CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 09-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7725 |
0.7722 |
-0.0003 |
0.0% |
0.7801 |
High |
0.7738 |
0.7751 |
0.0013 |
0.2% |
0.7846 |
Low |
0.7713 |
0.7717 |
0.0005 |
0.1% |
0.7748 |
Close |
0.7738 |
0.7749 |
0.0011 |
0.1% |
0.7751 |
Range |
0.0026 |
0.0034 |
0.0008 |
31.4% |
0.0098 |
ATR |
0.0040 |
0.0039 |
0.0000 |
-1.2% |
0.0000 |
Volume |
25 |
25 |
0 |
0.0% |
233 |
|
Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7839 |
0.7827 |
0.7767 |
|
R3 |
0.7806 |
0.7794 |
0.7758 |
|
R2 |
0.7772 |
0.7772 |
0.7755 |
|
R1 |
0.7760 |
0.7760 |
0.7752 |
0.7766 |
PP |
0.7739 |
0.7739 |
0.7739 |
0.7742 |
S1 |
0.7727 |
0.7727 |
0.7745 |
0.7733 |
S2 |
0.7705 |
0.7705 |
0.7742 |
|
S3 |
0.7672 |
0.7693 |
0.7739 |
|
S4 |
0.7638 |
0.7660 |
0.7730 |
|
|
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 |
0.7820 |
0.7713 |
0.0108 |
1.4% |
0.0031 |
0.4% |
33% |
False |
False |
21 |
10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0035 |
0.4% |
43% |
False |
False |
45 |
20 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0030 |
0.4% |
43% |
False |
False |
54 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
62% |
False |
False |
43 |
60 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0029 |
0.4% |
65% |
False |
False |
34 |
80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0025 |
0.3% |
68% |
False |
False |
29 |
100 |
0.7891 |
0.7540 |
0.0351 |
4.5% |
0.0027 |
0.3% |
59% |
False |
False |
28 |
120 |
0.7948 |
0.7540 |
0.0408 |
5.3% |
0.0026 |
0.3% |
51% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7893 |
2.618 |
0.7838 |
1.618 |
0.7805 |
1.000 |
0.7784 |
0.618 |
0.7771 |
HIGH |
0.7751 |
0.618 |
0.7738 |
0.500 |
0.7734 |
0.382 |
0.7730 |
LOW |
0.7717 |
0.618 |
0.7696 |
1.000 |
0.7684 |
1.618 |
0.7663 |
2.618 |
0.7629 |
4.250 |
0.7575 |
|
|
Fisher Pivots for day following 09-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7744 |
0.7746 |
PP |
0.7739 |
0.7744 |
S1 |
0.7734 |
0.7742 |
|