CME Canadian Dollar Future December 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Dec-2018 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Dec-2018 | 
                    14-Dec-2018 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.7491 | 
                        0.7490 | 
                        -0.0001 | 
                        0.0% | 
                        0.7505 | 
                     
                    
                        | High | 
                        0.7498 | 
                        0.7492 | 
                        -0.0006 | 
                        -0.1% | 
                        0.7524 | 
                     
                    
                        | Low | 
                        0.7473 | 
                        0.7462 | 
                        -0.0011 | 
                        -0.1% | 
                        0.7450 | 
                     
                    
                        | Close | 
                        0.7488 | 
                        0.7478 | 
                        -0.0011 | 
                        -0.1% | 
                        0.7478 | 
                     
                    
                        | Range | 
                        0.0026 | 
                        0.0030 | 
                        0.0005 | 
                        17.6% | 
                        0.0074 | 
                     
                    
                        | ATR | 
                        0.0051 | 
                        0.0049 | 
                        -0.0001 | 
                        -2.9% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        103,551 | 
                        37,761 | 
                        -65,790 | 
                        -63.5% | 
                        447,213 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Dec-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7567 | 
                0.7552 | 
                0.7494 | 
                 | 
             
            
                | R3 | 
                0.7537 | 
                0.7522 | 
                0.7486 | 
                 | 
             
            
                | R2 | 
                0.7507 | 
                0.7507 | 
                0.7483 | 
                 | 
             
            
                | R1 | 
                0.7492 | 
                0.7492 | 
                0.7480 | 
                0.7485 | 
             
            
                | PP | 
                0.7477 | 
                0.7477 | 
                0.7477 | 
                0.7473 | 
             
            
                | S1 | 
                0.7462 | 
                0.7462 | 
                0.7475 | 
                0.7455 | 
             
            
                | S2 | 
                0.7447 | 
                0.7447 | 
                0.7472 | 
                 | 
             
            
                | S3 | 
                0.7417 | 
                0.7432 | 
                0.7469 | 
                 | 
             
            
                | S4 | 
                0.7387 | 
                0.7402 | 
                0.7461 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Dec-2018 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.7706 | 
                0.7666 | 
                0.7518 | 
                 | 
             
            
                | R3 | 
                0.7632 | 
                0.7592 | 
                0.7498 | 
                 | 
             
            
                | R2 | 
                0.7558 | 
                0.7558 | 
                0.7491 | 
                 | 
             
            
                | R1 | 
                0.7518 | 
                0.7518 | 
                0.7484 | 
                0.7501 | 
             
            
                | PP | 
                0.7484 | 
                0.7484 | 
                0.7484 | 
                0.7475 | 
             
            
                | S1 | 
                0.7444 | 
                0.7444 | 
                0.7471 | 
                0.7427 | 
             
            
                | S2 | 
                0.7410 | 
                0.7410 | 
                0.7464 | 
                 | 
             
            
                | S3 | 
                0.7336 | 
                0.7370 | 
                0.7457 | 
                 | 
             
            
                | S4 | 
                0.7262 | 
                0.7296 | 
                0.7437 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.7524 | 
                0.7450 | 
                0.0074 | 
                1.0% | 
                0.0038 | 
                0.5% | 
                37% | 
                False | 
                False | 
                89,442 | 
                 
                
                | 10 | 
                0.7601 | 
                0.7439 | 
                0.0162 | 
                2.2% | 
                0.0053 | 
                0.7% | 
                24% | 
                False | 
                False | 
                97,533 | 
                 
                
                | 20 | 
                0.7622 | 
                0.7439 | 
                0.0183 | 
                2.4% | 
                0.0051 | 
                0.7% | 
                21% | 
                False | 
                False | 
                87,476 | 
                 
                
                | 40 | 
                0.7718 | 
                0.7439 | 
                0.0279 | 
                3.7% | 
                0.0047 | 
                0.6% | 
                14% | 
                False | 
                False | 
                80,120 | 
                 
                
                | 60 | 
                0.7836 | 
                0.7439 | 
                0.0396 | 
                5.3% | 
                0.0047 | 
                0.6% | 
                10% | 
                False | 
                False | 
                75,910 | 
                 
                
                | 80 | 
                0.7836 | 
                0.7439 | 
                0.0396 | 
                5.3% | 
                0.0048 | 
                0.6% | 
                10% | 
                False | 
                False | 
                63,280 | 
                 
                
                | 100 | 
                0.7836 | 
                0.7439 | 
                0.0396 | 
                5.3% | 
                0.0046 | 
                0.6% | 
                10% | 
                False | 
                False | 
                50,665 | 
                 
                
                | 120 | 
                0.7836 | 
                0.7439 | 
                0.0396 | 
                5.3% | 
                0.0046 | 
                0.6% | 
                10% | 
                False | 
                False | 
                42,244 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.7620 | 
         
        
            | 
2.618             | 
            0.7571 | 
         
        
            | 
1.618             | 
            0.7541 | 
         
        
            | 
1.000             | 
            0.7522 | 
         
        
            | 
0.618             | 
            0.7511 | 
         
        
            | 
HIGH             | 
            0.7492 | 
         
        
            | 
0.618             | 
            0.7481 | 
         
        
            | 
0.500             | 
            0.7477 | 
         
        
            | 
0.382             | 
            0.7473 | 
         
        
            | 
LOW             | 
            0.7462 | 
         
        
            | 
0.618             | 
            0.7443 | 
         
        
            | 
1.000             | 
            0.7432 | 
         
        
            | 
1.618             | 
            0.7413 | 
         
        
            | 
2.618             | 
            0.7383 | 
         
        
            | 
4.250             | 
            0.7335 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Dec-2018 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.7477 | 
                                0.7485 | 
                             
                            
                                | PP | 
                                0.7477 | 
                                0.7482 | 
                             
                            
                                | S1 | 
                                0.7477 | 
                                0.7480 | 
                             
             
         |