46% |
False |
False |
22,908 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
41% |
False |
False |
19,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7898 |
|
2.618 |
0.7818 |
|
1.618 |
0.7769 |
|
1.000 |
0.7739 |
|
0.618 |
0.7720 |
|
HIGH |
0.7690 |
|
0.618 |
0.7671 |
|
0.500 |
0.7666 |
|
0.382 |
0.7660 |
|
LOW |
0.7641 |
|
0.618 |
0.7611 |
|
1.000 |
0.7592 |
|
1.618 |
0.7562 |
|
2.618 |
0.7513 |
|
4.250 |
0.7433 |
|
|
| Fisher Pivots for day following 25-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7673 |
| PP |
0.7662 |
0.7667 |
| S1 |
0.7658 |
0.7660 |
|