CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2018 |
21-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7751 |
0.7763 |
0.0013 |
0.2% |
0.7682 |
| High |
0.7775 |
0.7774 |
-0.0002 |
0.0% |
0.7775 |
| Low |
0.7749 |
0.7739 |
-0.0010 |
-0.1% |
0.7667 |
| Close |
0.7759 |
0.7751 |
-0.0008 |
-0.1% |
0.7751 |
| Range |
0.0027 |
0.0035 |
0.0009 |
32.1% |
0.0108 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
70,832 |
72,613 |
1,781 |
2.5% |
308,682 |
|
| Daily Pivots for day following 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7859 |
0.7840 |
0.7770 |
|
| R3 |
0.7824 |
0.7805 |
0.7761 |
|
| R2 |
0.7789 |
0.7789 |
0.7757 |
|
| R1 |
0.7770 |
0.7770 |
0.7754 |
0.7762 |
| PP |
0.7754 |
0.7754 |
0.7754 |
0.7750 |
| S1 |
0.7735 |
0.7735 |
0.7748 |
0.7727 |
| S2 |
0.7719 |
0.7719 |
0.7745 |
|
| S3 |
0.7684 |
0.7700 |
0.7741 |
|
| S4 |
0.7649 |
0.7665 |
0.7732 |
|
|
| Weekly Pivots for week ending 21-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8055 |
0.8011 |
0.7810 |
|
| R3 |
0.7947 |
0.7903 |
0.7781 |
|
| R2 |
0.7839 |
0.7839 |
0.7771 |
|
| R1 |
0.7795 |
0.7795 |
0.7761 |
0.7817 |
| PP |
0.7731 |
0.7731 |
0.7731 |
0.7742 |
| S1 |
0.7687 |
0.7687 |
0.7741 |
0.7709 |
| S2 |
0.7623 |
0.7623 |
0.7731 |
|
| S3 |
0.7515 |
0.7579 |
0.7721 |
|
| S4 |
0.7407 |
0.7471 |
0.7692 |
|
|
| 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% |
0.0043 |
0.6% |
78% |
False |
False |
61,736 |
| 10 |
0.7775 |
0.7591 |
0.0184 |
2.4% |
0.0045 |
0.6% |
87% |
False |
False |
55,479 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0049 |
0.6% |
88% |
False |
False |
29,000 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0045 |
0.6% |
88% |
False |
False |
14,611 |
| 60 |
0.7775 |
0.7520 |
0.0256 |
3.3% |
0.0044 |
0.6% |
91% |
False |
False |
9,785 |
| 80 |
0.7831 |
0.7500 |
0.0331 |
4.3% |
0.0044 |
0.6% |
76% |
False |
False |
7,388 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
66% |
False |
False |
5,946 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
49% |
False |
False |
4,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7922 |
|
2.618 |
0.7865 |
|
1.618 |
0.7830 |
|
1.000 |
0.7809 |
|
0.618 |
0.7795 |
|
HIGH |
0.7774 |
|
0.618 |
0.7760 |
|
0.500 |
0.7756 |
|
0.382 |
0.7752 |
|
LOW |
0.7739 |
|
0.618 |
0.7717 |
|
1.000 |
0.7704 |
|
1.618 |
0.7682 |
|
2.618 |
0.7647 |
|
4.250 |
0.7590 |
|
|
| Fisher Pivots for day following 21-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7756 |
0.7746 |
| PP |
0.7754 |
0.7741 |
| S1 |
0.7753 |
0.7735 |
|