CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 08-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2018 |
08-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7772 |
0.7750 |
-0.0023 |
-0.3% |
0.7843 |
| High |
0.7772 |
0.7750 |
-0.0023 |
-0.3% |
0.7857 |
| Low |
0.7760 |
0.7750 |
-0.0011 |
-0.1% |
0.7760 |
| Close |
0.7763 |
0.7750 |
-0.0013 |
-0.2% |
0.7763 |
| Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0097 |
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-4.3% |
0.0000 |
| Volume |
5 |
0 |
-5 |
-100.0% |
82 |
|
| Daily Pivots for day following 08-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7750 |
0.7750 |
|
| R3 |
0.7750 |
0.7750 |
0.7750 |
|
| R2 |
0.7750 |
0.7750 |
0.7750 |
|
| R1 |
0.7750 |
0.7750 |
0.7750 |
0.7750 |
| PP |
0.7750 |
0.7750 |
0.7750 |
0.7750 |
| S1 |
0.7750 |
0.7750 |
0.7750 |
0.7750 |
| S2 |
0.7750 |
0.7750 |
0.7750 |
|
| S3 |
0.7750 |
0.7750 |
0.7750 |
|
| S4 |
0.7750 |
0.7750 |
0.7750 |
|
|
| Weekly Pivots for week ending 05-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8084 |
0.8020 |
0.7816 |
|
| R3 |
0.7987 |
0.7923 |
0.7789 |
|
| R2 |
0.7890 |
0.7890 |
0.7780 |
|
| R1 |
0.7826 |
0.7826 |
0.7771 |
0.7810 |
| PP |
0.7793 |
0.7793 |
0.7793 |
0.7785 |
| S1 |
0.7729 |
0.7729 |
0.7754 |
0.7713 |
| S2 |
0.7696 |
0.7696 |
0.7745 |
|
| S3 |
0.7599 |
0.7632 |
0.7736 |
|
| S4 |
0.7502 |
0.7535 |
0.7709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7841 |
0.7750 |
0.0092 |
1.2% |
0.0011 |
0.1% |
0% |
False |
True |
5 |
| 10 |
0.7857 |
0.7694 |
0.0163 |
2.1% |
0.0013 |
0.2% |
34% |
False |
False |
11 |
| 20 |
0.7857 |
0.7633 |
0.0224 |
2.9% |
0.0013 |
0.2% |
52% |
False |
False |
7 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.2% |
0.0014 |
0.2% |
57% |
False |
False |
8 |
| 60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0013 |
0.2% |
62% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7750 |
|
1.618 |
0.7750 |
|
1.000 |
0.7750 |
|
0.618 |
0.7750 |
|
HIGH |
0.7750 |
|
0.618 |
0.7750 |
|
0.500 |
0.7750 |
|
0.382 |
0.7750 |
|
LOW |
0.7750 |
|
0.618 |
0.7750 |
|
1.000 |
0.7750 |
|
1.618 |
0.7750 |
|
2.618 |
0.7750 |
|
4.250 |
0.7750 |
|
|
| Fisher Pivots for day following 08-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7750 |
0.7762 |
| PP |
0.7750 |
0.7758 |
| S1 |
0.7750 |
0.7754 |
|