CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7505 |
0.7467 |
-0.0039 |
-0.5% |
0.7544 |
| High |
0.7524 |
0.7476 |
-0.0049 |
-0.6% |
0.7601 |
| Low |
0.7454 |
0.7450 |
-0.0004 |
-0.1% |
0.7439 |
| Close |
0.7457 |
0.7467 |
0.0009 |
0.1% |
0.7530 |
| Range |
0.0070 |
0.0025 |
-0.0045 |
-63.6% |
0.0162 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
111,842 |
74,265 |
-37,577 |
-33.6% |
528,126 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7540 |
0.7529 |
0.7481 |
|
| R3 |
0.7515 |
0.7503 |
0.7474 |
|
| R2 |
0.7489 |
0.7489 |
0.7471 |
|
| R1 |
0.7478 |
0.7478 |
0.7469 |
0.7479 |
| PP |
0.7464 |
0.7464 |
0.7464 |
0.7465 |
| S1 |
0.7453 |
0.7453 |
0.7464 |
0.7454 |
| S2 |
0.7439 |
0.7439 |
0.7462 |
|
| S3 |
0.7413 |
0.7427 |
0.7459 |
|
| S4 |
0.7388 |
0.7402 |
0.7452 |
|
|
| 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 |
0.7547 |
0.7439 |
0.0108 |
1.4% |
0.0062 |
0.8% |
25% |
False |
False |
103,156 |
| 10 |
0.7601 |
0.7439 |
0.0162 |
2.2% |
0.0057 |
0.8% |
17% |
False |
False |
99,138 |
| 20 |
0.7622 |
0.7439 |
0.0183 |
2.5% |
0.0052 |
0.7% |
15% |
False |
False |
85,824 |
| 40 |
0.7751 |
0.7439 |
0.0311 |
4.2% |
0.0049 |
0.7% |
9% |
False |
False |
78,235 |
| 60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
7% |
False |
False |
74,803 |
| 80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
7% |
False |
False |
60,029 |
| 100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
7% |
False |
False |
48,060 |
| 120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
7% |
False |
False |
40,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7584 |
|
2.618 |
0.7542 |
|
1.618 |
0.7517 |
|
1.000 |
0.7501 |
|
0.618 |
0.7491 |
|
HIGH |
0.7476 |
|
0.618 |
0.7466 |
|
0.500 |
0.7463 |
|
0.382 |
0.7460 |
|
LOW |
0.7450 |
|
0.618 |
0.7434 |
|
1.000 |
0.7425 |
|
1.618 |
0.7409 |
|
2.618 |
0.7383 |
|
4.250 |
0.7342 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7465 |
0.7498 |
| PP |
0.7464 |
0.7488 |
| S1 |
0.7463 |
0.7477 |
|