CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2018 |
11-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7612 |
0.0006 |
0.1% |
0.7674 |
| High |
0.7617 |
0.7681 |
0.0064 |
0.8% |
0.7675 |
| Low |
0.7591 |
0.7604 |
0.0013 |
0.2% |
0.7575 |
| Close |
0.7614 |
0.7630 |
0.0016 |
0.2% |
0.7606 |
| Range |
0.0026 |
0.0076 |
0.0050 |
194.2% |
0.0100 |
| ATR |
0.0048 |
0.0050 |
0.0002 |
4.3% |
0.0000 |
| Volume |
12,530 |
33,874 |
21,344 |
170.3% |
19,675 |
|
| Daily Pivots for day following 11-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7867 |
0.7825 |
0.7672 |
|
| R3 |
0.7791 |
0.7748 |
0.7651 |
|
| R2 |
0.7714 |
0.7714 |
0.7644 |
|
| R1 |
0.7672 |
0.7672 |
0.7637 |
0.7693 |
| PP |
0.7638 |
0.7638 |
0.7638 |
0.7649 |
| S1 |
0.7596 |
0.7596 |
0.7622 |
0.7617 |
| S2 |
0.7562 |
0.7562 |
0.7615 |
|
| S3 |
0.7485 |
0.7519 |
0.7608 |
|
| S4 |
0.7409 |
0.7443 |
0.7587 |
|
|
| 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 |
0.7681 |
0.7575 |
0.0105 |
1.4% |
0.0046 |
0.6% |
52% |
True |
False |
12,755 |
| 10 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0053 |
0.7% |
27% |
False |
False |
6,996 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0049 |
0.6% |
27% |
False |
False |
3,699 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
3.0% |
0.0047 |
0.6% |
36% |
False |
False |
1,933 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0043 |
0.6% |
47% |
False |
False |
1,337 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
34% |
False |
False |
1,059 |
| 100 |
0.7928 |
0.7500 |
0.0428 |
5.6% |
0.0044 |
0.6% |
30% |
False |
False |
874 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
25% |
False |
False |
742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8006 |
|
2.618 |
0.7881 |
|
1.618 |
0.7804 |
|
1.000 |
0.7757 |
|
0.618 |
0.7728 |
|
HIGH |
0.7681 |
|
0.618 |
0.7651 |
|
0.500 |
0.7642 |
|
0.382 |
0.7633 |
|
LOW |
0.7604 |
|
0.618 |
0.7557 |
|
1.000 |
0.7528 |
|
1.618 |
0.7480 |
|
2.618 |
0.7404 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 11-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7636 |
| PP |
0.7638 |
0.7634 |
| S1 |
0.7634 |
0.7632 |
|