CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 04-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2018 |
04-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7809 |
0.7783 |
-0.0026 |
-0.3% |
0.7752 |
| High |
0.7820 |
0.7789 |
-0.0031 |
-0.4% |
0.7762 |
| Low |
0.7773 |
0.7740 |
-0.0033 |
-0.4% |
0.7656 |
| Close |
0.7799 |
0.7748 |
-0.0051 |
-0.7% |
0.7751 |
| Range |
0.0047 |
0.0049 |
0.0002 |
4.3% |
0.0106 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.4% |
0.0000 |
| Volume |
63,319 |
63,398 |
79 |
0.1% |
333,413 |
|
| Daily Pivots for day following 04-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7906 |
0.7876 |
0.7774 |
|
| R3 |
0.7857 |
0.7827 |
0.7761 |
|
| R2 |
0.7808 |
0.7808 |
0.7756 |
|
| R1 |
0.7778 |
0.7778 |
0.7752 |
0.7768 |
| PP |
0.7759 |
0.7759 |
0.7759 |
0.7754 |
| S1 |
0.7729 |
0.7729 |
0.7743 |
0.7719 |
| S2 |
0.7710 |
0.7710 |
0.7739 |
|
| S3 |
0.7661 |
0.7680 |
0.7734 |
|
| S4 |
0.7612 |
0.7631 |
0.7721 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8002 |
0.7809 |
|
| R3 |
0.7935 |
0.7896 |
0.7780 |
|
| R2 |
0.7829 |
0.7829 |
0.7770 |
|
| R1 |
0.7790 |
0.7790 |
0.7760 |
0.7756 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7706 |
| S1 |
0.7684 |
0.7684 |
0.7741 |
0.7650 |
| S2 |
0.7617 |
0.7617 |
0.7731 |
|
| S3 |
0.7511 |
0.7578 |
0.7721 |
|
| S4 |
0.7405 |
0.7472 |
0.7692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7836 |
0.7681 |
0.0155 |
2.0% |
0.0054 |
0.7% |
43% |
False |
False |
77,518 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0044 |
0.6% |
51% |
False |
False |
71,091 |
| 20 |
0.7836 |
0.7591 |
0.0245 |
3.2% |
0.0045 |
0.6% |
64% |
False |
False |
60,200 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
66% |
False |
False |
30,528 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.7% |
0.0045 |
0.6% |
70% |
False |
False |
20,411 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0044 |
0.6% |
74% |
False |
False |
15,347 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
65% |
False |
False |
12,320 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
48% |
False |
False |
10,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7997 |
|
2.618 |
0.7917 |
|
1.618 |
0.7868 |
|
1.000 |
0.7838 |
|
0.618 |
0.7819 |
|
HIGH |
0.7789 |
|
0.618 |
0.7770 |
|
0.500 |
0.7765 |
|
0.382 |
0.7759 |
|
LOW |
0.7740 |
|
0.618 |
0.7710 |
|
1.000 |
0.7691 |
|
1.618 |
0.7661 |
|
2.618 |
0.7612 |
|
4.250 |
0.7532 |
|
|
| Fisher Pivots for day following 04-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7765 |
0.7782 |
| PP |
0.7759 |
0.7771 |
| S1 |
0.7753 |
0.7759 |
|