CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7633 |
0.7605 |
-0.0028 |
-0.4% |
0.7636 |
| High |
0.7636 |
0.7658 |
0.0023 |
0.3% |
0.7718 |
| Low |
0.7599 |
0.7600 |
0.0001 |
0.0% |
0.7604 |
| Close |
0.7600 |
0.7647 |
0.0048 |
0.6% |
0.7646 |
| Range |
0.0037 |
0.0059 |
0.0022 |
58.1% |
0.0114 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
1.9% |
0.0000 |
| Volume |
83,123 |
81,979 |
-1,144 |
-1.4% |
430,029 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7810 |
0.7787 |
0.7679 |
|
| R3 |
0.7752 |
0.7729 |
0.7663 |
|
| R2 |
0.7693 |
0.7693 |
0.7658 |
|
| R1 |
0.7670 |
0.7670 |
0.7652 |
0.7682 |
| PP |
0.7635 |
0.7635 |
0.7635 |
0.7641 |
| S1 |
0.7612 |
0.7612 |
0.7642 |
0.7623 |
| S2 |
0.7576 |
0.7576 |
0.7636 |
|
| S3 |
0.7518 |
0.7553 |
0.7631 |
|
| S4 |
0.7459 |
0.7495 |
0.7615 |
|
|
| 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 |
0.7659 |
0.7599 |
0.0060 |
0.8% |
0.0043 |
0.6% |
81% |
False |
False |
74,031 |
| 10 |
0.7718 |
0.7599 |
0.0120 |
1.6% |
0.0046 |
0.6% |
41% |
False |
False |
79,308 |
| 20 |
0.7770 |
0.7599 |
0.0171 |
2.2% |
0.0047 |
0.6% |
28% |
False |
False |
71,598 |
| 40 |
0.7836 |
0.7591 |
0.0245 |
3.2% |
0.0046 |
0.6% |
23% |
False |
False |
65,899 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
28% |
False |
False |
44,218 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0045 |
0.6% |
35% |
False |
False |
33,207 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
44% |
False |
False |
26,597 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
39% |
False |
False |
22,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7907 |
|
2.618 |
0.7811 |
|
1.618 |
0.7753 |
|
1.000 |
0.7717 |
|
0.618 |
0.7694 |
|
HIGH |
0.7658 |
|
0.618 |
0.7636 |
|
0.500 |
0.7629 |
|
0.382 |
0.7622 |
|
LOW |
0.7600 |
|
0.618 |
0.7563 |
|
1.000 |
0.7541 |
|
1.618 |
0.7505 |
|
2.618 |
0.7446 |
|
4.250 |
0.7351 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7641 |
| PP |
0.7635 |
0.7635 |
| S1 |
0.7629 |
0.7628 |
|