CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 11-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2018 |
11-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7745 |
0.7706 |
-0.0039 |
-0.5% |
0.7843 |
| High |
0.7745 |
0.7714 |
-0.0031 |
-0.4% |
0.7857 |
| Low |
0.7703 |
0.7690 |
-0.0014 |
-0.2% |
0.7760 |
| Close |
0.7706 |
0.7699 |
-0.0007 |
-0.1% |
0.7763 |
| Range |
0.0042 |
0.0025 |
-0.0018 |
-41.7% |
0.0097 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
10 |
12 |
2 |
20.0% |
82 |
|
| Daily Pivots for day following 11-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7761 |
0.7712 |
|
| R3 |
0.7750 |
0.7737 |
0.7706 |
|
| R2 |
0.7725 |
0.7725 |
0.7703 |
|
| R1 |
0.7712 |
0.7712 |
0.7701 |
0.7707 |
| PP |
0.7701 |
0.7701 |
0.7701 |
0.7698 |
| S1 |
0.7688 |
0.7688 |
0.7697 |
0.7682 |
| S2 |
0.7676 |
0.7676 |
0.7695 |
|
| S3 |
0.7652 |
0.7663 |
0.7692 |
|
| S4 |
0.7627 |
0.7639 |
0.7686 |
|
|
| 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 |
0.7772 |
0.7690 |
0.0083 |
1.1% |
0.0021 |
0.3% |
12% |
False |
True |
5 |
| 10 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0017 |
0.2% |
6% |
False |
True |
12 |
| 20 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0012 |
0.2% |
6% |
False |
True |
7 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
37% |
False |
False |
9 |
| 60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0014 |
0.2% |
44% |
False |
False |
7 |
| 80 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
50% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7818 |
|
2.618 |
0.7778 |
|
1.618 |
0.7754 |
|
1.000 |
0.7739 |
|
0.618 |
0.7729 |
|
HIGH |
0.7714 |
|
0.618 |
0.7705 |
|
0.500 |
0.7702 |
|
0.382 |
0.7699 |
|
LOW |
0.7690 |
|
0.618 |
0.7674 |
|
1.000 |
0.7665 |
|
1.618 |
0.7650 |
|
2.618 |
0.7625 |
|
4.250 |
0.7585 |
|
|
| Fisher Pivots for day following 11-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7702 |
0.7725 |
| PP |
0.7701 |
0.7716 |
| S1 |
0.7700 |
0.7708 |
|