CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2018 |
05-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7674 |
0.7602 |
-0.0072 |
-0.9% |
0.7697 |
| High |
0.7675 |
0.7612 |
-0.0063 |
-0.8% |
0.7774 |
| Low |
0.7584 |
0.7587 |
0.0003 |
0.0% |
0.7656 |
| Close |
0.7603 |
0.7596 |
-0.0007 |
-0.1% |
0.7678 |
| Range |
0.0091 |
0.0026 |
-0.0065 |
-72.0% |
0.0118 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
2,302 |
3,694 |
1,392 |
60.5% |
4,783 |
|
| Daily Pivots for day following 05-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7661 |
0.7610 |
|
| R3 |
0.7649 |
0.7635 |
0.7603 |
|
| R2 |
0.7624 |
0.7624 |
0.7601 |
|
| R1 |
0.7610 |
0.7610 |
0.7598 |
0.7604 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7595 |
| S1 |
0.7584 |
0.7584 |
0.7594 |
0.7579 |
| S2 |
0.7573 |
0.7573 |
0.7591 |
|
| S3 |
0.7547 |
0.7559 |
0.7589 |
|
| S4 |
0.7522 |
0.7533 |
0.7582 |
|
|
| Weekly Pivots for week ending 31-Aug-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8057 |
0.7985 |
0.7742 |
|
| R3 |
0.7939 |
0.7867 |
0.7710 |
|
| R2 |
0.7821 |
0.7821 |
0.7699 |
|
| R1 |
0.7749 |
0.7749 |
0.7688 |
0.7726 |
| PP |
0.7703 |
0.7703 |
0.7703 |
0.7691 |
| S1 |
0.7631 |
0.7631 |
0.7667 |
0.7608 |
| S2 |
0.7584 |
0.7584 |
0.7656 |
|
| S3 |
0.7466 |
0.7513 |
0.7645 |
|
| S4 |
0.7348 |
0.7395 |
0.7613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7763 |
0.7584 |
0.0179 |
2.4% |
0.0054 |
0.7% |
7% |
False |
False |
1,755 |
| 10 |
0.7774 |
0.7584 |
0.0190 |
2.5% |
0.0053 |
0.7% |
6% |
False |
False |
1,248 |
| 20 |
0.7774 |
0.7584 |
0.0190 |
2.5% |
0.0048 |
0.6% |
6% |
False |
False |
723 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
3.0% |
0.0046 |
0.6% |
22% |
False |
False |
454 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0043 |
0.6% |
35% |
False |
False |
354 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
25% |
False |
False |
318 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0044 |
0.6% |
19% |
False |
False |
277 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0042 |
0.6% |
19% |
False |
False |
244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7720 |
|
2.618 |
0.7679 |
|
1.618 |
0.7653 |
|
1.000 |
0.7638 |
|
0.618 |
0.7628 |
|
HIGH |
0.7612 |
|
0.618 |
0.7602 |
|
0.500 |
0.7599 |
|
0.382 |
0.7596 |
|
LOW |
0.7587 |
|
0.618 |
0.7571 |
|
1.000 |
0.7561 |
|
1.618 |
0.7545 |
|
2.618 |
0.7520 |
|
4.250 |
0.7478 |
|
|
| Fisher Pivots for day following 05-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7599 |
0.7652 |
| PP |
0.7598 |
0.7633 |
| S1 |
0.7597 |
0.7615 |
|