CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 31-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2018 |
31-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7635 |
-0.0007 |
-0.1% |
0.7665 |
| High |
0.7647 |
0.7643 |
-0.0004 |
-0.1% |
0.7725 |
| Low |
0.7627 |
0.7612 |
-0.0015 |
-0.2% |
0.7620 |
| Close |
0.7635 |
0.7612 |
-0.0022 |
-0.3% |
0.7659 |
| Range |
0.0020 |
0.0030 |
0.0011 |
52.5% |
0.0105 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
159 |
66 |
-93 |
-58.5% |
554 |
|
| Daily Pivots for day following 31-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7714 |
0.7693 |
0.7629 |
|
| R3 |
0.7683 |
0.7663 |
0.7620 |
|
| R2 |
0.7653 |
0.7653 |
0.7618 |
|
| R1 |
0.7632 |
0.7632 |
0.7615 |
0.7627 |
| PP |
0.7622 |
0.7622 |
0.7622 |
0.7620 |
| S1 |
0.7602 |
0.7602 |
0.7609 |
0.7597 |
| S2 |
0.7592 |
0.7592 |
0.7606 |
|
| S3 |
0.7561 |
0.7571 |
0.7604 |
|
| S4 |
0.7531 |
0.7541 |
0.7595 |
|
|
| 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 |
0.7699 |
0.7612 |
0.0086 |
1.1% |
0.0034 |
0.4% |
0% |
False |
True |
130 |
| 10 |
0.7725 |
0.7612 |
0.0113 |
1.5% |
0.0037 |
0.5% |
0% |
False |
True |
125 |
| 20 |
0.7797 |
0.7612 |
0.0185 |
2.4% |
0.0038 |
0.5% |
0% |
False |
True |
101 |
| 40 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0035 |
0.5% |
9% |
False |
False |
81 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0033 |
0.4% |
9% |
False |
False |
63 |
| 80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0030 |
0.4% |
15% |
False |
False |
50 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
24% |
False |
False |
45 |
| 120 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0028 |
0.4% |
21% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7772 |
|
2.618 |
0.7722 |
|
1.618 |
0.7692 |
|
1.000 |
0.7673 |
|
0.618 |
0.7661 |
|
HIGH |
0.7643 |
|
0.618 |
0.7631 |
|
0.500 |
0.7627 |
|
0.382 |
0.7624 |
|
LOW |
0.7612 |
|
0.618 |
0.7593 |
|
1.000 |
0.7582 |
|
1.618 |
0.7563 |
|
2.618 |
0.7532 |
|
4.250 |
0.7482 |
|
|
| Fisher Pivots for day following 31-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7627 |
0.7635 |
| PP |
0.7622 |
0.7627 |
| S1 |
0.7617 |
0.7620 |
|