CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Oct-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Oct-2018 | 
                    16-Oct-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7689 | 
                        0.7711 | 
                        0.0022 | 
                        0.3% | 
                        0.7737 | 
                     
                    
                        | High | 
                        0.7728 | 
                        0.7751 | 
                        0.0023 | 
                        0.3% | 
                        0.7746 | 
                     
                    
                        | Low | 
                        0.7671 | 
                        0.7702 | 
                        0.0031 | 
                        0.4% | 
                        0.7660 | 
                     
                    
                        | Close | 
                        0.7710 | 
                        0.7737 | 
                        0.0028 | 
                        0.4% | 
                        0.7673 | 
                     
                    
                        | Range | 
                        0.0057 | 
                        0.0049 | 
                        -0.0008 | 
                        -13.3% | 
                        0.0086 | 
                     
                    
                        | ATR | 
                        0.0049 | 
                        0.0049 | 
                        0.0000 | 
                        0.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        71,768 | 
                        55,388 | 
                        -16,380 | 
                        -22.8% | 
                        319,053 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Oct-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7877 | 
                0.7856 | 
                0.7764 | 
                 | 
             
            
                | R3 | 
                0.7828 | 
                0.7807 | 
                0.7750 | 
                 | 
             
            
                | R2 | 
                0.7779 | 
                0.7779 | 
                0.7746 | 
                 | 
             
            
                | R1 | 
                0.7758 | 
                0.7758 | 
                0.7741 | 
                0.7768 | 
             
            
                | PP | 
                0.7730 | 
                0.7730 | 
                0.7730 | 
                0.7735 | 
             
            
                | S1 | 
                0.7709 | 
                0.7709 | 
                0.7733 | 
                0.7719 | 
             
            
                | S2 | 
                0.7681 | 
                0.7681 | 
                0.7728 | 
                 | 
             
            
                | S3 | 
                0.7632 | 
                0.7660 | 
                0.7724 | 
                 | 
             
            
                | S4 | 
                0.7583 | 
                0.7611 | 
                0.7710 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Oct-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7951 | 
                0.7898 | 
                0.7720 | 
                 | 
             
            
                | R3 | 
                0.7865 | 
                0.7812 | 
                0.7697 | 
                 | 
             
            
                | R2 | 
                0.7779 | 
                0.7779 | 
                0.7689 | 
                 | 
             
            
                | R1 | 
                0.7726 | 
                0.7726 | 
                0.7681 | 
                0.7709 | 
             
            
                | PP | 
                0.7693 | 
                0.7693 | 
                0.7693 | 
                0.7684 | 
             
            
                | S1 | 
                0.7640 | 
                0.7640 | 
                0.7665 | 
                0.7623 | 
             
            
                | S2 | 
                0.7607 | 
                0.7607 | 
                0.7657 | 
                 | 
             
            
                | S3 | 
                0.7521 | 
                0.7554 | 
                0.7649 | 
                 | 
             
            
                | S4 | 
                0.7435 | 
                0.7468 | 
                0.7626 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7751 | 
                0.7660 | 
                0.0091 | 
                1.2% | 
                0.0051 | 
                0.7% | 
                85% | 
                True | 
                False | 
                69,257 | 
                 
                
                | 10 | 
                0.7820 | 
                0.7660 | 
                0.0161 | 
                2.1% | 
                0.0047 | 
                0.6% | 
                48% | 
                False | 
                False | 
                63,527 | 
                 
                
                | 20 | 
                0.7836 | 
                0.7656 | 
                0.0180 | 
                2.3% | 
                0.0046 | 
                0.6% | 
                45% | 
                False | 
                False | 
                68,098 | 
                 
                
                | 40 | 
                0.7836 | 
                0.7575 | 
                0.0260 | 
                3.4% | 
                0.0047 | 
                0.6% | 
                62% | 
                False | 
                False | 
                43,201 | 
                 
                
                | 60 | 
                0.7836 | 
                0.7575 | 
                0.0260 | 
                3.4% | 
                0.0045 | 
                0.6% | 
                62% | 
                False | 
                False | 
                28,863 | 
                 
                
                | 80 | 
                0.7836 | 
                0.7500 | 
                0.0335 | 
                4.3% | 
                0.0044 | 
                0.6% | 
                71% | 
                False | 
                False | 
                21,678 | 
                 
                
                | 100 | 
                0.7836 | 
                0.7500 | 
                0.0336 | 
                4.3% | 
                0.0045 | 
                0.6% | 
                71% | 
                False | 
                False | 
                17,392 | 
                 
                
                | 120 | 
                0.7880 | 
                0.7500 | 
                0.0380 | 
                4.9% | 
                0.0045 | 
                0.6% | 
                62% | 
                False | 
                False | 
                14,517 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7959 | 
         
        
            | 
2.618             | 
            0.7879 | 
         
        
            | 
1.618             | 
            0.7830 | 
         
        
            | 
1.000             | 
            0.7799 | 
         
        
            | 
0.618             | 
            0.7781 | 
         
        
            | 
HIGH             | 
            0.7751 | 
         
        
            | 
0.618             | 
            0.7732 | 
         
        
            | 
0.500             | 
            0.7726 | 
         
        
            | 
0.382             | 
            0.7720 | 
         
        
            | 
LOW             | 
            0.7702 | 
         
        
            | 
0.618             | 
            0.7671 | 
         
        
            | 
1.000             | 
            0.7653 | 
         
        
            | 
1.618             | 
            0.7622 | 
         
        
            | 
2.618             | 
            0.7573 | 
         
        
            | 
4.250             | 
            0.7493 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Oct-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7733 | 
                                0.7728 | 
                             
                            
                                | PP | 
                                0.7730 | 
                                0.7719 | 
                             
                            
                                | S1 | 
                                0.7726 | 
                                0.7711 | 
                             
             
         |