CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 04-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7841 |
0.7775 |
-0.0066 |
-0.8% |
0.7773 |
High |
0.7841 |
0.7775 |
-0.0066 |
-0.8% |
0.7777 |
Low |
0.7816 |
0.7770 |
-0.0046 |
-0.6% |
0.7694 |
Close |
0.7822 |
0.7772 |
-0.0051 |
-0.6% |
0.7776 |
Range |
0.0025 |
0.0005 |
-0.0020 |
-80.0% |
0.0083 |
ATR |
0.0034 |
0.0035 |
0.0001 |
3.9% |
0.0000 |
Volume |
9 |
6 |
-3 |
-33.3% |
39 |
|
Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7787 |
0.7784 |
0.7774 |
|
R3 |
0.7782 |
0.7779 |
0.7773 |
|
R2 |
0.7777 |
0.7777 |
0.7772 |
|
R1 |
0.7774 |
0.7774 |
0.7772 |
0.7773 |
PP |
0.7772 |
0.7772 |
0.7772 |
0.7772 |
S1 |
0.7769 |
0.7769 |
0.7771 |
0.7768 |
S2 |
0.7767 |
0.7767 |
0.7771 |
|
S3 |
0.7762 |
0.7764 |
0.7770 |
|
S4 |
0.7757 |
0.7759 |
0.7769 |
|
|
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 |
0.7769 |
0.0089 |
1.1% |
0.0013 |
0.2% |
3% |
False |
False |
18 |
10 |
0.7857 |
0.7694 |
0.0163 |
2.1% |
0.0014 |
0.2% |
48% |
False |
False |
12 |
20 |
0.7857 |
0.7626 |
0.0232 |
3.0% |
0.0014 |
0.2% |
63% |
False |
False |
7 |
40 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0014 |
0.2% |
66% |
False |
False |
8 |
60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0013 |
0.2% |
70% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7796 |
2.618 |
0.7788 |
1.618 |
0.7783 |
1.000 |
0.7780 |
0.618 |
0.7778 |
HIGH |
0.7775 |
0.618 |
0.7773 |
0.500 |
0.7773 |
0.382 |
0.7772 |
LOW |
0.7770 |
0.618 |
0.7767 |
1.000 |
0.7765 |
1.618 |
0.7762 |
2.618 |
0.7757 |
4.250 |
0.7749 |
|
|
Fisher Pivots for day following 04-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7773 |
0.7806 |
PP |
0.7772 |
0.7794 |
S1 |
0.7772 |
0.7783 |
|