CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 01-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7708 |
0.7801 |
0.0094 |
1.2% |
0.7770 |
High |
0.7775 |
0.7846 |
0.0071 |
0.9% |
0.7775 |
Low |
0.7708 |
0.7801 |
0.0094 |
1.2% |
0.7675 |
Close |
0.7764 |
0.7846 |
0.0082 |
1.1% |
0.7764 |
Range |
0.0068 |
0.0045 |
-0.0023 |
-33.3% |
0.0100 |
ATR |
0.0038 |
0.0041 |
0.0003 |
8.3% |
0.0000 |
Volume |
21 |
132 |
111 |
528.6% |
307 |
|
Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7966 |
0.7951 |
0.7871 |
|
R3 |
0.7921 |
0.7906 |
0.7858 |
|
R2 |
0.7876 |
0.7876 |
0.7854 |
|
R1 |
0.7861 |
0.7861 |
0.7850 |
0.7869 |
PP |
0.7831 |
0.7831 |
0.7831 |
0.7835 |
S1 |
0.7816 |
0.7816 |
0.7842 |
0.7824 |
S2 |
0.7786 |
0.7786 |
0.7838 |
|
S3 |
0.7741 |
0.7771 |
0.7834 |
|
S4 |
0.7696 |
0.7726 |
0.7821 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8038 |
0.8001 |
0.7819 |
|
R3 |
0.7938 |
0.7901 |
0.7792 |
|
R2 |
0.7838 |
0.7838 |
0.7782 |
|
R1 |
0.7801 |
0.7801 |
0.7773 |
0.7770 |
PP |
0.7738 |
0.7738 |
0.7738 |
0.7722 |
S1 |
0.7701 |
0.7701 |
0.7755 |
0.7670 |
S2 |
0.7638 |
0.7638 |
0.7746 |
|
S3 |
0.7538 |
0.7601 |
0.7737 |
|
S4 |
0.7438 |
0.7501 |
0.7709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0038 |
0.5% |
100% |
True |
False |
73 |
10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0033 |
0.4% |
100% |
True |
False |
69 |
20 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0035 |
0.4% |
100% |
True |
False |
62 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
100% |
True |
False |
43 |
60 |
0.7846 |
0.7570 |
0.0276 |
3.5% |
0.0027 |
0.3% |
100% |
True |
False |
32 |
80 |
0.7846 |
0.7540 |
0.0306 |
3.9% |
0.0026 |
0.3% |
100% |
True |
False |
31 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
85% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8037 |
2.618 |
0.7964 |
1.618 |
0.7919 |
1.000 |
0.7891 |
0.618 |
0.7874 |
HIGH |
0.7846 |
0.618 |
0.7829 |
0.500 |
0.7824 |
0.382 |
0.7818 |
LOW |
0.7801 |
0.618 |
0.7773 |
1.000 |
0.7756 |
1.618 |
0.7728 |
2.618 |
0.7683 |
4.250 |
0.7610 |
|
|
Fisher Pivots for day following 01-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7839 |
0.7818 |
PP |
0.7831 |
0.7789 |
S1 |
0.7824 |
0.7761 |
|