CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2018 |
29-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7655 |
0.7642 |
-0.0013 |
-0.2% |
0.7636 |
| High |
0.7659 |
0.7650 |
-0.0009 |
-0.1% |
0.7718 |
| Low |
0.7604 |
0.7611 |
0.0007 |
0.1% |
0.7604 |
| Close |
0.7646 |
0.7625 |
-0.0021 |
-0.3% |
0.7646 |
| Range |
0.0054 |
0.0039 |
-0.0015 |
-28.4% |
0.0114 |
| ATR |
0.0049 |
0.0049 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
95,060 |
53,337 |
-41,723 |
-43.9% |
430,029 |
|
| Daily Pivots for day following 29-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7724 |
0.7646 |
|
| R3 |
0.7707 |
0.7685 |
0.7635 |
|
| R2 |
0.7668 |
0.7668 |
0.7632 |
|
| R1 |
0.7646 |
0.7646 |
0.7628 |
0.7637 |
| PP |
0.7629 |
0.7629 |
0.7629 |
0.7624 |
| S1 |
0.7607 |
0.7607 |
0.7621 |
0.7598 |
| S2 |
0.7590 |
0.7590 |
0.7617 |
|
| S3 |
0.7551 |
0.7568 |
0.7614 |
|
| S4 |
0.7512 |
0.7529 |
0.7603 |
|
|
| 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% |
0.0050 |
0.7% |
18% |
False |
False |
85,688 |
| 10 |
0.7751 |
0.7604 |
0.0146 |
1.9% |
0.0048 |
0.6% |
14% |
False |
False |
75,704 |
| 20 |
0.7825 |
0.7604 |
0.0220 |
2.9% |
0.0047 |
0.6% |
9% |
False |
False |
70,327 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
19% |
False |
False |
60,574 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
19% |
False |
False |
40,531 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
27% |
False |
False |
30,440 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
37% |
False |
False |
24,386 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
33% |
False |
False |
20,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7816 |
|
2.618 |
0.7752 |
|
1.618 |
0.7713 |
|
1.000 |
0.7689 |
|
0.618 |
0.7674 |
|
HIGH |
0.7650 |
|
0.618 |
0.7635 |
|
0.500 |
0.7631 |
|
0.382 |
0.7626 |
|
LOW |
0.7611 |
|
0.618 |
0.7587 |
|
1.000 |
0.7572 |
|
1.618 |
0.7548 |
|
2.618 |
0.7509 |
|
4.250 |
0.7445 |
|
|
| Fisher Pivots for day following 29-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7647 |
| PP |
0.7629 |
0.7640 |
| S1 |
0.7627 |
0.7632 |
|