CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 13-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7513 |
0.0014 |
0.2% |
0.7595 |
| High |
0.7532 |
0.7519 |
-0.0013 |
-0.2% |
0.7617 |
| Low |
0.7499 |
0.7504 |
0.0005 |
0.1% |
0.7474 |
| Close |
0.7519 |
0.7516 |
-0.0003 |
0.0% |
0.7559 |
| Range |
0.0033 |
0.0016 |
-0.0018 |
-53.0% |
0.0143 |
| ATR |
0.0039 |
0.0037 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
284 |
78 |
-206 |
-72.5% |
461 |
|
| Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7553 |
0.7525 |
|
| R3 |
0.7544 |
0.7538 |
0.7520 |
|
| R2 |
0.7528 |
0.7528 |
0.7519 |
|
| R1 |
0.7522 |
0.7522 |
0.7517 |
0.7525 |
| PP |
0.7513 |
0.7513 |
0.7513 |
0.7514 |
| S1 |
0.7507 |
0.7507 |
0.7515 |
0.7510 |
| S2 |
0.7497 |
0.7497 |
0.7513 |
|
| S3 |
0.7482 |
0.7491 |
0.7512 |
|
| S4 |
0.7466 |
0.7476 |
0.7507 |
|
|
| 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 |
0.7485 |
0.0081 |
1.1% |
0.0041 |
0.5% |
39% |
False |
False |
221 |
| 10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0035 |
0.5% |
29% |
False |
False |
145 |
| 20 |
0.7643 |
0.7474 |
0.0169 |
2.2% |
0.0033 |
0.4% |
25% |
False |
False |
89 |
| 40 |
0.7726 |
0.7474 |
0.0252 |
3.3% |
0.0026 |
0.3% |
17% |
False |
False |
53 |
| 60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0022 |
0.3% |
11% |
False |
False |
38 |
| 80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
11% |
False |
False |
31 |
| 100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0019 |
0.3% |
11% |
False |
False |
25 |
| 120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
11% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7560 |
|
1.618 |
0.7544 |
|
1.000 |
0.7535 |
|
0.618 |
0.7529 |
|
HIGH |
0.7519 |
|
0.618 |
0.7513 |
|
0.500 |
0.7511 |
|
0.382 |
0.7509 |
|
LOW |
0.7504 |
|
0.618 |
0.7494 |
|
1.000 |
0.7488 |
|
1.618 |
0.7478 |
|
2.618 |
0.7463 |
|
4.250 |
0.7438 |
|
|
| Fisher Pivots for day following 13-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7513 |
| PP |
0.7513 |
0.7511 |
| S1 |
0.7511 |
0.7508 |
|