CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7651 |
0.7671 |
0.0020 |
0.3% |
0.7667 |
| High |
0.7669 |
0.7671 |
0.0002 |
0.0% |
0.7726 |
| Low |
0.7643 |
0.7648 |
0.0005 |
0.1% |
0.7643 |
| Close |
0.7669 |
0.7648 |
-0.0022 |
-0.3% |
0.7669 |
| Range |
0.0026 |
0.0023 |
-0.0003 |
-9.6% |
0.0083 |
| ATR |
0.0032 |
0.0032 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
66 |
13 |
-53 |
-80.3% |
213 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7710 |
0.7660 |
|
| R3 |
0.7702 |
0.7687 |
0.7654 |
|
| R2 |
0.7679 |
0.7679 |
0.7652 |
|
| R1 |
0.7663 |
0.7663 |
0.7650 |
0.7659 |
| PP |
0.7655 |
0.7655 |
0.7655 |
0.7653 |
| S1 |
0.7640 |
0.7640 |
0.7645 |
0.7636 |
| S2 |
0.7632 |
0.7632 |
0.7643 |
|
| S3 |
0.7608 |
0.7616 |
0.7641 |
|
| S4 |
0.7585 |
0.7593 |
0.7635 |
|
|
| 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% |
0.0021 |
0.3% |
5% |
False |
False |
40 |
| 10 |
0.7765 |
0.7643 |
0.0122 |
1.6% |
0.0016 |
0.2% |
4% |
False |
False |
23 |
| 20 |
0.7841 |
0.7643 |
0.0198 |
2.6% |
0.0018 |
0.2% |
2% |
False |
False |
15 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
17% |
False |
False |
12 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
17% |
False |
False |
10 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
26% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7771 |
|
2.618 |
0.7733 |
|
1.618 |
0.7709 |
|
1.000 |
0.7694 |
|
0.618 |
0.7686 |
|
HIGH |
0.7671 |
|
0.618 |
0.7662 |
|
0.500 |
0.7659 |
|
0.382 |
0.7656 |
|
LOW |
0.7648 |
|
0.618 |
0.7633 |
|
1.000 |
0.7624 |
|
1.618 |
0.7609 |
|
2.618 |
0.7586 |
|
4.250 |
0.7548 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7659 |
0.7670 |
| PP |
0.7655 |
0.7663 |
| S1 |
0.7651 |
0.7655 |
|