CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7621 |
0.7633 |
0.0012 |
0.2% |
0.7636 |
| High |
0.7639 |
0.7636 |
-0.0004 |
0.0% |
0.7718 |
| Low |
0.7612 |
0.7599 |
-0.0014 |
-0.2% |
0.7604 |
| Close |
0.7622 |
0.7600 |
-0.0022 |
-0.3% |
0.7646 |
| Range |
0.0027 |
0.0037 |
0.0010 |
37.0% |
0.0114 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
56,658 |
83,123 |
26,465 |
46.7% |
430,029 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7722 |
0.7698 |
0.7620 |
|
| R3 |
0.7685 |
0.7661 |
0.7610 |
|
| R2 |
0.7648 |
0.7648 |
0.7606 |
|
| R1 |
0.7624 |
0.7624 |
0.7603 |
0.7618 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7608 |
| S1 |
0.7587 |
0.7587 |
0.7596 |
0.7581 |
| S2 |
0.7574 |
0.7574 |
0.7593 |
|
| S3 |
0.7537 |
0.7550 |
0.7589 |
|
| S4 |
0.7500 |
0.7513 |
0.7579 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7936 |
0.7708 |
|
| R3 |
0.7884 |
0.7822 |
0.7677 |
|
| R2 |
0.7770 |
0.7770 |
0.7666 |
|
| R1 |
0.7708 |
0.7708 |
0.7656 |
0.7739 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7671 |
| S1 |
0.7594 |
0.7594 |
0.7635 |
0.7625 |
| S2 |
0.7542 |
0.7542 |
0.7625 |
|
| S3 |
0.7428 |
0.7480 |
0.7614 |
|
| S4 |
0.7314 |
0.7366 |
0.7583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7690 |
0.7599 |
0.0092 |
1.2% |
0.0041 |
0.5% |
1% |
False |
True |
74,366 |
| 10 |
0.7718 |
0.7599 |
0.0120 |
1.6% |
0.0044 |
0.6% |
1% |
False |
True |
77,753 |
| 20 |
0.7789 |
0.7599 |
0.0191 |
2.5% |
0.0046 |
0.6% |
1% |
False |
True |
70,669 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
9% |
False |
False |
63,919 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
9% |
False |
False |
42,853 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
18% |
False |
False |
32,186 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
30% |
False |
False |
25,780 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
26% |
False |
False |
21,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7793 |
|
2.618 |
0.7732 |
|
1.618 |
0.7695 |
|
1.000 |
0.7673 |
|
0.618 |
0.7658 |
|
HIGH |
0.7636 |
|
0.618 |
0.7621 |
|
0.500 |
0.7617 |
|
0.382 |
0.7613 |
|
LOW |
0.7599 |
|
0.618 |
0.7576 |
|
1.000 |
0.7562 |
|
1.618 |
0.7539 |
|
2.618 |
0.7502 |
|
4.250 |
0.7441 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7624 |
| PP |
0.7611 |
0.7616 |
| S1 |
0.7605 |
0.7608 |
|