CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7686 |
0.7655 |
-0.0031 |
-0.4% |
0.7665 |
| High |
0.7699 |
0.7669 |
-0.0029 |
-0.4% |
0.7725 |
| Low |
0.7660 |
0.7620 |
-0.0040 |
-0.5% |
0.7620 |
| Close |
0.7668 |
0.7659 |
-0.0008 |
-0.1% |
0.7659 |
| Range |
0.0039 |
0.0049 |
0.0010 |
25.6% |
0.0105 |
| ATR |
0.0042 |
0.0042 |
0.0001 |
1.3% |
0.0000 |
| Volume |
165 |
84 |
-81 |
-49.1% |
554 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7796 |
0.7777 |
0.7686 |
|
| R3 |
0.7747 |
0.7728 |
0.7672 |
|
| R2 |
0.7698 |
0.7698 |
0.7668 |
|
| R1 |
0.7679 |
0.7679 |
0.7663 |
0.7689 |
| PP |
0.7649 |
0.7649 |
0.7649 |
0.7654 |
| S1 |
0.7630 |
0.7630 |
0.7655 |
0.7640 |
| S2 |
0.7600 |
0.7600 |
0.7650 |
|
| S3 |
0.7551 |
0.7581 |
0.7646 |
|
| S4 |
0.7502 |
0.7532 |
0.7632 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7983 |
0.7926 |
0.7717 |
|
| R3 |
0.7878 |
0.7821 |
0.7688 |
|
| R2 |
0.7773 |
0.7773 |
0.7678 |
|
| R1 |
0.7716 |
0.7716 |
0.7669 |
0.7692 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7656 |
| S1 |
0.7611 |
0.7611 |
0.7649 |
0.7587 |
| S2 |
0.7563 |
0.7563 |
0.7640 |
|
| S3 |
0.7458 |
0.7506 |
0.7630 |
|
| S4 |
0.7353 |
0.7401 |
0.7601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7725 |
0.7620 |
0.0105 |
1.4% |
0.0039 |
0.5% |
37% |
False |
True |
110 |
| 10 |
0.7761 |
0.7620 |
0.0141 |
1.8% |
0.0043 |
0.6% |
28% |
False |
True |
125 |
| 20 |
0.7846 |
0.7620 |
0.0226 |
3.0% |
0.0039 |
0.5% |
17% |
False |
True |
90 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0036 |
0.5% |
27% |
False |
False |
74 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.3% |
0.0032 |
0.4% |
27% |
False |
False |
57 |
| 80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0029 |
0.4% |
32% |
False |
False |
46 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
39% |
False |
False |
42 |
| 120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
33% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7877 |
|
2.618 |
0.7797 |
|
1.618 |
0.7748 |
|
1.000 |
0.7718 |
|
0.618 |
0.7699 |
|
HIGH |
0.7669 |
|
0.618 |
0.7650 |
|
0.500 |
0.7645 |
|
0.382 |
0.7639 |
|
LOW |
0.7620 |
|
0.618 |
0.7590 |
|
1.000 |
0.7571 |
|
1.618 |
0.7541 |
|
2.618 |
0.7492 |
|
4.250 |
0.7412 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7654 |
0.7673 |
| PP |
0.7649 |
0.7668 |
| S1 |
0.7645 |
0.7664 |
|