CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2018 |
28-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7684 |
0.7683 |
-0.0001 |
0.0% |
0.7752 |
| High |
0.7695 |
0.7762 |
0.0068 |
0.9% |
0.7762 |
| Low |
0.7656 |
0.7681 |
0.0025 |
0.3% |
0.7656 |
| Close |
0.7681 |
0.7751 |
0.0070 |
0.9% |
0.7751 |
| Range |
0.0039 |
0.0082 |
0.0043 |
111.7% |
0.0106 |
| ATR |
0.0045 |
0.0048 |
0.0003 |
5.8% |
0.0000 |
| Volume |
77,739 |
82,704 |
4,965 |
6.4% |
333,413 |
|
| Daily Pivots for day following 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7976 |
0.7945 |
0.7795 |
|
| R3 |
0.7894 |
0.7863 |
0.7773 |
|
| R2 |
0.7813 |
0.7813 |
0.7765 |
|
| R1 |
0.7782 |
0.7782 |
0.7758 |
0.7797 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7739 |
| S1 |
0.7700 |
0.7700 |
0.7743 |
0.7716 |
| S2 |
0.7649 |
0.7649 |
0.7736 |
|
| S3 |
0.7568 |
0.7618 |
0.7728 |
|
| S4 |
0.7486 |
0.7537 |
0.7706 |
|
|
| Weekly Pivots for week ending 28-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8041 |
0.8002 |
0.7809 |
|
| R3 |
0.7935 |
0.7896 |
0.7780 |
|
| R2 |
0.7829 |
0.7829 |
0.7770 |
|
| R1 |
0.7790 |
0.7790 |
0.7760 |
0.7756 |
| PP |
0.7723 |
0.7723 |
0.7723 |
0.7706 |
| S1 |
0.7684 |
0.7684 |
0.7741 |
0.7650 |
| S2 |
0.7617 |
0.7617 |
0.7731 |
|
| S3 |
0.7511 |
0.7578 |
0.7721 |
|
| S4 |
0.7405 |
0.7472 |
0.7692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7762 |
0.7656 |
0.0106 |
1.4% |
0.0044 |
0.6% |
89% |
True |
False |
66,682 |
| 10 |
0.7775 |
0.7656 |
0.0119 |
1.5% |
0.0043 |
0.6% |
79% |
False |
False |
64,209 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0047 |
0.6% |
88% |
False |
False |
45,474 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0046 |
0.6% |
88% |
False |
False |
22,924 |
| 60 |
0.7775 |
0.7547 |
0.0228 |
2.9% |
0.0044 |
0.6% |
89% |
False |
False |
15,336 |
| 80 |
0.7775 |
0.7500 |
0.0275 |
3.6% |
0.0044 |
0.6% |
91% |
False |
False |
11,547 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
66% |
False |
False |
9,275 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0043 |
0.6% |
49% |
False |
False |
7,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8108 |
|
2.618 |
0.7975 |
|
1.618 |
0.7894 |
|
1.000 |
0.7844 |
|
0.618 |
0.7812 |
|
HIGH |
0.7762 |
|
0.618 |
0.7731 |
|
0.500 |
0.7721 |
|
0.382 |
0.7712 |
|
LOW |
0.7681 |
|
0.618 |
0.7630 |
|
1.000 |
0.7599 |
|
1.618 |
0.7549 |
|
2.618 |
0.7467 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 28-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7741 |
0.7737 |
| PP |
0.7731 |
0.7723 |
| S1 |
0.7721 |
0.7709 |
|