CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7754 |
0.7700 |
-0.0054 |
-0.7% |
0.7725 |
| High |
0.7754 |
0.7700 |
-0.0054 |
-0.7% |
0.7758 |
| Low |
0.7702 |
0.7664 |
-0.0039 |
-0.5% |
0.7675 |
| Close |
0.7709 |
0.7670 |
-0.0039 |
-0.5% |
0.7688 |
| Range |
0.0052 |
0.0037 |
-0.0015 |
-29.8% |
0.0083 |
| ATR |
0.0041 |
0.0042 |
0.0000 |
0.6% |
0.0000 |
| Volume |
78 |
108 |
30 |
38.5% |
324 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7787 |
0.7765 |
0.7690 |
|
| R3 |
0.7751 |
0.7728 |
0.7680 |
|
| R2 |
0.7714 |
0.7714 |
0.7676 |
|
| R1 |
0.7692 |
0.7692 |
0.7673 |
0.7685 |
| PP |
0.7678 |
0.7678 |
0.7678 |
0.7674 |
| S1 |
0.7655 |
0.7655 |
0.7666 |
0.7648 |
| S2 |
0.7641 |
0.7641 |
0.7663 |
|
| S3 |
0.7605 |
0.7619 |
0.7659 |
|
| S4 |
0.7568 |
0.7582 |
0.7649 |
|
|
| 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 |
0.7664 |
0.0098 |
1.3% |
0.0040 |
0.5% |
6% |
False |
True |
126 |
| 10 |
0.7772 |
0.7664 |
0.0109 |
1.4% |
0.0039 |
0.5% |
6% |
False |
True |
85 |
| 20 |
0.7846 |
0.7664 |
0.0183 |
2.4% |
0.0036 |
0.5% |
3% |
False |
True |
72 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0034 |
0.4% |
31% |
False |
False |
60 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0030 |
0.4% |
31% |
False |
False |
46 |
| 80 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
42% |
False |
False |
37 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
42% |
False |
False |
35 |
| 120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
36% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7855 |
|
2.618 |
0.7796 |
|
1.618 |
0.7759 |
|
1.000 |
0.7737 |
|
0.618 |
0.7723 |
|
HIGH |
0.7700 |
|
0.618 |
0.7686 |
|
0.500 |
0.7682 |
|
0.382 |
0.7677 |
|
LOW |
0.7664 |
|
0.618 |
0.7641 |
|
1.000 |
0.7627 |
|
1.618 |
0.7604 |
|
2.618 |
0.7568 |
|
4.250 |
0.7508 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7682 |
0.7712 |
| PP |
0.7678 |
0.7698 |
| S1 |
0.7674 |
0.7684 |
|