CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2018 |
12-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7612 |
0.7667 |
0.0055 |
0.7% |
0.7674 |
| High |
0.7681 |
0.7718 |
0.0037 |
0.5% |
0.7675 |
| Low |
0.7604 |
0.7659 |
0.0055 |
0.7% |
0.7575 |
| Close |
0.7630 |
0.7714 |
0.0084 |
1.1% |
0.7606 |
| Range |
0.0076 |
0.0058 |
-0.0018 |
-23.5% |
0.0100 |
| ATR |
0.0050 |
0.0052 |
0.0003 |
5.5% |
0.0000 |
| Volume |
33,874 |
62,437 |
28,563 |
84.3% |
19,675 |
|
| Daily Pivots for day following 12-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7852 |
0.7746 |
|
| R3 |
0.7814 |
0.7793 |
0.7730 |
|
| R2 |
0.7755 |
0.7755 |
0.7725 |
|
| R1 |
0.7735 |
0.7735 |
0.7719 |
0.7745 |
| PP |
0.7697 |
0.7697 |
0.7697 |
0.7702 |
| S1 |
0.7676 |
0.7676 |
0.7709 |
0.7687 |
| S2 |
0.7638 |
0.7638 |
0.7703 |
|
| S3 |
0.7580 |
0.7618 |
0.7698 |
|
| S4 |
0.7521 |
0.7559 |
0.7682 |
|
|
| 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 |
0.7718 |
0.7575 |
0.0142 |
1.8% |
0.0052 |
0.7% |
98% |
True |
False |
24,504 |
| 10 |
0.7763 |
0.7575 |
0.0188 |
2.4% |
0.0053 |
0.7% |
74% |
False |
False |
13,129 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0050 |
0.7% |
70% |
False |
False |
6,814 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
2.9% |
0.0047 |
0.6% |
74% |
False |
False |
3,492 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0044 |
0.6% |
78% |
False |
False |
2,371 |
| 80 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0046 |
0.6% |
56% |
False |
False |
1,839 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
56% |
False |
False |
1,496 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
42% |
False |
False |
1,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7966 |
|
2.618 |
0.7871 |
|
1.618 |
0.7812 |
|
1.000 |
0.7776 |
|
0.618 |
0.7754 |
|
HIGH |
0.7718 |
|
0.618 |
0.7695 |
|
0.500 |
0.7688 |
|
0.382 |
0.7681 |
|
LOW |
0.7659 |
|
0.618 |
0.7623 |
|
1.000 |
0.7601 |
|
1.618 |
0.7564 |
|
2.618 |
0.7506 |
|
4.250 |
0.7410 |
|
|
| Fisher Pivots for day following 12-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7705 |
0.7694 |
| PP |
0.7697 |
0.7674 |
| S1 |
0.7688 |
0.7654 |
|