CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7470 |
0.7505 |
0.0035 |
0.5% |
0.7544 |
| High |
0.7547 |
0.7524 |
-0.0023 |
-0.3% |
0.7601 |
| Low |
0.7464 |
0.7454 |
-0.0009 |
-0.1% |
0.7439 |
| Close |
0.7530 |
0.7457 |
-0.0073 |
-1.0% |
0.7530 |
| Range |
0.0083 |
0.0070 |
-0.0013 |
-15.7% |
0.0162 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
2.8% |
0.0000 |
| Volume |
117,930 |
111,842 |
-6,088 |
-5.2% |
528,126 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7688 |
0.7643 |
0.7496 |
|
| R3 |
0.7618 |
0.7573 |
0.7476 |
|
| R2 |
0.7548 |
0.7548 |
0.7470 |
|
| R1 |
0.7503 |
0.7503 |
0.7463 |
0.7491 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7472 |
| S1 |
0.7433 |
0.7433 |
0.7451 |
0.7421 |
| S2 |
0.7408 |
0.7408 |
0.7444 |
|
| S3 |
0.7338 |
0.7363 |
0.7438 |
|
| S4 |
0.7268 |
0.7293 |
0.7419 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8009 |
0.7931 |
0.7619 |
|
| R3 |
0.7847 |
0.7769 |
0.7574 |
|
| R2 |
0.7685 |
0.7685 |
0.7559 |
|
| R1 |
0.7607 |
0.7607 |
0.7544 |
0.7565 |
| PP |
0.7523 |
0.7523 |
0.7523 |
0.7502 |
| S1 |
0.7445 |
0.7445 |
0.7515 |
0.7403 |
| S2 |
0.7361 |
0.7361 |
0.7500 |
|
| S3 |
0.7199 |
0.7283 |
0.7485 |
|
| S4 |
0.7037 |
0.7121 |
0.7440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7599 |
0.7439 |
0.0159 |
2.1% |
0.0069 |
0.9% |
11% |
False |
False |
106,331 |
| 10 |
0.7601 |
0.7439 |
0.0162 |
2.2% |
0.0060 |
0.8% |
11% |
False |
False |
98,207 |
| 20 |
0.7622 |
0.7439 |
0.0183 |
2.5% |
0.0053 |
0.7% |
10% |
False |
False |
84,576 |
| 40 |
0.7751 |
0.7439 |
0.0311 |
4.2% |
0.0049 |
0.7% |
6% |
False |
False |
78,173 |
| 60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
5% |
False |
False |
74,255 |
| 80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
5% |
False |
False |
59,105 |
| 100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
5% |
False |
False |
47,320 |
| 120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
5% |
False |
False |
39,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7821 |
|
2.618 |
0.7707 |
|
1.618 |
0.7637 |
|
1.000 |
0.7594 |
|
0.618 |
0.7567 |
|
HIGH |
0.7524 |
|
0.618 |
0.7497 |
|
0.500 |
0.7489 |
|
0.382 |
0.7481 |
|
LOW |
0.7454 |
|
0.618 |
0.7411 |
|
1.000 |
0.7384 |
|
1.618 |
0.7341 |
|
2.618 |
0.7271 |
|
4.250 |
0.7157 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7489 |
0.7493 |
| PP |
0.7478 |
0.7481 |
| S1 |
0.7468 |
0.7469 |
|