CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2018 |
19-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7684 |
0.7717 |
0.0034 |
0.4% |
0.7606 |
| High |
0.7723 |
0.7766 |
0.0043 |
0.6% |
0.7720 |
| Low |
0.7667 |
0.7696 |
0.0029 |
0.4% |
0.7591 |
| Close |
0.7716 |
0.7755 |
0.0039 |
0.5% |
0.7687 |
| Range |
0.0056 |
0.0071 |
0.0015 |
27.0% |
0.0129 |
| ATR |
0.0049 |
0.0050 |
0.0002 |
3.1% |
0.0000 |
| Volume |
52,170 |
71,673 |
19,503 |
37.4% |
246,111 |
|
| Daily Pivots for day following 19-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7950 |
0.7923 |
0.7794 |
|
| R3 |
0.7880 |
0.7853 |
0.7774 |
|
| R2 |
0.7809 |
0.7809 |
0.7768 |
|
| R1 |
0.7782 |
0.7782 |
0.7761 |
0.7796 |
| PP |
0.7739 |
0.7739 |
0.7739 |
0.7746 |
| S1 |
0.7712 |
0.7712 |
0.7749 |
0.7725 |
| S2 |
0.7668 |
0.7668 |
0.7742 |
|
| S3 |
0.7598 |
0.7641 |
0.7736 |
|
| S4 |
0.7527 |
0.7571 |
0.7716 |
|
|
| 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 |
0.7766 |
0.7667 |
0.0099 |
1.3% |
0.0045 |
0.6% |
89% |
True |
False |
60,501 |
| 10 |
0.7766 |
0.7575 |
0.0191 |
2.5% |
0.0049 |
0.6% |
94% |
True |
False |
42,502 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0051 |
0.7% |
90% |
False |
False |
21,875 |
| 40 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0046 |
0.6% |
90% |
False |
False |
11,033 |
| 60 |
0.7774 |
0.7500 |
0.0274 |
3.5% |
0.0044 |
0.6% |
93% |
False |
False |
7,398 |
| 80 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0046 |
0.6% |
77% |
False |
False |
5,609 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
67% |
False |
False |
4,516 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
50% |
False |
False |
3,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8066 |
|
2.618 |
0.7951 |
|
1.618 |
0.7880 |
|
1.000 |
0.7837 |
|
0.618 |
0.7810 |
|
HIGH |
0.7766 |
|
0.618 |
0.7739 |
|
0.500 |
0.7731 |
|
0.382 |
0.7722 |
|
LOW |
0.7696 |
|
0.618 |
0.7652 |
|
1.000 |
0.7625 |
|
1.618 |
0.7581 |
|
2.618 |
0.7511 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 19-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7747 |
0.7742 |
| PP |
0.7739 |
0.7729 |
| S1 |
0.7731 |
0.7717 |
|