CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7686 |
0.7704 |
0.0018 |
0.2% |
0.7725 |
High |
0.7702 |
0.7708 |
0.0006 |
0.1% |
0.7758 |
Low |
0.7676 |
0.7688 |
0.0012 |
0.1% |
0.7675 |
Close |
0.7688 |
0.7688 |
0.0000 |
0.0% |
0.7688 |
Range |
0.0026 |
0.0021 |
-0.0006 |
-21.2% |
0.0083 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
57 |
114 |
57 |
100.0% |
324 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7756 |
0.7742 |
0.7699 |
|
R3 |
0.7735 |
0.7722 |
0.7693 |
|
R2 |
0.7715 |
0.7715 |
0.7691 |
|
R1 |
0.7701 |
0.7701 |
0.7689 |
0.7698 |
PP |
0.7694 |
0.7694 |
0.7694 |
0.7693 |
S1 |
0.7681 |
0.7681 |
0.7686 |
0.7677 |
S2 |
0.7674 |
0.7674 |
0.7684 |
|
S3 |
0.7653 |
0.7660 |
0.7682 |
|
S4 |
0.7633 |
0.7640 |
0.7676 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7954 |
0.7903 |
0.7733 |
|
R3 |
0.7872 |
0.7821 |
0.7710 |
|
R2 |
0.7789 |
0.7789 |
0.7703 |
|
R1 |
0.7738 |
0.7738 |
0.7695 |
0.7723 |
PP |
0.7707 |
0.7707 |
0.7707 |
0.7699 |
S1 |
0.7656 |
0.7656 |
0.7680 |
0.7640 |
S2 |
0.7624 |
0.7624 |
0.7672 |
|
S3 |
0.7542 |
0.7573 |
0.7665 |
|
S4 |
0.7459 |
0.7491 |
0.7642 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7758 |
0.7675 |
0.0083 |
1.1% |
0.0038 |
0.5% |
15% |
False |
False |
64 |
10 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0034 |
0.4% |
7% |
False |
False |
55 |
20 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0032 |
0.4% |
7% |
False |
False |
55 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0032 |
0.4% |
38% |
False |
False |
48 |
60 |
0.7846 |
0.7572 |
0.0274 |
3.6% |
0.0029 |
0.4% |
42% |
False |
False |
38 |
80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0026 |
0.3% |
48% |
False |
False |
31 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0027 |
0.4% |
48% |
False |
False |
31 |
120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0027 |
0.3% |
41% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7795 |
2.618 |
0.7762 |
1.618 |
0.7741 |
1.000 |
0.7729 |
0.618 |
0.7721 |
HIGH |
0.7708 |
0.618 |
0.7700 |
0.500 |
0.7698 |
0.382 |
0.7695 |
LOW |
0.7688 |
0.618 |
0.7675 |
1.000 |
0.7667 |
1.618 |
0.7654 |
2.618 |
0.7634 |
4.250 |
0.7600 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7698 |
0.7716 |
PP |
0.7694 |
0.7707 |
S1 |
0.7691 |
0.7697 |
|