CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7738 |
0.7743 |
0.0005 |
0.1% |
0.7714 |
| High |
0.7754 |
0.7743 |
-0.0011 |
-0.1% |
0.7785 |
| Low |
0.7738 |
0.7707 |
-0.0031 |
-0.4% |
0.7703 |
| Close |
0.7747 |
0.7716 |
-0.0031 |
-0.4% |
0.7764 |
| Range |
0.0016 |
0.0036 |
0.0021 |
135.5% |
0.0082 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
1.3% |
0.0000 |
| Volume |
69 |
68 |
-1 |
-1.4% |
254 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7831 |
0.7810 |
0.7736 |
|
| R3 |
0.7795 |
0.7774 |
0.7726 |
|
| R2 |
0.7758 |
0.7758 |
0.7723 |
|
| R1 |
0.7737 |
0.7737 |
0.7719 |
0.7730 |
| PP |
0.7722 |
0.7722 |
0.7722 |
0.7718 |
| S1 |
0.7701 |
0.7701 |
0.7713 |
0.7693 |
| S2 |
0.7685 |
0.7685 |
0.7709 |
|
| S3 |
0.7649 |
0.7664 |
0.7706 |
|
| S4 |
0.7612 |
0.7628 |
0.7696 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7995 |
0.7961 |
0.7809 |
|
| R3 |
0.7914 |
0.7880 |
0.7786 |
|
| R2 |
0.7832 |
0.7832 |
0.7779 |
|
| R1 |
0.7798 |
0.7798 |
0.7771 |
0.7815 |
| PP |
0.7751 |
0.7751 |
0.7751 |
0.7759 |
| S1 |
0.7717 |
0.7717 |
0.7757 |
0.7734 |
| S2 |
0.7669 |
0.7669 |
0.7749 |
|
| S3 |
0.7587 |
0.7635 |
0.7742 |
|
| S4 |
0.7506 |
0.7553 |
0.7719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7785 |
0.7707 |
0.0078 |
1.0% |
0.0023 |
0.3% |
12% |
False |
True |
71 |
| 10 |
0.7785 |
0.7693 |
0.0092 |
1.2% |
0.0024 |
0.3% |
26% |
False |
False |
59 |
| 20 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0032 |
0.4% |
65% |
False |
False |
56 |
| 40 |
0.7785 |
0.7590 |
0.0195 |
2.5% |
0.0027 |
0.4% |
65% |
False |
False |
39 |
| 60 |
0.7785 |
0.7570 |
0.0215 |
2.8% |
0.0025 |
0.3% |
68% |
False |
False |
29 |
| 80 |
0.7821 |
0.7540 |
0.0281 |
3.6% |
0.0026 |
0.3% |
63% |
False |
False |
29 |
| 100 |
0.7898 |
0.7540 |
0.0358 |
4.6% |
0.0026 |
0.3% |
49% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7898 |
|
2.618 |
0.7839 |
|
1.618 |
0.7802 |
|
1.000 |
0.7779 |
|
0.618 |
0.7766 |
|
HIGH |
0.7743 |
|
0.618 |
0.7729 |
|
0.500 |
0.7725 |
|
0.382 |
0.7720 |
|
LOW |
0.7707 |
|
0.618 |
0.7684 |
|
1.000 |
0.7670 |
|
1.618 |
0.7647 |
|
2.618 |
0.7611 |
|
4.250 |
0.7551 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7725 |
0.7738 |
| PP |
0.7722 |
0.7731 |
| S1 |
0.7719 |
0.7723 |
|