CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2018 |
06-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7602 |
0.7604 |
0.0002 |
0.0% |
0.7697 |
| High |
0.7612 |
0.7631 |
0.0019 |
0.2% |
0.7774 |
| Low |
0.7587 |
0.7575 |
-0.0012 |
-0.2% |
0.7656 |
| Close |
0.7596 |
0.7628 |
0.0032 |
0.4% |
0.7678 |
| Range |
0.0026 |
0.0056 |
0.0030 |
119.6% |
0.0118 |
| ATR |
0.0049 |
0.0050 |
0.0000 |
1.0% |
0.0000 |
| Volume |
3,694 |
2,756 |
-938 |
-25.4% |
4,783 |
|
| Daily Pivots for day following 06-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7779 |
0.7759 |
0.7658 |
|
| R3 |
0.7723 |
0.7703 |
0.7643 |
|
| R2 |
0.7667 |
0.7667 |
0.7638 |
|
| R1 |
0.7647 |
0.7647 |
0.7633 |
0.7657 |
| PP |
0.7611 |
0.7611 |
0.7611 |
0.7616 |
| S1 |
0.7591 |
0.7591 |
0.7622 |
0.7601 |
| S2 |
0.7555 |
0.7555 |
0.7617 |
|
| S3 |
0.7499 |
0.7535 |
0.7612 |
|
| S4 |
0.7443 |
0.7479 |
0.7597 |
|
|
| 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 |
0.7575 |
0.0188 |
2.5% |
0.0058 |
0.8% |
28% |
False |
True |
2,183 |
| 10 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0055 |
0.7% |
26% |
False |
True |
1,474 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0049 |
0.6% |
26% |
False |
True |
856 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
3.0% |
0.0045 |
0.6% |
36% |
False |
False |
516 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0044 |
0.6% |
47% |
False |
False |
395 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
34% |
False |
False |
350 |
| 100 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0044 |
0.6% |
25% |
False |
False |
304 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
25% |
False |
False |
266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7869 |
|
2.618 |
0.7778 |
|
1.618 |
0.7722 |
|
1.000 |
0.7687 |
|
0.618 |
0.7666 |
|
HIGH |
0.7631 |
|
0.618 |
0.7610 |
|
0.500 |
0.7603 |
|
0.382 |
0.7596 |
|
LOW |
0.7575 |
|
0.618 |
0.7540 |
|
1.000 |
0.7519 |
|
1.618 |
0.7484 |
|
2.618 |
0.7428 |
|
4.250 |
0.7337 |
|
|
| Fisher Pivots for day following 06-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7627 |
| PP |
0.7611 |
0.7626 |
| S1 |
0.7603 |
0.7625 |
|