CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 09-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2018 |
09-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7750 |
0.7732 |
-0.0018 |
-0.2% |
0.7843 |
High |
0.7750 |
0.7760 |
0.0010 |
0.1% |
0.7857 |
Low |
0.7750 |
0.7732 |
-0.0018 |
-0.2% |
0.7760 |
Close |
0.7750 |
0.7760 |
0.0010 |
0.1% |
0.7763 |
Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0097 |
ATR |
0.0032 |
0.0031 |
0.0000 |
-1.0% |
0.0000 |
Volume |
0 |
2 |
2 |
|
82 |
|
Daily Pivots for day following 09-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7833 |
0.7824 |
0.7775 |
|
R3 |
0.7805 |
0.7796 |
0.7767 |
|
R2 |
0.7778 |
0.7778 |
0.7765 |
|
R1 |
0.7769 |
0.7769 |
0.7762 |
0.7773 |
PP |
0.7750 |
0.7750 |
0.7750 |
0.7753 |
S1 |
0.7741 |
0.7741 |
0.7757 |
0.7746 |
S2 |
0.7723 |
0.7723 |
0.7754 |
|
S3 |
0.7695 |
0.7714 |
0.7752 |
|
S4 |
0.7668 |
0.7686 |
0.7744 |
|
|
Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8084 |
0.8020 |
0.7816 |
|
R3 |
0.7987 |
0.7923 |
0.7789 |
|
R2 |
0.7890 |
0.7890 |
0.7780 |
|
R1 |
0.7826 |
0.7826 |
0.7771 |
0.7810 |
PP |
0.7793 |
0.7793 |
0.7793 |
0.7785 |
S1 |
0.7729 |
0.7729 |
0.7754 |
0.7713 |
S2 |
0.7696 |
0.7696 |
0.7745 |
|
S3 |
0.7599 |
0.7632 |
0.7736 |
|
S4 |
0.7502 |
0.7535 |
0.7709 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7841 |
0.7732 |
0.0109 |
1.4% |
0.0014 |
0.2% |
25% |
False |
True |
4 |
10 |
0.7857 |
0.7694 |
0.0163 |
2.1% |
0.0016 |
0.2% |
40% |
False |
False |
11 |
20 |
0.7857 |
0.7692 |
0.0165 |
2.1% |
0.0012 |
0.2% |
41% |
False |
False |
7 |
40 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0014 |
0.2% |
61% |
False |
False |
8 |
60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0014 |
0.2% |
66% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7876 |
2.618 |
0.7831 |
1.618 |
0.7804 |
1.000 |
0.7787 |
0.618 |
0.7776 |
HIGH |
0.7760 |
0.618 |
0.7749 |
0.500 |
0.7746 |
0.382 |
0.7743 |
LOW |
0.7732 |
0.618 |
0.7715 |
1.000 |
0.7704 |
1.618 |
0.7688 |
2.618 |
0.7660 |
4.250 |
0.7615 |
|
|
Fisher Pivots for day following 09-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7755 |
0.7757 |
PP |
0.7750 |
0.7755 |
S1 |
0.7746 |
0.7752 |
|