CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 15-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2018 |
15-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7714 |
0.7712 |
-0.0002 |
0.0% |
0.7750 |
| High |
0.7714 |
0.7748 |
0.0034 |
0.4% |
0.7760 |
| Low |
0.7700 |
0.7712 |
0.0013 |
0.2% |
0.7690 |
| Close |
0.7700 |
0.7736 |
0.0037 |
0.5% |
0.7700 |
| Range |
0.0015 |
0.0036 |
0.0021 |
148.3% |
0.0070 |
| ATR |
0.0031 |
0.0033 |
0.0001 |
3.9% |
0.0000 |
| Volume |
5 |
11 |
6 |
120.0% |
29 |
|
| Daily Pivots for day following 15-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7824 |
0.7756 |
|
| R3 |
0.7804 |
0.7788 |
0.7746 |
|
| R2 |
0.7768 |
0.7768 |
0.7743 |
|
| R1 |
0.7752 |
0.7752 |
0.7739 |
0.7760 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7736 |
| S1 |
0.7716 |
0.7716 |
0.7733 |
0.7724 |
| S2 |
0.7696 |
0.7696 |
0.7729 |
|
| S3 |
0.7660 |
0.7680 |
0.7726 |
|
| S4 |
0.7624 |
0.7644 |
0.7716 |
|
|
| 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% |
0.0029 |
0.4% |
66% |
False |
False |
8 |
| 10 |
0.7841 |
0.7690 |
0.0152 |
2.0% |
0.0020 |
0.3% |
31% |
False |
False |
6 |
| 20 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0015 |
0.2% |
28% |
False |
False |
8 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0017 |
0.2% |
52% |
False |
False |
9 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0015 |
0.2% |
52% |
False |
False |
7 |
| 80 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
62% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7901 |
|
2.618 |
0.7842 |
|
1.618 |
0.7806 |
|
1.000 |
0.7784 |
|
0.618 |
0.7770 |
|
HIGH |
0.7748 |
|
0.618 |
0.7734 |
|
0.500 |
0.7730 |
|
0.382 |
0.7726 |
|
LOW |
0.7712 |
|
0.618 |
0.7690 |
|
1.000 |
0.7676 |
|
1.618 |
0.7654 |
|
2.618 |
0.7618 |
|
4.250 |
0.7559 |
|
|
| Fisher Pivots for day following 15-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7734 |
0.7730 |
| PP |
0.7732 |
0.7725 |
| S1 |
0.7730 |
0.7719 |
|