CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2018 |
07-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7604 |
0.7618 |
0.0014 |
0.2% |
0.7674 |
| High |
0.7631 |
0.7641 |
0.0010 |
0.1% |
0.7675 |
| Low |
0.7575 |
0.7596 |
0.0020 |
0.3% |
0.7575 |
| Close |
0.7628 |
0.7606 |
-0.0022 |
-0.3% |
0.7606 |
| Range |
0.0056 |
0.0045 |
-0.0011 |
-19.6% |
0.0100 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,756 |
10,923 |
8,167 |
296.3% |
19,675 |
|
| Daily Pivots for day following 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7749 |
0.7723 |
0.7631 |
|
| R3 |
0.7704 |
0.7678 |
0.7618 |
|
| R2 |
0.7659 |
0.7659 |
0.7614 |
|
| R1 |
0.7633 |
0.7633 |
0.7610 |
0.7623 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7609 |
| S1 |
0.7588 |
0.7588 |
0.7602 |
0.7578 |
| S2 |
0.7569 |
0.7569 |
0.7598 |
|
| S3 |
0.7524 |
0.7543 |
0.7594 |
|
| S4 |
0.7479 |
0.7498 |
0.7581 |
|
|
| Weekly Pivots for week ending 07-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7919 |
0.7862 |
0.7661 |
|
| R3 |
0.7819 |
0.7762 |
0.7633 |
|
| R2 |
0.7719 |
0.7719 |
0.7624 |
|
| R1 |
0.7662 |
0.7662 |
0.7615 |
0.7641 |
| PP |
0.7619 |
0.7619 |
0.7619 |
0.7608 |
| S1 |
0.7562 |
0.7562 |
0.7597 |
0.7541 |
| S2 |
0.7519 |
0.7519 |
0.7588 |
|
| S3 |
0.7419 |
0.7462 |
0.7579 |
|
| S4 |
0.7319 |
0.7362 |
0.7551 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7575 |
0.0145 |
1.9% |
0.0056 |
0.7% |
21% |
False |
False |
4,257 |
| 10 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0054 |
0.7% |
16% |
False |
False |
2,521 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0049 |
0.6% |
16% |
False |
False |
1,396 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
3.0% |
0.0045 |
0.6% |
26% |
False |
False |
785 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0044 |
0.6% |
39% |
False |
False |
575 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
28% |
False |
False |
486 |
| 100 |
0.7995 |
0.7500 |
0.0495 |
6.5% |
0.0044 |
0.6% |
21% |
False |
False |
413 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0043 |
0.6% |
21% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7832 |
|
2.618 |
0.7758 |
|
1.618 |
0.7713 |
|
1.000 |
0.7686 |
|
0.618 |
0.7668 |
|
HIGH |
0.7641 |
|
0.618 |
0.7623 |
|
0.500 |
0.7618 |
|
0.382 |
0.7613 |
|
LOW |
0.7596 |
|
0.618 |
0.7568 |
|
1.000 |
0.7551 |
|
1.618 |
0.7523 |
|
2.618 |
0.7478 |
|
4.250 |
0.7404 |
|
|
| Fisher Pivots for day following 07-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7608 |
| PP |
0.7614 |
0.7607 |
| S1 |
0.7610 |
0.7607 |
|