CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7749 |
0.7737 |
-0.0011 |
-0.1% |
0.7794 |
| High |
0.7770 |
0.7737 |
-0.0033 |
-0.4% |
0.7836 |
| Low |
0.7729 |
0.7696 |
-0.0033 |
-0.4% |
0.7729 |
| Close |
0.7739 |
0.7726 |
-0.0013 |
-0.2% |
0.7739 |
| Range |
0.0041 |
0.0041 |
0.0000 |
0.0% |
0.0107 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
62,347 |
43,260 |
-19,087 |
-30.6% |
367,234 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7825 |
0.7748 |
|
| R3 |
0.7802 |
0.7784 |
0.7737 |
|
| R2 |
0.7761 |
0.7761 |
0.7733 |
|
| R1 |
0.7743 |
0.7743 |
0.7729 |
0.7731 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7714 |
| S1 |
0.7702 |
0.7702 |
0.7722 |
0.7690 |
| S2 |
0.7678 |
0.7678 |
0.7718 |
|
| S3 |
0.7637 |
0.7661 |
0.7714 |
|
| S4 |
0.7596 |
0.7620 |
0.7703 |
|
|
| 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 |
0.7825 |
0.7696 |
0.0129 |
1.7% |
0.0041 |
0.5% |
23% |
False |
True |
60,387 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0046 |
0.6% |
39% |
False |
False |
69,454 |
| 20 |
0.7836 |
0.7604 |
0.0231 |
3.0% |
0.0046 |
0.6% |
52% |
False |
False |
64,308 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
58% |
False |
False |
33,159 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.7% |
0.0045 |
0.6% |
62% |
False |
False |
22,164 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0043 |
0.6% |
67% |
False |
False |
16,662 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
59% |
False |
False |
13,373 |
| 120 |
0.7972 |
0.7500 |
0.0472 |
6.1% |
0.0044 |
0.6% |
48% |
False |
False |
11,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7911 |
|
2.618 |
0.7844 |
|
1.618 |
0.7803 |
|
1.000 |
0.7778 |
|
0.618 |
0.7762 |
|
HIGH |
0.7737 |
|
0.618 |
0.7721 |
|
0.500 |
0.7717 |
|
0.382 |
0.7712 |
|
LOW |
0.7696 |
|
0.618 |
0.7671 |
|
1.000 |
0.7655 |
|
1.618 |
0.7630 |
|
2.618 |
0.7589 |
|
4.250 |
0.7522 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7723 |
0.7743 |
| PP |
0.7720 |
0.7737 |
| S1 |
0.7717 |
0.7731 |
|