CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7544 |
0.7580 |
0.0036 |
0.5% |
0.7566 |
| High |
0.7601 |
0.7599 |
-0.0003 |
0.0% |
0.7586 |
| Low |
0.7539 |
0.7540 |
0.0001 |
0.0% |
0.7488 |
| Close |
0.7571 |
0.7551 |
-0.0021 |
-0.3% |
0.7527 |
| Range |
0.0062 |
0.0059 |
-0.0003 |
-4.8% |
0.0099 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.5% |
0.0000 |
| Volume |
108,312 |
90,140 |
-18,172 |
-16.8% |
391,707 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7740 |
0.7704 |
0.7583 |
|
| R3 |
0.7681 |
0.7645 |
0.7567 |
|
| R2 |
0.7622 |
0.7622 |
0.7561 |
|
| R1 |
0.7586 |
0.7586 |
0.7556 |
0.7575 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7557 |
| S1 |
0.7527 |
0.7527 |
0.7545 |
0.7516 |
| S2 |
0.7504 |
0.7504 |
0.7540 |
|
| S3 |
0.7445 |
0.7468 |
0.7534 |
|
| S4 |
0.7386 |
0.7409 |
0.7518 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7776 |
0.7581 |
|
| R3 |
0.7730 |
0.7678 |
0.7554 |
|
| R2 |
0.7632 |
0.7632 |
0.7545 |
|
| R1 |
0.7579 |
0.7579 |
0.7536 |
0.7556 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7522 |
| S1 |
0.7481 |
0.7481 |
0.7517 |
0.7458 |
| S2 |
0.7435 |
0.7435 |
0.7508 |
|
| S3 |
0.7336 |
0.7382 |
0.7499 |
|
| S4 |
0.7238 |
0.7284 |
0.7472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7601 |
0.7488 |
0.0114 |
1.5% |
0.0052 |
0.7% |
56% |
False |
False |
95,120 |
| 10 |
0.7605 |
0.7488 |
0.0118 |
1.6% |
0.0055 |
0.7% |
54% |
False |
False |
83,629 |
| 20 |
0.7665 |
0.7488 |
0.0177 |
2.3% |
0.0048 |
0.6% |
36% |
False |
False |
75,270 |
| 40 |
0.7751 |
0.7488 |
0.0263 |
3.5% |
0.0047 |
0.6% |
24% |
False |
False |
74,030 |
| 60 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
18% |
False |
False |
70,789 |
| 80 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0047 |
0.6% |
18% |
False |
False |
53,595 |
| 100 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
18% |
False |
False |
42,910 |
| 120 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0045 |
0.6% |
18% |
False |
False |
35,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7849 |
|
2.618 |
0.7753 |
|
1.618 |
0.7694 |
|
1.000 |
0.7657 |
|
0.618 |
0.7635 |
|
HIGH |
0.7599 |
|
0.618 |
0.7576 |
|
0.500 |
0.7569 |
|
0.382 |
0.7562 |
|
LOW |
0.7540 |
|
0.618 |
0.7503 |
|
1.000 |
0.7481 |
|
1.618 |
0.7444 |
|
2.618 |
0.7385 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7569 |
0.7550 |
| PP |
0.7563 |
0.7549 |
| S1 |
0.7557 |
0.7549 |
|