CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 18-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2018 |
18-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7682 |
0.7684 |
0.0002 |
0.0% |
0.7606 |
| High |
0.7704 |
0.7723 |
0.0019 |
0.2% |
0.7720 |
| Low |
0.7677 |
0.7667 |
-0.0010 |
-0.1% |
0.7591 |
| Close |
0.7690 |
0.7716 |
0.0027 |
0.3% |
0.7687 |
| Range |
0.0027 |
0.0056 |
0.0029 |
105.6% |
0.0129 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
1.0% |
0.0000 |
| Volume |
41,394 |
52,170 |
10,776 |
26.0% |
246,111 |
|
| Daily Pivots for day following 18-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7868 |
0.7848 |
0.7747 |
|
| R3 |
0.7813 |
0.7792 |
0.7731 |
|
| R2 |
0.7757 |
0.7757 |
0.7726 |
|
| R1 |
0.7737 |
0.7737 |
0.7721 |
0.7747 |
| PP |
0.7702 |
0.7702 |
0.7702 |
0.7707 |
| S1 |
0.7681 |
0.7681 |
0.7711 |
0.7692 |
| S2 |
0.7646 |
0.7646 |
0.7706 |
|
| S3 |
0.7591 |
0.7626 |
0.7701 |
|
| S4 |
0.7535 |
0.7570 |
0.7685 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8053 |
0.7999 |
0.7758 |
|
| R3 |
0.7924 |
0.7870 |
0.7722 |
|
| R2 |
0.7795 |
0.7795 |
0.7711 |
|
| R1 |
0.7741 |
0.7741 |
0.7699 |
0.7768 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7680 |
| S1 |
0.7612 |
0.7612 |
0.7675 |
0.7639 |
| S2 |
0.7537 |
0.7537 |
0.7663 |
|
| S3 |
0.7408 |
0.7483 |
0.7652 |
|
| S4 |
0.7279 |
0.7354 |
0.7616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7723 |
0.7659 |
0.0064 |
0.8% |
0.0042 |
0.5% |
90% |
True |
False |
58,654 |
| 10 |
0.7723 |
0.7575 |
0.0148 |
1.9% |
0.0044 |
0.6% |
96% |
True |
False |
35,704 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0048 |
0.6% |
71% |
False |
False |
18,303 |
| 40 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0045 |
0.6% |
71% |
False |
False |
9,245 |
| 60 |
0.7774 |
0.7500 |
0.0274 |
3.6% |
0.0044 |
0.6% |
79% |
False |
False |
6,204 |
| 80 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0045 |
0.6% |
65% |
False |
False |
4,716 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
57% |
False |
False |
3,801 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0044 |
0.6% |
42% |
False |
False |
3,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7958 |
|
2.618 |
0.7868 |
|
1.618 |
0.7812 |
|
1.000 |
0.7778 |
|
0.618 |
0.7757 |
|
HIGH |
0.7723 |
|
0.618 |
0.7701 |
|
0.500 |
0.7695 |
|
0.382 |
0.7688 |
|
LOW |
0.7667 |
|
0.618 |
0.7633 |
|
1.000 |
0.7611 |
|
1.618 |
0.7577 |
|
2.618 |
0.7522 |
|
4.250 |
0.7431 |
|
|
| Fisher Pivots for day following 18-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7709 |
0.7709 |
| PP |
0.7702 |
0.7702 |
| S1 |
0.7695 |
0.7695 |
|