CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 12-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2018 |
12-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7706 |
0.7714 |
0.0008 |
0.1% |
0.7750 |
High |
0.7714 |
0.7714 |
0.0000 |
0.0% |
0.7760 |
Low |
0.7690 |
0.7700 |
0.0010 |
0.1% |
0.7690 |
Close |
0.7699 |
0.7700 |
0.0000 |
0.0% |
0.7700 |
Range |
0.0025 |
0.0015 |
-0.0010 |
-40.8% |
0.0070 |
ATR |
0.0033 |
0.0031 |
-0.0001 |
-3.9% |
0.0000 |
Volume |
12 |
5 |
-7 |
-58.3% |
29 |
|
Daily Pivots for day following 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7748 |
0.7738 |
0.7707 |
|
R3 |
0.7733 |
0.7724 |
0.7703 |
|
R2 |
0.7719 |
0.7719 |
0.7702 |
|
R1 |
0.7709 |
0.7709 |
0.7701 |
0.7707 |
PP |
0.7704 |
0.7704 |
0.7704 |
0.7703 |
S1 |
0.7695 |
0.7695 |
0.7698 |
0.7692 |
S2 |
0.7690 |
0.7690 |
0.7697 |
|
S3 |
0.7675 |
0.7680 |
0.7696 |
|
S4 |
0.7661 |
0.7666 |
0.7692 |
|
|
Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7926 |
0.7883 |
0.7738 |
|
R3 |
0.7856 |
0.7813 |
0.7719 |
|
R2 |
0.7786 |
0.7786 |
0.7712 |
|
R1 |
0.7743 |
0.7743 |
0.7706 |
0.7730 |
PP |
0.7716 |
0.7716 |
0.7716 |
0.7710 |
S1 |
0.7673 |
0.7673 |
0.7693 |
0.7659 |
S2 |
0.7646 |
0.7646 |
0.7687 |
|
S3 |
0.7576 |
0.7603 |
0.7680 |
|
S4 |
0.7506 |
0.7533 |
0.7661 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7760 |
0.7690 |
0.0070 |
0.9% |
0.0022 |
0.3% |
14% |
False |
False |
5 |
10 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0018 |
0.2% |
6% |
False |
False |
11 |
20 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0013 |
0.2% |
6% |
False |
False |
7 |
40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
37% |
False |
False |
9 |
60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0014 |
0.2% |
37% |
False |
False |
7 |
80 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
50% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7776 |
2.618 |
0.7752 |
1.618 |
0.7737 |
1.000 |
0.7729 |
0.618 |
0.7723 |
HIGH |
0.7714 |
0.618 |
0.7708 |
0.500 |
0.7707 |
0.382 |
0.7705 |
LOW |
0.7700 |
0.618 |
0.7691 |
1.000 |
0.7685 |
1.618 |
0.7676 |
2.618 |
0.7662 |
4.250 |
0.7638 |
|
|
Fisher Pivots for day following 12-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7707 |
0.7717 |
PP |
0.7704 |
0.7711 |
S1 |
0.7702 |
0.7705 |
|