CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 27-Sep-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2018 |
27-Sep-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7734 |
0.7684 |
-0.0050 |
-0.6% |
0.7682 |
| High |
0.7737 |
0.7695 |
-0.0043 |
-0.5% |
0.7775 |
| Low |
0.7690 |
0.7656 |
-0.0034 |
-0.4% |
0.7667 |
| Close |
0.7703 |
0.7681 |
-0.0023 |
-0.3% |
0.7751 |
| Range |
0.0048 |
0.0039 |
-0.0009 |
-18.9% |
0.0108 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.3% |
0.0000 |
| Volume |
71,108 |
77,739 |
6,631 |
9.3% |
308,682 |
|
| Daily Pivots for day following 27-Sep-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7775 |
0.7702 |
|
| R3 |
0.7754 |
0.7737 |
0.7691 |
|
| R2 |
0.7716 |
0.7716 |
0.7688 |
|
| R1 |
0.7698 |
0.7698 |
0.7684 |
0.7688 |
| PP |
0.7677 |
0.7677 |
0.7677 |
0.7672 |
| S1 |
0.7659 |
0.7659 |
0.7677 |
0.7649 |
| S2 |
0.7638 |
0.7638 |
0.7673 |
|
| S3 |
0.7600 |
0.7621 |
0.7670 |
|
| S4 |
0.7561 |
0.7582 |
0.7659 |
|
|
| 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 |
0.7774 |
0.7656 |
0.0118 |
1.5% |
0.0034 |
0.4% |
21% |
False |
True |
64,664 |
| 10 |
0.7775 |
0.7656 |
0.0119 |
1.5% |
0.0039 |
0.5% |
21% |
False |
True |
63,929 |
| 20 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0046 |
0.6% |
53% |
False |
False |
41,367 |
| 40 |
0.7775 |
0.7575 |
0.0200 |
2.6% |
0.0045 |
0.6% |
53% |
False |
False |
20,860 |
| 60 |
0.7775 |
0.7547 |
0.0228 |
3.0% |
0.0044 |
0.6% |
59% |
False |
False |
13,958 |
| 80 |
0.7805 |
0.7500 |
0.0306 |
4.0% |
0.0043 |
0.6% |
59% |
False |
False |
10,518 |
| 100 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
48% |
False |
False |
8,450 |
| 120 |
0.8014 |
0.7500 |
0.0514 |
6.7% |
0.0043 |
0.6% |
35% |
False |
False |
7,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7858 |
|
2.618 |
0.7795 |
|
1.618 |
0.7757 |
|
1.000 |
0.7733 |
|
0.618 |
0.7718 |
|
HIGH |
0.7695 |
|
0.618 |
0.7680 |
|
0.500 |
0.7675 |
|
0.382 |
0.7671 |
|
LOW |
0.7656 |
|
0.618 |
0.7632 |
|
1.000 |
0.7617 |
|
1.618 |
0.7594 |
|
2.618 |
0.7555 |
|
4.250 |
0.7492 |
|
|
| Fisher Pivots for day following 27-Sep-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7679 |
0.7700 |
| PP |
0.7677 |
0.7693 |
| S1 |
0.7675 |
0.7687 |
|