CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7739 |
0.7754 |
0.0015 |
0.2% |
0.7725 |
| High |
0.7761 |
0.7754 |
-0.0007 |
-0.1% |
0.7758 |
| Low |
0.7723 |
0.7702 |
-0.0021 |
-0.3% |
0.7675 |
| Close |
0.7752 |
0.7709 |
-0.0043 |
-0.6% |
0.7688 |
| Range |
0.0038 |
0.0052 |
0.0014 |
36.8% |
0.0083 |
| ATR |
0.0041 |
0.0041 |
0.0001 |
2.0% |
0.0000 |
| Volume |
260 |
78 |
-182 |
-70.0% |
324 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7877 |
0.7845 |
0.7737 |
|
| R3 |
0.7825 |
0.7793 |
0.7723 |
|
| R2 |
0.7773 |
0.7773 |
0.7718 |
|
| R1 |
0.7741 |
0.7741 |
0.7713 |
0.7731 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7717 |
| S1 |
0.7689 |
0.7689 |
0.7704 |
0.7679 |
| S2 |
0.7670 |
0.7670 |
0.7699 |
|
| S3 |
0.7618 |
0.7637 |
0.7694 |
|
| S4 |
0.7566 |
0.7585 |
0.7680 |
|
|
| 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 |
0.7676 |
0.0085 |
1.1% |
0.0038 |
0.5% |
38% |
False |
False |
116 |
| 10 |
0.7797 |
0.7675 |
0.0122 |
1.6% |
0.0039 |
0.5% |
27% |
False |
False |
78 |
| 20 |
0.7846 |
0.7675 |
0.0171 |
2.2% |
0.0035 |
0.5% |
20% |
False |
False |
71 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0034 |
0.4% |
46% |
False |
False |
58 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
46% |
False |
False |
45 |
| 80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
55% |
False |
False |
36 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
55% |
False |
False |
35 |
| 120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
47% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7975 |
|
2.618 |
0.7890 |
|
1.618 |
0.7838 |
|
1.000 |
0.7806 |
|
0.618 |
0.7786 |
|
HIGH |
0.7754 |
|
0.618 |
0.7734 |
|
0.500 |
0.7728 |
|
0.382 |
0.7722 |
|
LOW |
0.7702 |
|
0.618 |
0.7670 |
|
1.000 |
0.7650 |
|
1.618 |
0.7618 |
|
2.618 |
0.7566 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7728 |
0.7725 |
| PP |
0.7722 |
0.7719 |
| S1 |
0.7715 |
0.7714 |
|