CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 24-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2018 |
24-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7763 |
0.7752 |
-0.0011 |
-0.1% |
0.7682 |
| High |
0.7774 |
0.7759 |
-0.0015 |
-0.2% |
0.7775 |
| Low |
0.7739 |
0.7731 |
-0.0008 |
-0.1% |
0.7667 |
| Close |
0.7751 |
0.7740 |
-0.0011 |
-0.1% |
0.7751 |
| Range |
0.0035 |
0.0028 |
-0.0007 |
-20.0% |
0.0108 |
| ATR |
0.0048 |
0.0046 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
72,613 |
49,362 |
-23,251 |
-32.0% |
308,682 |
|
| Daily Pivots for day following 24-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7827 |
0.7812 |
0.7755 |
|
| R3 |
0.7799 |
0.7784 |
0.7748 |
|
| R2 |
0.7771 |
0.7771 |
0.7745 |
|
| R1 |
0.7756 |
0.7756 |
0.7743 |
0.7749 |
| PP |
0.7743 |
0.7743 |
0.7743 |
0.7740 |
| S1 |
0.7728 |
0.7728 |
0.7737 |
0.7721 |
| S2 |
0.7715 |
0.7715 |
0.7735 |
|
| S3 |
0.7687 |
0.7700 |
0.7732 |
|
| S4 |
0.7659 |
0.7672 |
0.7725 |
|
|
| 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% |
68% |
False |
False |
63,330 |
| 10 |
0.7775 |
0.7604 |
0.0171 |
2.2% |
0.0045 |
0.6% |
80% |
False |
False |
59,162 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0048 |
0.6% |
82% |
False |
False |
31,430 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0045 |
0.6% |
82% |
False |
False |
15,843 |
| 60 |
0.7775 |
0.7547 |
0.0228 |
3.0% |
0.0044 |
0.6% |
85% |
False |
False |
10,607 |
| 80 |
0.7805 |
0.7500 |
0.0306 |
3.9% |
0.0044 |
0.6% |
79% |
False |
False |
8,003 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
63% |
False |
False |
6,439 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0044 |
0.6% |
47% |
False |
False |
5,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7878 |
|
2.618 |
0.7832 |
|
1.618 |
0.7804 |
|
1.000 |
0.7787 |
|
0.618 |
0.7776 |
|
HIGH |
0.7759 |
|
0.618 |
0.7748 |
|
0.500 |
0.7745 |
|
0.382 |
0.7741 |
|
LOW |
0.7731 |
|
0.618 |
0.7713 |
|
1.000 |
0.7703 |
|
1.618 |
0.7685 |
|
2.618 |
0.7657 |
|
4.250 |
0.7612 |
|
|
| Fisher Pivots for day following 24-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7745 |
0.7753 |
| PP |
0.7743 |
0.7749 |
| S1 |
0.7742 |
0.7744 |
|