CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 01-Oct-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2018 |
01-Oct-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7683 |
0.7794 |
0.0112 |
1.5% |
0.7752 |
| High |
0.7762 |
0.7836 |
0.0073 |
0.9% |
0.7762 |
| Low |
0.7681 |
0.7768 |
0.0088 |
1.1% |
0.7656 |
| Close |
0.7751 |
0.7833 |
0.0082 |
1.1% |
0.7751 |
| Range |
0.0082 |
0.0068 |
-0.0014 |
-17.2% |
0.0106 |
| ATR |
0.0048 |
0.0050 |
0.0003 |
5.6% |
0.0000 |
| Volume |
82,704 |
108,556 |
25,852 |
31.3% |
333,413 |
|
| Daily Pivots for day following 01-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8015 |
0.7991 |
0.7870 |
|
| R3 |
0.7947 |
0.7924 |
0.7851 |
|
| R2 |
0.7880 |
0.7880 |
0.7845 |
|
| R1 |
0.7856 |
0.7856 |
0.7839 |
0.7868 |
| PP |
0.7812 |
0.7812 |
0.7812 |
0.7818 |
| S1 |
0.7789 |
0.7789 |
0.7826 |
0.7800 |
| S2 |
0.7745 |
0.7745 |
0.7820 |
|
| S3 |
0.7677 |
0.7721 |
0.7814 |
|
| S4 |
0.7610 |
0.7654 |
0.7795 |
|
|
| 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 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0052 |
0.7% |
98% |
True |
False |
78,521 |
| 10 |
0.7836 |
0.7656 |
0.0180 |
2.3% |
0.0047 |
0.6% |
98% |
True |
False |
70,925 |
| 20 |
0.7836 |
0.7575 |
0.0260 |
3.3% |
0.0047 |
0.6% |
99% |
True |
False |
50,821 |
| 40 |
0.7836 |
0.7575 |
0.0260 |
3.3% |
0.0047 |
0.6% |
99% |
True |
False |
25,633 |
| 60 |
0.7836 |
0.7547 |
0.0289 |
3.7% |
0.0045 |
0.6% |
99% |
True |
False |
17,145 |
| 80 |
0.7836 |
0.7500 |
0.0336 |
4.3% |
0.0044 |
0.6% |
99% |
True |
False |
12,901 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
88% |
False |
False |
10,359 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
65% |
False |
False |
8,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8122 |
|
2.618 |
0.8012 |
|
1.618 |
0.7945 |
|
1.000 |
0.7903 |
|
0.618 |
0.7877 |
|
HIGH |
0.7836 |
|
0.618 |
0.7810 |
|
0.500 |
0.7802 |
|
0.382 |
0.7794 |
|
LOW |
0.7768 |
|
0.618 |
0.7726 |
|
1.000 |
0.7701 |
|
1.618 |
0.7659 |
|
2.618 |
0.7591 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 01-Oct-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7822 |
0.7804 |
| PP |
0.7812 |
0.7775 |
| S1 |
0.7802 |
0.7746 |
|