CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 18-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2018 |
18-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7720 |
0.7707 |
-0.0013 |
-0.2% |
0.7750 |
| High |
0.7720 |
0.7707 |
-0.0013 |
-0.2% |
0.7760 |
| Low |
0.7720 |
0.7681 |
-0.0039 |
-0.5% |
0.7690 |
| Close |
0.7720 |
0.7681 |
-0.0039 |
-0.5% |
0.7700 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0070 |
| ATR |
0.0033 |
0.0034 |
0.0000 |
1.3% |
0.0000 |
| Volume |
0 |
3 |
3 |
|
29 |
|
| Daily Pivots for day following 18-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7768 |
0.7750 |
0.7695 |
|
| R3 |
0.7742 |
0.7724 |
0.7688 |
|
| R2 |
0.7716 |
0.7716 |
0.7686 |
|
| R1 |
0.7698 |
0.7698 |
0.7683 |
0.7694 |
| PP |
0.7690 |
0.7690 |
0.7690 |
0.7688 |
| S1 |
0.7672 |
0.7672 |
0.7679 |
0.7668 |
| S2 |
0.7664 |
0.7664 |
0.7676 |
|
| S3 |
0.7638 |
0.7646 |
0.7674 |
|
| S4 |
0.7612 |
0.7620 |
0.7667 |
|
|
| 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 |
0.7681 |
0.0084 |
1.1% |
0.0016 |
0.2% |
0% |
False |
True |
4 |
| 10 |
0.7772 |
0.7681 |
0.0091 |
1.2% |
0.0019 |
0.2% |
0% |
False |
True |
5 |
| 20 |
0.7857 |
0.7681 |
0.0176 |
2.3% |
0.0016 |
0.2% |
0% |
False |
True |
8 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0017 |
0.2% |
30% |
False |
False |
9 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0015 |
0.2% |
30% |
False |
False |
7 |
| 80 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
44% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7818 |
|
2.618 |
0.7775 |
|
1.618 |
0.7749 |
|
1.000 |
0.7733 |
|
0.618 |
0.7723 |
|
HIGH |
0.7707 |
|
0.618 |
0.7697 |
|
0.500 |
0.7694 |
|
0.382 |
0.7691 |
|
LOW |
0.7681 |
|
0.618 |
0.7665 |
|
1.000 |
0.7655 |
|
1.618 |
0.7639 |
|
2.618 |
0.7613 |
|
4.250 |
0.7571 |
|
|
| Fisher Pivots for day following 18-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7694 |
0.7723 |
| PP |
0.7690 |
0.7709 |
| S1 |
0.7685 |
0.7695 |
|