CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 10-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2018 |
10-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7722 |
0.7758 |
0.0036 |
0.5% |
0.7801 |
High |
0.7751 |
0.7758 |
0.0007 |
0.1% |
0.7846 |
Low |
0.7717 |
0.7675 |
-0.0042 |
-0.5% |
0.7748 |
Close |
0.7749 |
0.7696 |
-0.0053 |
-0.7% |
0.7751 |
Range |
0.0034 |
0.0083 |
0.0049 |
146.3% |
0.0098 |
ATR |
0.0039 |
0.0043 |
0.0003 |
7.8% |
0.0000 |
Volume |
25 |
103 |
78 |
312.0% |
233 |
|
Daily Pivots for day following 10-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7957 |
0.7909 |
0.7741 |
|
R3 |
0.7874 |
0.7826 |
0.7718 |
|
R2 |
0.7792 |
0.7792 |
0.7711 |
|
R1 |
0.7744 |
0.7744 |
0.7703 |
0.7727 |
PP |
0.7709 |
0.7709 |
0.7709 |
0.7701 |
S1 |
0.7661 |
0.7661 |
0.7688 |
0.7644 |
S2 |
0.7627 |
0.7627 |
0.7680 |
|
S3 |
0.7544 |
0.7579 |
0.7673 |
|
S4 |
0.7462 |
0.7496 |
0.7650 |
|
|
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 |
0.7797 |
0.7675 |
0.0122 |
1.6% |
0.0041 |
0.5% |
17% |
False |
True |
40 |
10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0039 |
0.5% |
12% |
False |
True |
48 |
20 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0032 |
0.4% |
12% |
False |
True |
54 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0032 |
0.4% |
41% |
False |
False |
46 |
60 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0030 |
0.4% |
45% |
False |
False |
36 |
80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0026 |
0.3% |
51% |
False |
False |
29 |
100 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0027 |
0.4% |
44% |
False |
False |
29 |
120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0026 |
0.3% |
44% |
False |
False |
25 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8108 |
2.618 |
0.7973 |
1.618 |
0.7891 |
1.000 |
0.7840 |
0.618 |
0.7808 |
HIGH |
0.7758 |
0.618 |
0.7726 |
0.500 |
0.7716 |
0.382 |
0.7707 |
LOW |
0.7675 |
0.618 |
0.7624 |
1.000 |
0.7593 |
1.618 |
0.7542 |
2.618 |
0.7459 |
4.250 |
0.7324 |
|
|
Fisher Pivots for day following 10-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7716 |
0.7716 |
PP |
0.7709 |
0.7709 |
S1 |
0.7702 |
0.7702 |
|