CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 20-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2018 |
20-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7717 |
0.7751 |
0.0034 |
0.4% |
0.7606 |
| High |
0.7766 |
0.7775 |
0.0009 |
0.1% |
0.7720 |
| Low |
0.7696 |
0.7749 |
0.0053 |
0.7% |
0.7591 |
| Close |
0.7755 |
0.7759 |
0.0003 |
0.0% |
0.7687 |
| Range |
0.0071 |
0.0027 |
-0.0044 |
-62.4% |
0.0129 |
| ATR |
0.0050 |
0.0049 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
71,673 |
70,832 |
-841 |
-1.2% |
246,111 |
|
| Daily Pivots for day following 20-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7840 |
0.7826 |
0.7773 |
|
| R3 |
0.7814 |
0.7799 |
0.7766 |
|
| R2 |
0.7787 |
0.7787 |
0.7763 |
|
| R1 |
0.7773 |
0.7773 |
0.7761 |
0.7780 |
| PP |
0.7761 |
0.7761 |
0.7761 |
0.7764 |
| S1 |
0.7746 |
0.7746 |
0.7756 |
0.7754 |
| S2 |
0.7734 |
0.7734 |
0.7754 |
|
| S3 |
0.7708 |
0.7720 |
0.7751 |
|
| S4 |
0.7681 |
0.7693 |
0.7744 |
|
|
| 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 |
0.7775 |
0.7667 |
0.0108 |
1.4% |
0.0044 |
0.6% |
85% |
True |
False |
63,194 |
| 10 |
0.7775 |
0.7591 |
0.0184 |
2.4% |
0.0046 |
0.6% |
91% |
True |
False |
49,310 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0051 |
0.7% |
92% |
True |
False |
25,392 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0045 |
0.6% |
92% |
True |
False |
12,799 |
| 60 |
0.7775 |
0.7500 |
0.0275 |
3.5% |
0.0044 |
0.6% |
94% |
True |
False |
8,578 |
| 80 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0046 |
0.6% |
78% |
False |
False |
6,489 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
68% |
False |
False |
5,223 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
50% |
False |
False |
4,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7888 |
|
2.618 |
0.7844 |
|
1.618 |
0.7818 |
|
1.000 |
0.7802 |
|
0.618 |
0.7791 |
|
HIGH |
0.7775 |
|
0.618 |
0.7765 |
|
0.500 |
0.7762 |
|
0.382 |
0.7759 |
|
LOW |
0.7749 |
|
0.618 |
0.7732 |
|
1.000 |
0.7722 |
|
1.618 |
0.7706 |
|
2.618 |
0.7679 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 20-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7762 |
0.7746 |
| PP |
0.7761 |
0.7734 |
| S1 |
0.7760 |
0.7721 |
|