CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 26-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2018 |
26-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7673 |
0.7655 |
-0.0018 |
-0.2% |
0.7636 |
| High |
0.7690 |
0.7659 |
-0.0032 |
-0.4% |
0.7718 |
| Low |
0.7641 |
0.7604 |
-0.0037 |
-0.5% |
0.7604 |
| Close |
0.7654 |
0.7646 |
-0.0009 |
-0.1% |
0.7646 |
| Range |
0.0049 |
0.0054 |
0.0005 |
11.2% |
0.0114 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.8% |
0.0000 |
| Volume |
83,652 |
95,060 |
11,408 |
13.6% |
430,029 |
|
| Daily Pivots for day following 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7777 |
0.7675 |
|
| R3 |
0.7745 |
0.7722 |
0.7660 |
|
| R2 |
0.7690 |
0.7690 |
0.7655 |
|
| R1 |
0.7668 |
0.7668 |
0.7650 |
0.7652 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7628 |
| S1 |
0.7614 |
0.7614 |
0.7641 |
0.7598 |
| S2 |
0.7582 |
0.7582 |
0.7636 |
|
| S3 |
0.7527 |
0.7559 |
0.7631 |
|
| S4 |
0.7473 |
0.7505 |
0.7616 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7936 |
0.7708 |
|
| R3 |
0.7884 |
0.7822 |
0.7677 |
|
| R2 |
0.7770 |
0.7770 |
0.7666 |
|
| R1 |
0.7708 |
0.7708 |
0.7656 |
0.7739 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7671 |
| S1 |
0.7594 |
0.7594 |
0.7635 |
0.7625 |
| S2 |
0.7542 |
0.7542 |
0.7625 |
|
| S3 |
0.7428 |
0.7480 |
0.7614 |
|
| S4 |
0.7314 |
0.7366 |
0.7583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7718 |
0.7604 |
0.0114 |
1.5% |
0.0047 |
0.6% |
36% |
False |
True |
86,005 |
| 10 |
0.7751 |
0.7604 |
0.0146 |
1.9% |
0.0050 |
0.7% |
28% |
False |
True |
77,547 |
| 20 |
0.7836 |
0.7604 |
0.0231 |
3.0% |
0.0048 |
0.6% |
18% |
False |
True |
73,088 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0048 |
0.6% |
27% |
False |
False |
59,281 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
27% |
False |
False |
39,645 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0045 |
0.6% |
34% |
False |
False |
29,774 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
43% |
False |
False |
23,855 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
38% |
False |
False |
19,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7890 |
|
2.618 |
0.7801 |
|
1.618 |
0.7747 |
|
1.000 |
0.7713 |
|
0.618 |
0.7692 |
|
HIGH |
0.7659 |
|
0.618 |
0.7638 |
|
0.500 |
0.7631 |
|
0.382 |
0.7625 |
|
LOW |
0.7604 |
|
0.618 |
0.7570 |
|
1.000 |
0.7550 |
|
1.618 |
0.7516 |
|
2.618 |
0.7461 |
|
4.250 |
0.7372 |
|
|
| Fisher Pivots for day following 26-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7641 |
0.7661 |
| PP |
0.7636 |
0.7656 |
| S1 |
0.7631 |
0.7651 |
|