CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7697 |
0.7651 |
-0.0046 |
-0.6% |
0.7667 |
| High |
0.7697 |
0.7669 |
-0.0028 |
-0.4% |
0.7726 |
| Low |
0.7670 |
0.7643 |
-0.0027 |
-0.4% |
0.7643 |
| Close |
0.7678 |
0.7669 |
-0.0009 |
-0.1% |
0.7669 |
| Range |
0.0027 |
0.0026 |
-0.0001 |
-3.7% |
0.0083 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
0.6% |
0.0000 |
| Volume |
4 |
66 |
62 |
1,550.0% |
213 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7738 |
0.7730 |
0.7683 |
|
| R3 |
0.7712 |
0.7704 |
0.7676 |
|
| R2 |
0.7686 |
0.7686 |
0.7674 |
|
| R1 |
0.7678 |
0.7678 |
0.7671 |
0.7682 |
| PP |
0.7660 |
0.7660 |
0.7660 |
0.7663 |
| S1 |
0.7652 |
0.7652 |
0.7667 |
0.7656 |
| S2 |
0.7634 |
0.7634 |
0.7664 |
|
| S3 |
0.7608 |
0.7626 |
0.7662 |
|
| S4 |
0.7582 |
0.7600 |
0.7655 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7927 |
0.7880 |
0.7714 |
|
| R3 |
0.7844 |
0.7798 |
0.7692 |
|
| R2 |
0.7762 |
0.7762 |
0.7684 |
|
| R1 |
0.7715 |
0.7715 |
0.7677 |
0.7739 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7691 |
| S1 |
0.7633 |
0.7633 |
0.7661 |
0.7656 |
| S2 |
0.7597 |
0.7597 |
0.7654 |
|
| S3 |
0.7514 |
0.7550 |
0.7646 |
|
| S4 |
0.7432 |
0.7468 |
0.7624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7726 |
0.7643 |
0.0083 |
1.1% |
0.0019 |
0.3% |
32% |
False |
True |
42 |
| 10 |
0.7765 |
0.7643 |
0.0122 |
1.6% |
0.0017 |
0.2% |
21% |
False |
True |
23 |
| 20 |
0.7857 |
0.7643 |
0.0214 |
2.8% |
0.0017 |
0.2% |
12% |
False |
True |
17 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
25% |
False |
False |
12 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
25% |
False |
False |
10 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
34% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7780 |
|
2.618 |
0.7737 |
|
1.618 |
0.7711 |
|
1.000 |
0.7695 |
|
0.618 |
0.7685 |
|
HIGH |
0.7669 |
|
0.618 |
0.7659 |
|
0.500 |
0.7656 |
|
0.382 |
0.7653 |
|
LOW |
0.7643 |
|
0.618 |
0.7627 |
|
1.000 |
0.7617 |
|
1.618 |
0.7601 |
|
2.618 |
0.7575 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7665 |
0.7684 |
| PP |
0.7660 |
0.7679 |
| S1 |
0.7656 |
0.7674 |
|