CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 03-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7822 |
0.7820 |
-0.0002 |
0.0% |
0.7770 |
High |
0.7831 |
0.7820 |
-0.0011 |
-0.1% |
0.7775 |
Low |
0.7813 |
0.7788 |
-0.0025 |
-0.3% |
0.7675 |
Close |
0.7828 |
0.7811 |
-0.0017 |
-0.2% |
0.7764 |
Range |
0.0018 |
0.0032 |
0.0014 |
77.8% |
0.0100 |
ATR |
0.0041 |
0.0041 |
0.0000 |
-0.2% |
0.0000 |
Volume |
45 |
6 |
-39 |
-86.7% |
307 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7902 |
0.7889 |
0.7829 |
|
R3 |
0.7870 |
0.7857 |
0.7820 |
|
R2 |
0.7838 |
0.7838 |
0.7817 |
|
R1 |
0.7825 |
0.7825 |
0.7814 |
0.7816 |
PP |
0.7806 |
0.7806 |
0.7806 |
0.7802 |
S1 |
0.7793 |
0.7793 |
0.7808 |
0.7783 |
S2 |
0.7774 |
0.7774 |
0.7805 |
|
S3 |
0.7742 |
0.7761 |
0.7802 |
|
S4 |
0.7710 |
0.7729 |
0.7793 |
|
|
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% |
80% |
False |
False |
56 |
10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0031 |
0.4% |
80% |
False |
False |
64 |
20 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0033 |
0.4% |
86% |
False |
False |
60 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
86% |
False |
False |
44 |
60 |
0.7846 |
0.7570 |
0.0276 |
3.5% |
0.0027 |
0.3% |
87% |
False |
False |
33 |
80 |
0.7846 |
0.7540 |
0.0306 |
3.9% |
0.0026 |
0.3% |
89% |
False |
False |
31 |
100 |
0.7891 |
0.7540 |
0.0351 |
4.5% |
0.0026 |
0.3% |
77% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7956 |
2.618 |
0.7904 |
1.618 |
0.7872 |
1.000 |
0.7852 |
0.618 |
0.7840 |
HIGH |
0.7820 |
0.618 |
0.7808 |
0.500 |
0.7804 |
0.382 |
0.7800 |
LOW |
0.7788 |
0.618 |
0.7768 |
1.000 |
0.7756 |
1.618 |
0.7736 |
2.618 |
0.7704 |
4.250 |
0.7652 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7809 |
0.7817 |
PP |
0.7806 |
0.7815 |
S1 |
0.7804 |
0.7813 |
|