CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 03-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2018 |
03-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7837 |
0.7841 |
0.0004 |
0.1% |
0.7773 |
High |
0.7839 |
0.7841 |
0.0003 |
0.0% |
0.7777 |
Low |
0.7828 |
0.7816 |
-0.0012 |
-0.2% |
0.7694 |
Close |
0.7839 |
0.7822 |
-0.0017 |
-0.2% |
0.7776 |
Range |
0.0011 |
0.0025 |
0.0015 |
138.1% |
0.0083 |
ATR |
0.0034 |
0.0034 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
9 |
9 |
0 |
0.0% |
39 |
|
Daily Pivots for day following 03-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7901 |
0.7887 |
0.7836 |
|
R3 |
0.7876 |
0.7862 |
0.7829 |
|
R2 |
0.7851 |
0.7851 |
0.7827 |
|
R1 |
0.7837 |
0.7837 |
0.7824 |
0.7832 |
PP |
0.7826 |
0.7826 |
0.7826 |
0.7824 |
S1 |
0.7812 |
0.7812 |
0.7820 |
0.7807 |
S2 |
0.7801 |
0.7801 |
0.7817 |
|
S3 |
0.7776 |
0.7787 |
0.7815 |
|
S4 |
0.7751 |
0.7762 |
0.7808 |
|
|
Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7996 |
0.7969 |
0.7821 |
|
R3 |
0.7914 |
0.7886 |
0.7799 |
|
R2 |
0.7831 |
0.7831 |
0.7791 |
|
R1 |
0.7804 |
0.7804 |
0.7784 |
0.7818 |
PP |
0.7749 |
0.7749 |
0.7749 |
0.7756 |
S1 |
0.7721 |
0.7721 |
0.7768 |
0.7735 |
S2 |
0.7666 |
0.7666 |
0.7761 |
|
S3 |
0.7584 |
0.7639 |
0.7753 |
|
S4 |
0.7501 |
0.7556 |
0.7731 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7857 |
0.7694 |
0.0163 |
2.1% |
0.0016 |
0.2% |
79% |
False |
False |
18 |
10 |
0.7857 |
0.7694 |
0.0163 |
2.1% |
0.0014 |
0.2% |
79% |
False |
False |
11 |
20 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0016 |
0.2% |
86% |
False |
False |
9 |
40 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0015 |
0.2% |
86% |
False |
False |
8 |
60 |
0.7857 |
0.7573 |
0.0284 |
3.6% |
0.0014 |
0.2% |
88% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7947 |
2.618 |
0.7906 |
1.618 |
0.7881 |
1.000 |
0.7866 |
0.618 |
0.7856 |
HIGH |
0.7841 |
0.618 |
0.7831 |
0.500 |
0.7829 |
0.382 |
0.7826 |
LOW |
0.7816 |
0.618 |
0.7801 |
1.000 |
0.7791 |
1.618 |
0.7776 |
2.618 |
0.7751 |
4.250 |
0.7710 |
|
|
Fisher Pivots for day following 03-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7829 |
0.7837 |
PP |
0.7826 |
0.7832 |
S1 |
0.7824 |
0.7827 |
|