CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 13-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2018 |
13-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7667 |
0.7709 |
0.0042 |
0.5% |
0.7674 |
| High |
0.7718 |
0.7720 |
0.0003 |
0.0% |
0.7675 |
| Low |
0.7659 |
0.7691 |
0.0032 |
0.4% |
0.7575 |
| Close |
0.7714 |
0.7712 |
-0.0002 |
0.0% |
0.7606 |
| Range |
0.0058 |
0.0029 |
-0.0029 |
-50.4% |
0.0100 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
62,437 |
57,369 |
-5,068 |
-8.1% |
19,675 |
|
| Daily Pivots for day following 13-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7782 |
0.7728 |
|
| R3 |
0.7766 |
0.7753 |
0.7720 |
|
| R2 |
0.7737 |
0.7737 |
0.7717 |
|
| R1 |
0.7724 |
0.7724 |
0.7715 |
0.7731 |
| PP |
0.7708 |
0.7708 |
0.7708 |
0.7711 |
| S1 |
0.7695 |
0.7695 |
0.7709 |
0.7702 |
| S2 |
0.7679 |
0.7679 |
0.7707 |
|
| S3 |
0.7650 |
0.7666 |
0.7704 |
|
| S4 |
0.7621 |
0.7637 |
0.7696 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7862 |
0.7661 |
|
| R3 |
0.7819 |
0.7762 |
0.7633 |
|
| R2 |
0.7719 |
0.7719 |
0.7624 |
|
| R1 |
0.7662 |
0.7662 |
0.7615 |
0.7641 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7608 |
| S1 |
0.7562 |
0.7562 |
0.7597 |
0.7541 |
| S2 |
0.7519 |
0.7519 |
0.7588 |
|
| S3 |
0.7419 |
0.7462 |
0.7579 |
|
| S4 |
0.7319 |
0.7362 |
0.7551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7591 |
0.0129 |
1.7% |
0.0047 |
0.6% |
94% |
True |
False |
35,426 |
| 10 |
0.7763 |
0.7575 |
0.0188 |
2.4% |
0.0053 |
0.7% |
73% |
False |
False |
18,805 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0048 |
0.6% |
69% |
False |
False |
9,667 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
2.9% |
0.0046 |
0.6% |
73% |
False |
False |
4,925 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0043 |
0.6% |
77% |
False |
False |
3,323 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
56% |
False |
False |
2,556 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
56% |
False |
False |
2,068 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
41% |
False |
False |
1,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7843 |
|
2.618 |
0.7796 |
|
1.618 |
0.7767 |
|
1.000 |
0.7749 |
|
0.618 |
0.7738 |
|
HIGH |
0.7720 |
|
0.618 |
0.7709 |
|
0.500 |
0.7706 |
|
0.382 |
0.7702 |
|
LOW |
0.7691 |
|
0.618 |
0.7673 |
|
1.000 |
0.7662 |
|
1.618 |
0.7644 |
|
2.618 |
0.7615 |
|
4.250 |
0.7568 |
|
|
| Fisher Pivots for day following 13-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7710 |
0.7695 |
| PP |
0.7708 |
0.7679 |
| S1 |
0.7706 |
0.7662 |
|