CME Canadian Dollar Future June 2019
| 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 |
0.7513 |
0.7499 |
-0.0014 |
-0.2% |
0.7533 |
| High |
0.7519 |
0.7507 |
-0.0012 |
-0.2% |
0.7551 |
| Low |
0.7504 |
0.7499 |
-0.0005 |
-0.1% |
0.7485 |
| Close |
0.7516 |
0.7506 |
-0.0010 |
-0.1% |
0.7506 |
| Range |
0.0016 |
0.0008 |
-0.0008 |
-48.4% |
0.0066 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.9% |
0.0000 |
| Volume |
78 |
128 |
50 |
64.1% |
1,104 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7528 |
0.7525 |
0.7510 |
|
| R3 |
0.7520 |
0.7517 |
0.7508 |
|
| R2 |
0.7512 |
0.7512 |
0.7507 |
|
| R1 |
0.7509 |
0.7509 |
0.7507 |
0.7511 |
| PP |
0.7504 |
0.7504 |
0.7504 |
0.7505 |
| S1 |
0.7501 |
0.7501 |
0.7505 |
0.7503 |
| S2 |
0.7496 |
0.7496 |
0.7505 |
|
| S3 |
0.7488 |
0.7493 |
0.7504 |
|
| S4 |
0.7480 |
0.7485 |
0.7502 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7675 |
0.7542 |
|
| R3 |
0.7646 |
0.7609 |
0.7524 |
|
| R2 |
0.7580 |
0.7580 |
0.7518 |
|
| R1 |
0.7543 |
0.7543 |
0.7512 |
0.7528 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7506 |
| S1 |
0.7477 |
0.7477 |
0.7500 |
0.7462 |
| S2 |
0.7448 |
0.7448 |
0.7494 |
|
| S3 |
0.7382 |
0.7411 |
0.7488 |
|
| S4 |
0.7316 |
0.7345 |
0.7470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7551 |
0.7485 |
0.0066 |
0.9% |
0.0028 |
0.4% |
33% |
False |
False |
220 |
| 10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0035 |
0.5% |
22% |
False |
False |
156 |
| 20 |
0.7643 |
0.7474 |
0.0169 |
2.3% |
0.0032 |
0.4% |
19% |
False |
False |
95 |
| 40 |
0.7726 |
0.7474 |
0.0252 |
3.4% |
0.0025 |
0.3% |
13% |
False |
False |
56 |
| 60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0022 |
0.3% |
8% |
False |
False |
40 |
| 80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
8% |
False |
False |
33 |
| 100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0019 |
0.3% |
8% |
False |
False |
27 |
| 120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
8% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7541 |
|
2.618 |
0.7528 |
|
1.618 |
0.7520 |
|
1.000 |
0.7515 |
|
0.618 |
0.7512 |
|
HIGH |
0.7507 |
|
0.618 |
0.7504 |
|
0.500 |
0.7503 |
|
0.382 |
0.7502 |
|
LOW |
0.7499 |
|
0.618 |
0.7494 |
|
1.000 |
0.7491 |
|
1.618 |
0.7486 |
|
2.618 |
0.7478 |
|
4.250 |
0.7465 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7516 |
| PP |
0.7504 |
0.7512 |
| S1 |
0.7503 |
0.7509 |
|