CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2018 |
14-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7709 |
0.7706 |
-0.0003 |
0.0% |
0.7606 |
| High |
0.7720 |
0.7716 |
-0.0005 |
-0.1% |
0.7720 |
| Low |
0.7691 |
0.7674 |
-0.0018 |
-0.2% |
0.7591 |
| Close |
0.7712 |
0.7687 |
-0.0025 |
-0.3% |
0.7687 |
| Range |
0.0029 |
0.0042 |
0.0013 |
44.8% |
0.0129 |
| ATR |
0.0051 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
57,369 |
79,901 |
22,532 |
39.3% |
246,111 |
|
| Daily Pivots for day following 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7818 |
0.7795 |
0.7710 |
|
| R3 |
0.7776 |
0.7753 |
0.7699 |
|
| R2 |
0.7734 |
0.7734 |
0.7695 |
|
| R1 |
0.7711 |
0.7711 |
0.7691 |
0.7701 |
| PP |
0.7692 |
0.7692 |
0.7692 |
0.7687 |
| S1 |
0.7669 |
0.7669 |
0.7683 |
0.7659 |
| S2 |
0.7650 |
0.7650 |
0.7679 |
|
| S3 |
0.7608 |
0.7627 |
0.7675 |
|
| S4 |
0.7566 |
0.7585 |
0.7664 |
|
|
| Weekly Pivots for week ending 14-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8053 |
0.7999 |
0.7758 |
|
| R3 |
0.7924 |
0.7870 |
0.7722 |
|
| R2 |
0.7795 |
0.7795 |
0.7711 |
|
| R1 |
0.7741 |
0.7741 |
0.7699 |
0.7768 |
| PP |
0.7666 |
0.7666 |
0.7666 |
0.7680 |
| S1 |
0.7612 |
0.7612 |
0.7675 |
0.7639 |
| S2 |
0.7537 |
0.7537 |
0.7663 |
|
| S3 |
0.7408 |
0.7483 |
0.7652 |
|
| S4 |
0.7279 |
0.7354 |
0.7616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7720 |
0.7591 |
0.0129 |
1.7% |
0.0046 |
0.6% |
74% |
False |
False |
49,222 |
| 10 |
0.7720 |
0.7575 |
0.0145 |
1.9% |
0.0051 |
0.7% |
77% |
False |
False |
26,739 |
| 20 |
0.7774 |
0.7575 |
0.0199 |
2.6% |
0.0049 |
0.6% |
56% |
False |
False |
13,658 |
| 40 |
0.7774 |
0.7547 |
0.0228 |
3.0% |
0.0046 |
0.6% |
62% |
False |
False |
6,918 |
| 60 |
0.7774 |
0.7500 |
0.0275 |
3.6% |
0.0044 |
0.6% |
68% |
False |
False |
4,653 |
| 80 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0045 |
0.6% |
57% |
False |
False |
3,552 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0044 |
0.6% |
49% |
False |
False |
2,866 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
36% |
False |
False |
2,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7894 |
|
2.618 |
0.7825 |
|
1.618 |
0.7783 |
|
1.000 |
0.7758 |
|
0.618 |
0.7741 |
|
HIGH |
0.7716 |
|
0.618 |
0.7699 |
|
0.500 |
0.7695 |
|
0.382 |
0.7690 |
|
LOW |
0.7674 |
|
0.618 |
0.7648 |
|
1.000 |
0.7632 |
|
1.618 |
0.7606 |
|
2.618 |
0.7564 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 14-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7695 |
0.7690 |
| PP |
0.7692 |
0.7689 |
| S1 |
0.7690 |
0.7688 |
|