CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 16-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2018 |
16-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7700 |
0.7739 |
0.0039 |
0.5% |
0.7725 |
High |
0.7740 |
0.7761 |
0.0022 |
0.3% |
0.7758 |
Low |
0.7688 |
0.7723 |
0.0035 |
0.5% |
0.7675 |
Close |
0.7725 |
0.7752 |
0.0027 |
0.3% |
0.7688 |
Range |
0.0052 |
0.0038 |
-0.0014 |
-26.2% |
0.0083 |
ATR |
0.0041 |
0.0041 |
0.0000 |
-0.5% |
0.0000 |
Volume |
72 |
260 |
188 |
261.1% |
324 |
|
Daily Pivots for day following 16-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7859 |
0.7843 |
0.7772 |
|
R3 |
0.7821 |
0.7805 |
0.7762 |
|
R2 |
0.7783 |
0.7783 |
0.7758 |
|
R1 |
0.7767 |
0.7767 |
0.7755 |
0.7775 |
PP |
0.7745 |
0.7745 |
0.7745 |
0.7749 |
S1 |
0.7729 |
0.7729 |
0.7748 |
0.7737 |
S2 |
0.7707 |
0.7707 |
0.7745 |
|
S3 |
0.7669 |
0.7691 |
0.7741 |
|
S4 |
0.7631 |
0.7653 |
0.7731 |
|
|
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 |
0.7761 |
0.7675 |
0.0086 |
1.1% |
0.0044 |
0.6% |
89% |
True |
False |
121 |
10 |
0.7820 |
0.7675 |
0.0145 |
1.9% |
0.0037 |
0.5% |
53% |
False |
False |
71 |
20 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0035 |
0.5% |
45% |
False |
False |
71 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0033 |
0.4% |
63% |
False |
False |
56 |
60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0029 |
0.4% |
63% |
False |
False |
44 |
80 |
0.7846 |
0.7540 |
0.0306 |
3.9% |
0.0027 |
0.3% |
69% |
False |
False |
35 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
69% |
False |
False |
34 |
120 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0027 |
0.4% |
59% |
False |
False |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7923 |
2.618 |
0.7860 |
1.618 |
0.7822 |
1.000 |
0.7799 |
0.618 |
0.7784 |
HIGH |
0.7761 |
0.618 |
0.7746 |
0.500 |
0.7742 |
0.382 |
0.7738 |
LOW |
0.7723 |
0.618 |
0.7700 |
1.000 |
0.7685 |
1.618 |
0.7662 |
2.618 |
0.7624 |
4.250 |
0.7562 |
|
|
Fisher Pivots for day following 16-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7748 |
0.7742 |
PP |
0.7745 |
0.7733 |
S1 |
0.7742 |
0.7724 |
|