CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 02-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2018 |
02-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7801 |
0.7822 |
0.0021 |
0.3% |
0.7770 |
High |
0.7846 |
0.7831 |
-0.0015 |
-0.2% |
0.7775 |
Low |
0.7801 |
0.7813 |
0.0012 |
0.2% |
0.7675 |
Close |
0.7846 |
0.7828 |
-0.0019 |
-0.2% |
0.7764 |
Range |
0.0045 |
0.0018 |
-0.0027 |
-60.0% |
0.0100 |
ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
132 |
45 |
-87 |
-65.9% |
307 |
|
Daily Pivots for day following 02-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7878 |
0.7871 |
0.7837 |
|
R3 |
0.7860 |
0.7853 |
0.7832 |
|
R2 |
0.7842 |
0.7842 |
0.7831 |
|
R1 |
0.7835 |
0.7835 |
0.7829 |
0.7838 |
PP |
0.7824 |
0.7824 |
0.7824 |
0.7826 |
S1 |
0.7817 |
0.7817 |
0.7826 |
0.7820 |
S2 |
0.7806 |
0.7806 |
0.7824 |
|
S3 |
0.7788 |
0.7799 |
0.7823 |
|
S4 |
0.7770 |
0.7781 |
0.7818 |
|
|
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% |
0.0039 |
0.5% |
89% |
False |
False |
69 |
10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0033 |
0.4% |
89% |
False |
False |
71 |
20 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0032 |
0.4% |
93% |
False |
False |
61 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
93% |
False |
False |
44 |
60 |
0.7846 |
0.7570 |
0.0276 |
3.5% |
0.0027 |
0.3% |
93% |
False |
False |
33 |
80 |
0.7846 |
0.7540 |
0.0306 |
3.9% |
0.0026 |
0.3% |
94% |
False |
False |
31 |
100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
80% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7908 |
2.618 |
0.7878 |
1.618 |
0.7860 |
1.000 |
0.7849 |
0.618 |
0.7842 |
HIGH |
0.7831 |
0.618 |
0.7824 |
0.500 |
0.7822 |
0.382 |
0.7820 |
LOW |
0.7813 |
0.618 |
0.7802 |
1.000 |
0.7795 |
1.618 |
0.7784 |
2.618 |
0.7766 |
4.250 |
0.7737 |
|
|
Fisher Pivots for day following 02-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7826 |
0.7811 |
PP |
0.7824 |
0.7794 |
S1 |
0.7822 |
0.7777 |
|