CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 26-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2018 |
26-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7735 |
0.7734 |
-0.0002 |
0.0% |
0.7682 |
| High |
0.7743 |
0.7737 |
-0.0006 |
-0.1% |
0.7775 |
| Low |
0.7720 |
0.7690 |
-0.0031 |
-0.4% |
0.7667 |
| Close |
0.7734 |
0.7703 |
-0.0031 |
-0.4% |
0.7751 |
| Range |
0.0023 |
0.0048 |
0.0025 |
106.5% |
0.0108 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.4% |
0.0000 |
| Volume |
52,500 |
71,108 |
18,608 |
35.4% |
308,682 |
|
| Daily Pivots for day following 26-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7852 |
0.7825 |
0.7729 |
|
| R3 |
0.7805 |
0.7778 |
0.7716 |
|
| R2 |
0.7757 |
0.7757 |
0.7712 |
|
| R1 |
0.7730 |
0.7730 |
0.7707 |
0.7720 |
| PP |
0.7710 |
0.7710 |
0.7710 |
0.7705 |
| S1 |
0.7683 |
0.7683 |
0.7699 |
0.7672 |
| S2 |
0.7662 |
0.7662 |
0.7694 |
|
| S3 |
0.7615 |
0.7635 |
0.7690 |
|
| S4 |
0.7567 |
0.7588 |
0.7677 |
|
|
| 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 |
0.7690 |
0.0086 |
1.1% |
0.0032 |
0.4% |
16% |
False |
True |
63,283 |
| 10 |
0.7775 |
0.7667 |
0.0108 |
1.4% |
0.0038 |
0.5% |
33% |
False |
False |
61,892 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0046 |
0.6% |
64% |
False |
False |
37,510 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0045 |
0.6% |
64% |
False |
False |
18,921 |
| 60 |
0.7775 |
0.7547 |
0.0228 |
3.0% |
0.0043 |
0.6% |
68% |
False |
False |
12,664 |
| 80 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0044 |
0.6% |
67% |
False |
False |
9,547 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
4.9% |
0.0045 |
0.6% |
53% |
False |
False |
7,674 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0044 |
0.6% |
40% |
False |
False |
6,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7939 |
|
2.618 |
0.7861 |
|
1.618 |
0.7814 |
|
1.000 |
0.7785 |
|
0.618 |
0.7766 |
|
HIGH |
0.7737 |
|
0.618 |
0.7719 |
|
0.500 |
0.7713 |
|
0.382 |
0.7708 |
|
LOW |
0.7690 |
|
0.618 |
0.7660 |
|
1.000 |
0.7642 |
|
1.618 |
0.7613 |
|
2.618 |
0.7565 |
|
4.250 |
0.7488 |
|
|
| Fisher Pivots for day following 26-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7713 |
0.7724 |
| PP |
0.7710 |
0.7717 |
| S1 |
0.7706 |
0.7710 |
|