CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2018 |
05-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7783 |
0.7749 |
-0.0034 |
-0.4% |
0.7794 |
| High |
0.7789 |
0.7770 |
-0.0020 |
-0.3% |
0.7836 |
| Low |
0.7740 |
0.7729 |
-0.0012 |
-0.1% |
0.7729 |
| Close |
0.7748 |
0.7739 |
-0.0009 |
-0.1% |
0.7739 |
| Range |
0.0049 |
0.0041 |
-0.0008 |
-16.3% |
0.0107 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
63,398 |
62,347 |
-1,051 |
-1.7% |
367,234 |
|
| Daily Pivots for day following 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7869 |
0.7845 |
0.7761 |
|
| R3 |
0.7828 |
0.7804 |
0.7750 |
|
| R2 |
0.7787 |
0.7787 |
0.7746 |
|
| R1 |
0.7763 |
0.7763 |
0.7742 |
0.7754 |
| PP |
0.7746 |
0.7746 |
0.7746 |
0.7741 |
| S1 |
0.7721 |
0.7721 |
0.7735 |
0.7713 |
| S2 |
0.7704 |
0.7704 |
0.7731 |
|
| S3 |
0.7663 |
0.7680 |
0.7727 |
|
| S4 |
0.7622 |
0.7639 |
0.7716 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8089 |
0.8021 |
0.7797 |
|
| R3 |
0.7982 |
0.7914 |
0.7768 |
|
| R2 |
0.7875 |
0.7875 |
0.7758 |
|
| R1 |
0.7807 |
0.7807 |
0.7748 |
0.7787 |
| PP |
0.7768 |
0.7768 |
0.7768 |
0.7758 |
| S1 |
0.7700 |
0.7700 |
0.7729 |
0.7680 |
| S2 |
0.7661 |
0.7661 |
0.7719 |
|
| S3 |
0.7554 |
0.7593 |
0.7709 |
|
| S4 |
0.7447 |
0.7486 |
0.7680 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7836 |
0.7729 |
0.0107 |
1.4% |
0.0046 |
0.6% |
9% |
False |
True |
73,446 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0045 |
0.6% |
46% |
False |
False |
70,064 |
| 20 |
0.7836 |
0.7591 |
0.0245 |
3.2% |
0.0045 |
0.6% |
60% |
False |
False |
62,772 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
63% |
False |
False |
32,084 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.7% |
0.0045 |
0.6% |
66% |
False |
False |
21,447 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0044 |
0.6% |
71% |
False |
False |
16,124 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
63% |
False |
False |
12,943 |
| 120 |
0.7995 |
0.7500 |
0.0495 |
6.4% |
0.0044 |
0.6% |
48% |
False |
False |
10,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7944 |
|
2.618 |
0.7877 |
|
1.618 |
0.7836 |
|
1.000 |
0.7811 |
|
0.618 |
0.7795 |
|
HIGH |
0.7770 |
|
0.618 |
0.7754 |
|
0.500 |
0.7749 |
|
0.382 |
0.7744 |
|
LOW |
0.7729 |
|
0.618 |
0.7703 |
|
1.000 |
0.7687 |
|
1.618 |
0.7662 |
|
2.618 |
0.7621 |
|
4.250 |
0.7554 |
|
|
| Fisher Pivots for day following 05-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7749 |
0.7774 |
| PP |
0.7746 |
0.7762 |
| S1 |
0.7742 |
0.7750 |
|