CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 22-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2018 |
22-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7653 |
0.7636 |
-0.0017 |
-0.2% |
0.7689 |
| High |
0.7684 |
0.7653 |
-0.0031 |
-0.4% |
0.7751 |
| Low |
0.7623 |
0.7626 |
0.0003 |
0.0% |
0.7623 |
| Close |
0.7632 |
0.7640 |
0.0008 |
0.1% |
0.7632 |
| Range |
0.0061 |
0.0027 |
-0.0034 |
-55.7% |
0.0128 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
87,955 |
54,926 |
-33,029 |
-37.6% |
345,444 |
|
| Daily Pivots for day following 22-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7721 |
0.7707 |
0.7654 |
|
| R3 |
0.7694 |
0.7680 |
0.7647 |
|
| R2 |
0.7667 |
0.7667 |
0.7644 |
|
| R1 |
0.7653 |
0.7653 |
0.7642 |
0.7660 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7643 |
| S1 |
0.7626 |
0.7626 |
0.7637 |
0.7633 |
| S2 |
0.7613 |
0.7613 |
0.7635 |
|
| S3 |
0.7586 |
0.7599 |
0.7632 |
|
| S4 |
0.7559 |
0.7572 |
0.7625 |
|
|
| 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% |
0.0047 |
0.6% |
13% |
False |
False |
65,720 |
| 10 |
0.7751 |
0.7623 |
0.0128 |
1.7% |
0.0048 |
0.6% |
13% |
False |
False |
67,616 |
| 20 |
0.7836 |
0.7623 |
0.0213 |
2.8% |
0.0047 |
0.6% |
8% |
False |
False |
68,535 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
25% |
False |
False |
49,983 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
25% |
False |
False |
33,407 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0045 |
0.6% |
32% |
False |
False |
25,089 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
42% |
False |
False |
20,109 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
37% |
False |
False |
16,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7724 |
|
1.618 |
0.7697 |
|
1.000 |
0.7680 |
|
0.618 |
0.7670 |
|
HIGH |
0.7653 |
|
0.618 |
0.7643 |
|
0.500 |
0.7640 |
|
0.382 |
0.7636 |
|
LOW |
0.7626 |
|
0.618 |
0.7609 |
|
1.000 |
0.7599 |
|
1.618 |
0.7582 |
|
2.618 |
0.7555 |
|
4.250 |
0.7511 |
|
|
| Fisher Pivots for day following 22-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7640 |
0.7656 |
| PP |
0.7640 |
0.7651 |
| S1 |
0.7640 |
0.7645 |
|