CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7700 |
0.7660 |
-0.0041 |
-0.5% |
0.7700 |
| High |
0.7700 |
0.7695 |
-0.0005 |
-0.1% |
0.7761 |
| Low |
0.7664 |
0.7640 |
-0.0023 |
-0.3% |
0.7640 |
| Close |
0.7670 |
0.7648 |
-0.0022 |
-0.3% |
0.7648 |
| Range |
0.0037 |
0.0055 |
0.0018 |
50.7% |
0.0121 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.3% |
0.0000 |
| Volume |
108 |
187 |
79 |
73.1% |
705 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7826 |
0.7792 |
0.7678 |
|
| R3 |
0.7771 |
0.7737 |
0.7663 |
|
| R2 |
0.7716 |
0.7716 |
0.7658 |
|
| R1 |
0.7682 |
0.7682 |
0.7653 |
0.7671 |
| PP |
0.7661 |
0.7661 |
0.7661 |
0.7656 |
| S1 |
0.7627 |
0.7627 |
0.7642 |
0.7616 |
| S2 |
0.7606 |
0.7606 |
0.7637 |
|
| S3 |
0.7551 |
0.7572 |
0.7632 |
|
| S4 |
0.7496 |
0.7517 |
0.7617 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8046 |
0.7968 |
0.7714 |
|
| R3 |
0.7925 |
0.7847 |
0.7681 |
|
| R2 |
0.7804 |
0.7804 |
0.7670 |
|
| R1 |
0.7726 |
0.7726 |
0.7659 |
0.7704 |
| PP |
0.7683 |
0.7683 |
0.7683 |
0.7672 |
| S1 |
0.7605 |
0.7605 |
0.7636 |
0.7583 |
| S2 |
0.7562 |
0.7562 |
0.7625 |
|
| S3 |
0.7441 |
0.7484 |
0.7614 |
|
| S4 |
0.7320 |
0.7363 |
0.7581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7761 |
0.7640 |
0.0121 |
1.6% |
0.0047 |
0.6% |
6% |
False |
True |
141 |
| 10 |
0.7761 |
0.7640 |
0.0121 |
1.6% |
0.0042 |
0.6% |
6% |
False |
True |
102 |
| 20 |
0.7846 |
0.7640 |
0.0206 |
2.7% |
0.0037 |
0.5% |
4% |
False |
True |
78 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0035 |
0.5% |
23% |
False |
False |
65 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0030 |
0.4% |
23% |
False |
False |
49 |
| 80 |
0.7846 |
0.7555 |
0.0291 |
3.8% |
0.0028 |
0.4% |
32% |
False |
False |
40 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
35% |
False |
False |
37 |
| 120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
30% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7929 |
|
2.618 |
0.7839 |
|
1.618 |
0.7784 |
|
1.000 |
0.7750 |
|
0.618 |
0.7729 |
|
HIGH |
0.7695 |
|
0.618 |
0.7674 |
|
0.500 |
0.7668 |
|
0.382 |
0.7661 |
|
LOW |
0.7640 |
|
0.618 |
0.7606 |
|
1.000 |
0.7585 |
|
1.618 |
0.7551 |
|
2.618 |
0.7496 |
|
4.250 |
0.7406 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7668 |
0.7697 |
| PP |
0.7661 |
0.7681 |
| S1 |
0.7654 |
0.7664 |
|