CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 12-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7494 |
0.7499 |
0.0006 |
0.1% |
0.7595 |
| High |
0.7504 |
0.7532 |
0.0028 |
0.4% |
0.7617 |
| Low |
0.7485 |
0.7499 |
0.0015 |
0.2% |
0.7474 |
| Close |
0.7496 |
0.7519 |
0.0024 |
0.3% |
0.7559 |
| Range |
0.0020 |
0.0033 |
0.0014 |
69.2% |
0.0143 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
276 |
284 |
8 |
2.9% |
461 |
|
| Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7616 |
0.7600 |
0.7537 |
|
| R3 |
0.7583 |
0.7567 |
0.7528 |
|
| R2 |
0.7550 |
0.7550 |
0.7525 |
|
| R1 |
0.7534 |
0.7534 |
0.7522 |
0.7542 |
| PP |
0.7517 |
0.7517 |
0.7517 |
0.7521 |
| S1 |
0.7501 |
0.7501 |
0.7516 |
0.7509 |
| S2 |
0.7484 |
0.7484 |
0.7513 |
|
| S3 |
0.7451 |
0.7468 |
0.7510 |
|
| S4 |
0.7418 |
0.7435 |
0.7501 |
|
|
| Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7979 |
0.7912 |
0.7638 |
|
| R3 |
0.7836 |
0.7769 |
0.7598 |
|
| R2 |
0.7693 |
0.7693 |
0.7585 |
|
| R1 |
0.7626 |
0.7626 |
0.7572 |
0.7588 |
| PP |
0.7550 |
0.7550 |
0.7550 |
0.7531 |
| S1 |
0.7483 |
0.7483 |
0.7546 |
0.7445 |
| S2 |
0.7407 |
0.7407 |
0.7533 |
|
| S3 |
0.7264 |
0.7340 |
0.7520 |
|
| S4 |
0.7121 |
0.7197 |
0.7480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7566 |
0.7474 |
0.0092 |
1.2% |
0.0044 |
0.6% |
49% |
False |
False |
233 |
| 10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0034 |
0.5% |
31% |
False |
False |
138 |
| 20 |
0.7643 |
0.7474 |
0.0169 |
2.2% |
0.0033 |
0.4% |
27% |
False |
False |
86 |
| 40 |
0.7726 |
0.7474 |
0.0252 |
3.3% |
0.0025 |
0.3% |
18% |
False |
False |
51 |
| 60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0022 |
0.3% |
12% |
False |
False |
37 |
| 80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
12% |
False |
False |
30 |
| 100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0019 |
0.3% |
12% |
False |
False |
25 |
| 120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
12% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7672 |
|
2.618 |
0.7618 |
|
1.618 |
0.7585 |
|
1.000 |
0.7565 |
|
0.618 |
0.7552 |
|
HIGH |
0.7532 |
|
0.618 |
0.7519 |
|
0.500 |
0.7516 |
|
0.382 |
0.7512 |
|
LOW |
0.7499 |
|
0.618 |
0.7479 |
|
1.000 |
0.7466 |
|
1.618 |
0.7446 |
|
2.618 |
0.7413 |
|
4.250 |
0.7359 |
|
|
| Fisher Pivots for day following 12-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7518 |
0.7519 |
| PP |
0.7517 |
0.7518 |
| S1 |
0.7516 |
0.7518 |
|