CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 25-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2018 |
25-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7752 |
0.7735 |
-0.0017 |
-0.2% |
0.7682 |
| High |
0.7759 |
0.7743 |
-0.0016 |
-0.2% |
0.7775 |
| Low |
0.7731 |
0.7720 |
-0.0011 |
-0.1% |
0.7667 |
| Close |
0.7740 |
0.7734 |
-0.0007 |
-0.1% |
0.7751 |
| Range |
0.0028 |
0.0023 |
-0.0005 |
-17.9% |
0.0108 |
| ATR |
0.0046 |
0.0045 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
49,362 |
52,500 |
3,138 |
6.4% |
308,682 |
|
| Daily Pivots for day following 25-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7801 |
0.7790 |
0.7746 |
|
| R3 |
0.7778 |
0.7767 |
0.7740 |
|
| R2 |
0.7755 |
0.7755 |
0.7738 |
|
| R1 |
0.7744 |
0.7744 |
0.7736 |
0.7738 |
| PP |
0.7732 |
0.7732 |
0.7732 |
0.7729 |
| S1 |
0.7721 |
0.7721 |
0.7731 |
0.7715 |
| S2 |
0.7709 |
0.7709 |
0.7729 |
|
| S3 |
0.7686 |
0.7698 |
0.7727 |
|
| S4 |
0.7663 |
0.7675 |
0.7721 |
|
|
| 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 |
0.7696 |
0.0080 |
1.0% |
0.0037 |
0.5% |
48% |
False |
False |
63,396 |
| 10 |
0.7775 |
0.7659 |
0.0116 |
1.5% |
0.0039 |
0.5% |
64% |
False |
False |
61,025 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0046 |
0.6% |
79% |
False |
False |
34,010 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0045 |
0.6% |
79% |
False |
False |
17,151 |
| 60 |
0.7775 |
0.7547 |
0.0228 |
3.0% |
0.0043 |
0.6% |
82% |
False |
False |
11,480 |
| 80 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0044 |
0.6% |
77% |
False |
False |
8,659 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
61% |
False |
False |
6,963 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.6% |
0.0043 |
0.6% |
46% |
False |
False |
5,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7841 |
|
2.618 |
0.7803 |
|
1.618 |
0.7780 |
|
1.000 |
0.7766 |
|
0.618 |
0.7757 |
|
HIGH |
0.7743 |
|
0.618 |
0.7734 |
|
0.500 |
0.7732 |
|
0.382 |
0.7729 |
|
LOW |
0.7720 |
|
0.618 |
0.7706 |
|
1.000 |
0.7697 |
|
1.618 |
0.7683 |
|
2.618 |
0.7660 |
|
4.250 |
0.7622 |
|
|
| Fisher Pivots for day following 25-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7733 |
0.7747 |
| PP |
0.7732 |
0.7742 |
| S1 |
0.7732 |
0.7738 |
|