CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7820 |
0.7789 |
-0.0031 |
-0.4% |
0.7770 |
| High |
0.7820 |
0.7797 |
-0.0023 |
-0.3% |
0.7775 |
| Low |
0.7788 |
0.7760 |
-0.0028 |
-0.4% |
0.7675 |
| Close |
0.7811 |
0.7760 |
-0.0051 |
-0.7% |
0.7764 |
| Range |
0.0032 |
0.0037 |
0.0005 |
15.6% |
0.0100 |
| ATR |
0.0041 |
0.0041 |
0.0001 |
1.8% |
0.0000 |
| Volume |
6 |
33 |
27 |
450.0% |
307 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7883 |
0.7859 |
0.7780 |
|
| R3 |
0.7846 |
0.7822 |
0.7770 |
|
| R2 |
0.7809 |
0.7809 |
0.7767 |
|
| R1 |
0.7785 |
0.7785 |
0.7763 |
0.7779 |
| PP |
0.7772 |
0.7772 |
0.7772 |
0.7769 |
| S1 |
0.7748 |
0.7748 |
0.7757 |
0.7742 |
| S2 |
0.7735 |
0.7735 |
0.7753 |
|
| S3 |
0.7698 |
0.7711 |
0.7750 |
|
| S4 |
0.7661 |
0.7674 |
0.7740 |
|
|
| 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 |
0.7708 |
0.0139 |
1.8% |
0.0040 |
0.5% |
38% |
False |
False |
47 |
| 10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0032 |
0.4% |
50% |
False |
False |
59 |
| 20 |
0.7846 |
0.7604 |
0.0242 |
3.1% |
0.0032 |
0.4% |
64% |
False |
False |
57 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
66% |
False |
False |
44 |
| 60 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0028 |
0.4% |
69% |
False |
False |
34 |
| 80 |
0.7846 |
0.7540 |
0.0306 |
3.9% |
0.0026 |
0.3% |
72% |
False |
False |
32 |
| 100 |
0.7891 |
0.7540 |
0.0351 |
4.5% |
0.0026 |
0.3% |
63% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7894 |
|
1.618 |
0.7857 |
|
1.000 |
0.7834 |
|
0.618 |
0.7820 |
|
HIGH |
0.7797 |
|
0.618 |
0.7783 |
|
0.500 |
0.7779 |
|
0.382 |
0.7774 |
|
LOW |
0.7760 |
|
0.618 |
0.7737 |
|
1.000 |
0.7723 |
|
1.618 |
0.7700 |
|
2.618 |
0.7663 |
|
4.250 |
0.7603 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7779 |
0.7796 |
| PP |
0.7772 |
0.7784 |
| S1 |
0.7766 |
0.7772 |
|