CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 17-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2018 |
17-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7760 |
0.7720 |
-0.0040 |
-0.5% |
0.7750 |
| High |
0.7765 |
0.7720 |
-0.0045 |
-0.6% |
0.7760 |
| Low |
0.7760 |
0.7720 |
-0.0040 |
-0.5% |
0.7690 |
| Close |
0.7764 |
0.7720 |
-0.0044 |
-0.6% |
0.7700 |
| Range |
0.0005 |
0.0000 |
-0.0005 |
-100.0% |
0.0070 |
| ATR |
0.0032 |
0.0033 |
0.0001 |
2.5% |
0.0000 |
| Volume |
4 |
0 |
-4 |
-100.0% |
29 |
|
| Daily Pivots for day following 17-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7720 |
0.7720 |
|
| R3 |
0.7720 |
0.7720 |
0.7720 |
|
| R2 |
0.7720 |
0.7720 |
0.7720 |
|
| R1 |
0.7720 |
0.7720 |
0.7720 |
0.7720 |
| PP |
0.7720 |
0.7720 |
0.7720 |
0.7720 |
| S1 |
0.7720 |
0.7720 |
0.7720 |
0.7720 |
| S2 |
0.7720 |
0.7720 |
0.7720 |
|
| S3 |
0.7720 |
0.7720 |
0.7720 |
|
| S4 |
0.7720 |
0.7720 |
0.7720 |
|
|
| Weekly Pivots for week ending 12-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7926 |
0.7883 |
0.7738 |
|
| R3 |
0.7856 |
0.7813 |
0.7719 |
|
| R2 |
0.7786 |
0.7786 |
0.7712 |
|
| R1 |
0.7743 |
0.7743 |
0.7706 |
0.7730 |
| PP |
0.7716 |
0.7716 |
0.7716 |
0.7710 |
| S1 |
0.7673 |
0.7673 |
0.7693 |
0.7659 |
| S2 |
0.7646 |
0.7646 |
0.7687 |
|
| S3 |
0.7576 |
0.7603 |
0.7680 |
|
| S4 |
0.7506 |
0.7533 |
0.7661 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7765 |
0.7690 |
0.0076 |
1.0% |
0.0016 |
0.2% |
40% |
False |
False |
6 |
| 10 |
0.7775 |
0.7690 |
0.0086 |
1.1% |
0.0017 |
0.2% |
36% |
False |
False |
5 |
| 20 |
0.7857 |
0.7690 |
0.0168 |
2.2% |
0.0015 |
0.2% |
18% |
False |
False |
8 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0017 |
0.2% |
45% |
False |
False |
9 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0015 |
0.2% |
45% |
False |
False |
7 |
| 80 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
57% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7720 |
|
2.618 |
0.7720 |
|
1.618 |
0.7720 |
|
1.000 |
0.7720 |
|
0.618 |
0.7720 |
|
HIGH |
0.7720 |
|
0.618 |
0.7720 |
|
0.500 |
0.7720 |
|
0.382 |
0.7720 |
|
LOW |
0.7720 |
|
0.618 |
0.7720 |
|
1.000 |
0.7720 |
|
1.618 |
0.7720 |
|
2.618 |
0.7720 |
|
4.250 |
0.7720 |
|
|
| Fisher Pivots for day following 17-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7720 |
0.7739 |
| PP |
0.7720 |
0.7732 |
| S1 |
0.7720 |
0.7726 |
|