CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 25-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2018 |
25-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7686 |
0.0023 |
0.3% |
0.7700 |
High |
0.7725 |
0.7699 |
-0.0027 |
-0.3% |
0.7761 |
Low |
0.7662 |
0.7660 |
-0.0002 |
0.0% |
0.7640 |
Close |
0.7704 |
0.7668 |
-0.0036 |
-0.5% |
0.7648 |
Range |
0.0063 |
0.0039 |
-0.0024 |
-38.6% |
0.0121 |
ATR |
0.0041 |
0.0042 |
0.0000 |
0.5% |
0.0000 |
Volume |
221 |
165 |
-56 |
-25.3% |
705 |
|
Daily Pivots for day following 25-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7792 |
0.7769 |
0.7689 |
|
R3 |
0.7753 |
0.7730 |
0.7678 |
|
R2 |
0.7714 |
0.7714 |
0.7675 |
|
R1 |
0.7691 |
0.7691 |
0.7671 |
0.7683 |
PP |
0.7675 |
0.7675 |
0.7675 |
0.7671 |
S1 |
0.7652 |
0.7652 |
0.7664 |
0.7644 |
S2 |
0.7636 |
0.7636 |
0.7660 |
|
S3 |
0.7597 |
0.7613 |
0.7657 |
|
S4 |
0.7558 |
0.7574 |
0.7646 |
|
|
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 |
0.7725 |
0.7640 |
0.0085 |
1.1% |
0.0040 |
0.5% |
32% |
False |
False |
131 |
10 |
0.7761 |
0.7640 |
0.0121 |
1.6% |
0.0040 |
0.5% |
23% |
False |
False |
128 |
20 |
0.7846 |
0.7640 |
0.0206 |
2.7% |
0.0040 |
0.5% |
13% |
False |
False |
87 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0036 |
0.5% |
30% |
False |
False |
73 |
60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0032 |
0.4% |
30% |
False |
False |
56 |
80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0029 |
0.4% |
35% |
False |
False |
45 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
42% |
False |
False |
41 |
120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
36% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7864 |
2.618 |
0.7801 |
1.618 |
0.7762 |
1.000 |
0.7738 |
0.618 |
0.7723 |
HIGH |
0.7699 |
0.618 |
0.7684 |
0.500 |
0.7679 |
0.382 |
0.7674 |
LOW |
0.7660 |
0.618 |
0.7635 |
1.000 |
0.7621 |
1.618 |
0.7596 |
2.618 |
0.7557 |
4.250 |
0.7494 |
|
|
Fisher Pivots for day following 25-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7679 |
0.7685 |
PP |
0.7675 |
0.7679 |
S1 |
0.7671 |
0.7673 |
|