CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2018 |
10-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7606 |
-0.0012 |
-0.2% |
0.7674 |
| High |
0.7641 |
0.7617 |
-0.0024 |
-0.3% |
0.7675 |
| Low |
0.7596 |
0.7591 |
-0.0005 |
-0.1% |
0.7575 |
| Close |
0.7606 |
0.7614 |
0.0008 |
0.1% |
0.7606 |
| Range |
0.0045 |
0.0026 |
-0.0019 |
-42.2% |
0.0100 |
| ATR |
0.0049 |
0.0048 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
10,923 |
12,530 |
1,607 |
14.7% |
19,675 |
|
| Daily Pivots for day following 10-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7676 |
0.7628 |
|
| R3 |
0.7659 |
0.7650 |
0.7621 |
|
| R2 |
0.7633 |
0.7633 |
0.7619 |
|
| R1 |
0.7624 |
0.7624 |
0.7616 |
0.7629 |
| PP |
0.7607 |
0.7607 |
0.7607 |
0.7610 |
| S1 |
0.7598 |
0.7598 |
0.7612 |
0.7603 |
| S2 |
0.7581 |
0.7581 |
0.7609 |
|
| S3 |
0.7555 |
0.7572 |
0.7607 |
|
| S4 |
0.7529 |
0.7546 |
0.7600 |
|
|
| 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 |
0.7675 |
0.7575 |
0.0100 |
1.3% |
0.0049 |
0.6% |
39% |
False |
False |
6,441 |
| 10 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0052 |
0.7% |
20% |
False |
False |
3,698 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0047 |
0.6% |
20% |
False |
False |
2,011 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
3.0% |
0.0045 |
0.6% |
30% |
False |
False |
1,092 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0043 |
0.6% |
42% |
False |
False |
779 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
30% |
False |
False |
640 |
| 100 |
0.7972 |
0.7500 |
0.0472 |
6.2% |
0.0044 |
0.6% |
24% |
False |
False |
537 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.8% |
0.0043 |
0.6% |
22% |
False |
False |
461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7728 |
|
2.618 |
0.7685 |
|
1.618 |
0.7659 |
|
1.000 |
0.7643 |
|
0.618 |
0.7633 |
|
HIGH |
0.7617 |
|
0.618 |
0.7607 |
|
0.500 |
0.7604 |
|
0.382 |
0.7601 |
|
LOW |
0.7591 |
|
0.618 |
0.7575 |
|
1.000 |
0.7565 |
|
1.618 |
0.7549 |
|
2.618 |
0.7523 |
|
4.250 |
0.7481 |
|
|
| Fisher Pivots for day following 10-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7611 |
0.7612 |
| PP |
0.7607 |
0.7610 |
| S1 |
0.7604 |
0.7608 |
|