CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7725 |
-0.0047 |
-0.6% |
0.7801 |
| High |
0.7772 |
0.7738 |
-0.0034 |
-0.4% |
0.7846 |
| Low |
0.7748 |
0.7713 |
-0.0035 |
-0.5% |
0.7748 |
| Close |
0.7751 |
0.7738 |
-0.0013 |
-0.2% |
0.7751 |
| Range |
0.0024 |
0.0026 |
0.0001 |
4.1% |
0.0098 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
17 |
25 |
8 |
47.1% |
233 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7806 |
0.7798 |
0.7752 |
|
| R3 |
0.7781 |
0.7772 |
0.7745 |
|
| R2 |
0.7755 |
0.7755 |
0.7743 |
|
| R1 |
0.7747 |
0.7747 |
0.7740 |
0.7751 |
| PP |
0.7730 |
0.7730 |
0.7730 |
0.7732 |
| S1 |
0.7721 |
0.7721 |
0.7736 |
0.7725 |
| S2 |
0.7704 |
0.7704 |
0.7733 |
|
| S3 |
0.7679 |
0.7696 |
0.7731 |
|
| S4 |
0.7653 |
0.7670 |
0.7724 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8077 |
0.8012 |
0.7805 |
|
| R3 |
0.7978 |
0.7914 |
0.7778 |
|
| R2 |
0.7880 |
0.7880 |
0.7769 |
|
| R1 |
0.7815 |
0.7815 |
0.7760 |
0.7799 |
| PP |
0.7782 |
0.7782 |
0.7782 |
0.7773 |
| S1 |
0.7717 |
0.7717 |
0.7742 |
0.7700 |
| S2 |
0.7683 |
0.7683 |
0.7733 |
|
| S3 |
0.7585 |
0.7619 |
0.7724 |
|
| S4 |
0.7486 |
0.7520 |
0.7697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7831 |
0.7713 |
0.0119 |
1.5% |
0.0027 |
0.4% |
22% |
False |
True |
25 |
| 10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0033 |
0.4% |
37% |
False |
False |
49 |
| 20 |
0.7846 |
0.7625 |
0.0221 |
2.9% |
0.0032 |
0.4% |
51% |
False |
False |
56 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
58% |
False |
False |
43 |
| 60 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0028 |
0.4% |
61% |
False |
False |
33 |
| 80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0025 |
0.3% |
65% |
False |
False |
29 |
| 100 |
0.7891 |
0.7540 |
0.0351 |
4.5% |
0.0027 |
0.3% |
56% |
False |
False |
28 |
| 120 |
0.7979 |
0.7540 |
0.0439 |
5.7% |
0.0026 |
0.3% |
45% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7846 |
|
2.618 |
0.7805 |
|
1.618 |
0.7779 |
|
1.000 |
0.7764 |
|
0.618 |
0.7754 |
|
HIGH |
0.7738 |
|
0.618 |
0.7728 |
|
0.500 |
0.7725 |
|
0.382 |
0.7722 |
|
LOW |
0.7713 |
|
0.618 |
0.7697 |
|
1.000 |
0.7687 |
|
1.618 |
0.7671 |
|
2.618 |
0.7646 |
|
4.250 |
0.7604 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7734 |
0.7755 |
| PP |
0.7730 |
0.7749 |
| S1 |
0.7725 |
0.7744 |
|