CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7704 |
0.7700 |
-0.0004 |
0.0% |
0.7725 |
| High |
0.7708 |
0.7740 |
0.0031 |
0.4% |
0.7758 |
| Low |
0.7688 |
0.7688 |
0.0001 |
0.0% |
0.7675 |
| Close |
0.7688 |
0.7725 |
0.0037 |
0.5% |
0.7688 |
| Range |
0.0021 |
0.0052 |
0.0031 |
151.2% |
0.0083 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
2.2% |
0.0000 |
| Volume |
114 |
72 |
-42 |
-36.8% |
324 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7850 |
0.7753 |
|
| R3 |
0.7820 |
0.7798 |
0.7739 |
|
| R2 |
0.7769 |
0.7769 |
0.7734 |
|
| R1 |
0.7747 |
0.7747 |
0.7729 |
0.7758 |
| PP |
0.7717 |
0.7717 |
0.7717 |
0.7723 |
| S1 |
0.7695 |
0.7695 |
0.7720 |
0.7706 |
| S2 |
0.7666 |
0.7666 |
0.7715 |
|
| S3 |
0.7614 |
0.7644 |
0.7710 |
|
| S4 |
0.7563 |
0.7592 |
0.7696 |
|
|
| 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% |
0.0043 |
0.6% |
60% |
False |
False |
74 |
| 10 |
0.7831 |
0.7675 |
0.0156 |
2.0% |
0.0035 |
0.5% |
32% |
False |
False |
49 |
| 20 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0034 |
0.4% |
29% |
False |
False |
59 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0032 |
0.4% |
53% |
False |
False |
50 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0029 |
0.4% |
53% |
False |
False |
39 |
| 80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0027 |
0.3% |
60% |
False |
False |
32 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
60% |
False |
False |
31 |
| 120 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0027 |
0.3% |
52% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7874 |
|
1.618 |
0.7823 |
|
1.000 |
0.7791 |
|
0.618 |
0.7771 |
|
HIGH |
0.7740 |
|
0.618 |
0.7720 |
|
0.500 |
0.7714 |
|
0.382 |
0.7708 |
|
LOW |
0.7688 |
|
0.618 |
0.7656 |
|
1.000 |
0.7637 |
|
1.618 |
0.7605 |
|
2.618 |
0.7553 |
|
4.250 |
0.7469 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7721 |
0.7719 |
| PP |
0.7717 |
0.7713 |
| S1 |
0.7714 |
0.7708 |
|