CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 23-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7665 |
0.7649 |
-0.0017 |
-0.2% |
0.7700 |
High |
0.7665 |
0.7666 |
0.0001 |
0.0% |
0.7761 |
Low |
0.7644 |
0.7645 |
0.0001 |
0.0% |
0.7640 |
Close |
0.7655 |
0.7664 |
0.0009 |
0.1% |
0.7648 |
Range |
0.0022 |
0.0021 |
0.0000 |
0.0% |
0.0121 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
49 |
35 |
-14 |
-28.6% |
705 |
|
Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7723 |
0.7715 |
0.7676 |
|
R3 |
0.7701 |
0.7693 |
0.7670 |
|
R2 |
0.7680 |
0.7680 |
0.7668 |
|
R1 |
0.7672 |
0.7672 |
0.7666 |
0.7676 |
PP |
0.7658 |
0.7658 |
0.7658 |
0.7660 |
S1 |
0.7650 |
0.7650 |
0.7662 |
0.7654 |
S2 |
0.7637 |
0.7637 |
0.7660 |
|
S3 |
0.7615 |
0.7629 |
0.7658 |
|
S4 |
0.7594 |
0.7607 |
0.7652 |
|
|
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 |
0.7754 |
0.7640 |
0.0114 |
1.5% |
0.0037 |
0.5% |
21% |
False |
False |
91 |
10 |
0.7761 |
0.7640 |
0.0121 |
1.6% |
0.0041 |
0.5% |
20% |
False |
False |
106 |
20 |
0.7846 |
0.7640 |
0.0206 |
2.7% |
0.0038 |
0.5% |
12% |
False |
False |
75 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0034 |
0.4% |
29% |
False |
False |
66 |
60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0031 |
0.4% |
29% |
False |
False |
50 |
80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0028 |
0.4% |
34% |
False |
False |
40 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
41% |
False |
False |
37 |
120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
35% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7757 |
2.618 |
0.7722 |
1.618 |
0.7701 |
1.000 |
0.7687 |
0.618 |
0.7679 |
HIGH |
0.7666 |
0.618 |
0.7658 |
0.500 |
0.7655 |
0.382 |
0.7653 |
LOW |
0.7645 |
0.618 |
0.7631 |
1.000 |
0.7623 |
1.618 |
0.7610 |
2.618 |
0.7588 |
4.250 |
0.7553 |
|
|
Fisher Pivots for day following 23-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7661 |
0.7668 |
PP |
0.7658 |
0.7666 |
S1 |
0.7655 |
0.7665 |
|