CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 29-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7655 |
0.7658 |
0.0003 |
0.0% |
0.7665 |
High |
0.7669 |
0.7658 |
-0.0011 |
-0.1% |
0.7725 |
Low |
0.7620 |
0.7626 |
0.0006 |
0.1% |
0.7620 |
Close |
0.7659 |
0.7638 |
-0.0021 |
-0.3% |
0.7659 |
Range |
0.0049 |
0.0033 |
-0.0017 |
-33.7% |
0.0105 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
84 |
179 |
95 |
113.1% |
554 |
|
Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7738 |
0.7721 |
0.7656 |
|
R3 |
0.7706 |
0.7688 |
0.7647 |
|
R2 |
0.7673 |
0.7673 |
0.7644 |
|
R1 |
0.7656 |
0.7656 |
0.7641 |
0.7648 |
PP |
0.7641 |
0.7641 |
0.7641 |
0.7637 |
S1 |
0.7623 |
0.7623 |
0.7635 |
0.7616 |
S2 |
0.7608 |
0.7608 |
0.7632 |
|
S3 |
0.7576 |
0.7591 |
0.7629 |
|
S4 |
0.7543 |
0.7558 |
0.7620 |
|
|
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% |
0.0041 |
0.5% |
17% |
False |
False |
136 |
10 |
0.7761 |
0.7620 |
0.0141 |
1.8% |
0.0041 |
0.5% |
13% |
False |
False |
136 |
20 |
0.7831 |
0.7620 |
0.0211 |
2.8% |
0.0038 |
0.5% |
9% |
False |
False |
93 |
40 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0036 |
0.5% |
19% |
False |
False |
77 |
60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0033 |
0.4% |
19% |
False |
False |
60 |
80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0029 |
0.4% |
25% |
False |
False |
47 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
32% |
False |
False |
43 |
120 |
0.7898 |
0.7540 |
0.0358 |
4.7% |
0.0028 |
0.4% |
27% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7796 |
2.618 |
0.7743 |
1.618 |
0.7711 |
1.000 |
0.7691 |
0.618 |
0.7678 |
HIGH |
0.7658 |
0.618 |
0.7646 |
0.500 |
0.7642 |
0.382 |
0.7638 |
LOW |
0.7626 |
0.618 |
0.7605 |
1.000 |
0.7593 |
1.618 |
0.7573 |
2.618 |
0.7540 |
4.250 |
0.7487 |
|
|
Fisher Pivots for day following 29-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7642 |
0.7659 |
PP |
0.7641 |
0.7652 |
S1 |
0.7639 |
0.7645 |
|