CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 17-Oct-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
Open |
0.7760 |
0.7720 |
-0.0040 |
-0.5% |
0.7750 |
High |
0.7765 |
0.7720 |
-0.0045 |
-0.6% |
0.7760 |
Low |
0.7760 |
0.7720 |
-0.0040 |
-0.5% |
0.7690 |
Close |
0.7764 |
0.7720 |
-0.0044 |
-0.6% |
0.7700 |
Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0070 |
ATR |
0.0032 |
0.0033 |
0.0001 |
2.5% |
0.0000 |
Volume |
4 |
0 |
-4 |
-100.0% |
29 |
|
Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7720 |
0.7720 |
0.7720 |
|
R3 |
0.7720 |
0.7720 |
0.7720 |
|
R2 |
0.7720 |
0.7720 |
0.7720 |
|
R1 |
0.7720 |
0.7720 |
0.7720 |
0.7720 |
PP |
0.7720 |
0.7720 |
0.7720 |
0.7720 |
S1 |
0.7720 |
0.7720 |
0.7720 |
0.7720 |
S2 |
0.7720 |
0.7720 |
0.7720 |
|
S3 |
0.7720 |
0.7720 |
0.7720 |
|
S4 |
0.7720 |
0.7720 |
0.7720 |
|
|
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 |
0.7765 |
0.7690 |
0.0076 |
1.0% |
0.0016 |
0.2% |
40% |
False |
False |
6 |
10 |
0.7775 |
0.7690 |
0.0086 |
1.1% |
0.0017 |
0.2% |
36% |
False |
False |
5 |
20 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0015 |
0.2% |
18% |
False |
False |
8 |
40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0017 |
0.2% |
45% |
False |
False |
9 |
60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0015 |
0.2% |
45% |
False |
False |
7 |
80 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
57% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7720 |
2.618 |
0.7720 |
1.618 |
0.7720 |
1.000 |
0.7720 |
0.618 |
0.7720 |
HIGH |
0.7720 |
0.618 |
0.7720 |
0.500 |
0.7720 |
0.382 |
0.7720 |
LOW |
0.7720 |
0.618 |
0.7720 |
1.000 |
0.7720 |
1.618 |
0.7720 |
2.618 |
0.7720 |
4.250 |
0.7720 |
|
|
Fisher Pivots for day following 17-Oct-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7720 |
0.7739 |
PP |
0.7720 |
0.7732 |
S1 |
0.7720 |
0.7726 |
|