CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2018 |
19-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7688 |
0.7653 |
-0.0036 |
-0.5% |
0.7689 |
| High |
0.7690 |
0.7684 |
-0.0006 |
-0.1% |
0.7751 |
| Low |
0.7648 |
0.7623 |
-0.0025 |
-0.3% |
0.7623 |
| Close |
0.7655 |
0.7632 |
-0.0023 |
-0.3% |
0.7632 |
| Range |
0.0042 |
0.0061 |
0.0019 |
47.0% |
0.0128 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.8% |
0.0000 |
| Volume |
66,428 |
87,955 |
21,527 |
32.4% |
345,444 |
|
| Daily Pivots for day following 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7791 |
0.7665 |
|
| R3 |
0.7768 |
0.7730 |
0.7648 |
|
| R2 |
0.7707 |
0.7707 |
0.7643 |
|
| R1 |
0.7669 |
0.7669 |
0.7637 |
0.7658 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7640 |
| S1 |
0.7608 |
0.7608 |
0.7626 |
0.7597 |
| S2 |
0.7585 |
0.7585 |
0.7620 |
|
| S3 |
0.7524 |
0.7547 |
0.7615 |
|
| S4 |
0.7463 |
0.7486 |
0.7598 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8052 |
0.7970 |
0.7702 |
|
| R3 |
0.7924 |
0.7842 |
0.7667 |
|
| R2 |
0.7796 |
0.7796 |
0.7655 |
|
| R1 |
0.7714 |
0.7714 |
0.7643 |
0.7691 |
| PP |
0.7668 |
0.7668 |
0.7668 |
0.7657 |
| S1 |
0.7586 |
0.7586 |
0.7620 |
0.7563 |
| S2 |
0.7540 |
0.7540 |
0.7608 |
|
| S3 |
0.7412 |
0.7458 |
0.7596 |
|
| S4 |
0.7284 |
0.7330 |
0.7561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7751 |
0.7623 |
0.0128 |
1.7% |
0.0053 |
0.7% |
7% |
False |
True |
69,088 |
| 10 |
0.7751 |
0.7623 |
0.0128 |
1.7% |
0.0049 |
0.6% |
7% |
False |
True |
66,449 |
| 20 |
0.7836 |
0.7623 |
0.0213 |
2.8% |
0.0047 |
0.6% |
4% |
False |
True |
68,257 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
22% |
False |
False |
48,628 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
22% |
False |
False |
32,493 |
| 80 |
0.7836 |
0.7520 |
0.0316 |
4.1% |
0.0045 |
0.6% |
35% |
False |
False |
24,403 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
39% |
False |
False |
19,562 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
35% |
False |
False |
16,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7943 |
|
2.618 |
0.7843 |
|
1.618 |
0.7782 |
|
1.000 |
0.7744 |
|
0.618 |
0.7721 |
|
HIGH |
0.7684 |
|
0.618 |
0.7660 |
|
0.500 |
0.7653 |
|
0.382 |
0.7646 |
|
LOW |
0.7623 |
|
0.618 |
0.7585 |
|
1.000 |
0.7562 |
|
1.618 |
0.7524 |
|
2.618 |
0.7463 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 19-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7653 |
0.7682 |
| PP |
0.7646 |
0.7665 |
| S1 |
0.7639 |
0.7648 |
|