CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 23-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2018 |
23-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7668 |
0.0001 |
0.0% |
0.7712 |
| High |
0.7673 |
0.7676 |
0.0003 |
0.0% |
0.7765 |
| Low |
0.7659 |
0.7668 |
0.0010 |
0.1% |
0.7660 |
| Close |
0.7667 |
0.7675 |
0.0008 |
0.1% |
0.7660 |
| Range |
0.0015 |
0.0008 |
-0.0007 |
-48.3% |
0.0106 |
| ATR |
0.0031 |
0.0030 |
-0.0002 |
-5.1% |
0.0000 |
| Volume |
26 |
63 |
37 |
142.3% |
22 |
|
| Daily Pivots for day following 23-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7695 |
0.7693 |
0.7679 |
|
| R3 |
0.7688 |
0.7685 |
0.7677 |
|
| R2 |
0.7680 |
0.7680 |
0.7676 |
|
| R1 |
0.7678 |
0.7678 |
0.7676 |
0.7679 |
| PP |
0.7673 |
0.7673 |
0.7673 |
0.7674 |
| S1 |
0.7670 |
0.7670 |
0.7674 |
0.7672 |
| S2 |
0.7665 |
0.7665 |
0.7674 |
|
| S3 |
0.7658 |
0.7663 |
0.7673 |
|
| S4 |
0.7650 |
0.7655 |
0.7671 |
|
|
| Weekly Pivots for week ending 19-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8011 |
0.7941 |
0.7718 |
|
| R3 |
0.7906 |
0.7835 |
0.7689 |
|
| R2 |
0.7800 |
0.7800 |
0.7679 |
|
| R1 |
0.7730 |
0.7730 |
0.7669 |
0.7712 |
| PP |
0.7695 |
0.7695 |
0.7695 |
0.7686 |
| S1 |
0.7624 |
0.7624 |
0.7650 |
0.7607 |
| S2 |
0.7589 |
0.7589 |
0.7640 |
|
| S3 |
0.7484 |
0.7519 |
0.7630 |
|
| S4 |
0.7378 |
0.7413 |
0.7601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7659 |
0.0062 |
0.8% |
0.0011 |
0.1% |
27% |
False |
False |
19 |
| 10 |
0.7765 |
0.7659 |
0.0107 |
1.4% |
0.0018 |
0.2% |
15% |
False |
False |
13 |
| 20 |
0.7857 |
0.7659 |
0.0199 |
2.6% |
0.0017 |
0.2% |
8% |
False |
False |
12 |
| 40 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
27% |
False |
False |
10 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0015 |
0.2% |
27% |
False |
False |
8 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0014 |
0.2% |
36% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7707 |
|
2.618 |
0.7695 |
|
1.618 |
0.7688 |
|
1.000 |
0.7683 |
|
0.618 |
0.7680 |
|
HIGH |
0.7676 |
|
0.618 |
0.7673 |
|
0.500 |
0.7672 |
|
0.382 |
0.7671 |
|
LOW |
0.7668 |
|
0.618 |
0.7663 |
|
1.000 |
0.7660 |
|
1.618 |
0.7656 |
|
2.618 |
0.7648 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 23-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7674 |
0.7672 |
| PP |
0.7673 |
0.7670 |
| S1 |
0.7672 |
0.7667 |
|