CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 30-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2018 |
30-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7671 |
0.7642 |
-0.0029 |
-0.4% |
0.7667 |
| High |
0.7671 |
0.7646 |
-0.0025 |
-0.3% |
0.7726 |
| Low |
0.7648 |
0.7638 |
-0.0010 |
-0.1% |
0.7643 |
| Close |
0.7648 |
0.7645 |
-0.0003 |
0.0% |
0.7669 |
| Range |
0.0023 |
0.0009 |
-0.0015 |
-63.8% |
0.0083 |
| ATR |
0.0032 |
0.0030 |
-0.0002 |
-4.9% |
0.0000 |
| Volume |
13 |
10 |
-3 |
-23.1% |
213 |
|
| Daily Pivots for day following 30-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7668 |
0.7665 |
0.7649 |
|
| R3 |
0.7660 |
0.7656 |
0.7647 |
|
| R2 |
0.7651 |
0.7651 |
0.7646 |
|
| R1 |
0.7648 |
0.7648 |
0.7645 |
0.7650 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7644 |
| S1 |
0.7639 |
0.7639 |
0.7644 |
0.7641 |
| S2 |
0.7634 |
0.7634 |
0.7643 |
|
| S3 |
0.7626 |
0.7631 |
0.7642 |
|
| S4 |
0.7617 |
0.7622 |
0.7640 |
|
|
| 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 |
0.7638 |
0.0088 |
1.2% |
0.0021 |
0.3% |
8% |
False |
True |
29 |
| 10 |
0.7726 |
0.7638 |
0.0088 |
1.2% |
0.0016 |
0.2% |
8% |
False |
True |
24 |
| 20 |
0.7841 |
0.7638 |
0.0204 |
2.7% |
0.0018 |
0.2% |
3% |
False |
True |
15 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
15% |
False |
False |
12 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
15% |
False |
False |
10 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
25% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7682 |
|
2.618 |
0.7668 |
|
1.618 |
0.7660 |
|
1.000 |
0.7655 |
|
0.618 |
0.7651 |
|
HIGH |
0.7646 |
|
0.618 |
0.7643 |
|
0.500 |
0.7642 |
|
0.382 |
0.7641 |
|
LOW |
0.7638 |
|
0.618 |
0.7632 |
|
1.000 |
0.7629 |
|
1.618 |
0.7624 |
|
2.618 |
0.7615 |
|
4.250 |
0.7601 |
|
|
| Fisher Pivots for day following 30-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7644 |
0.7654 |
| PP |
0.7643 |
0.7651 |
| S1 |
0.7642 |
0.7648 |
|