CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7499 |
-0.0001 |
0.0% |
0.7533 |
| High |
0.7507 |
0.7503 |
-0.0004 |
-0.1% |
0.7551 |
| Low |
0.7499 |
0.7484 |
-0.0016 |
-0.2% |
0.7485 |
| Close |
0.7506 |
0.7487 |
-0.0019 |
-0.3% |
0.7506 |
| Range |
0.0008 |
0.0020 |
0.0011 |
143.7% |
0.0066 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
128 |
78 |
-50 |
-39.1% |
1,104 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7550 |
0.7538 |
0.7498 |
|
| R3 |
0.7530 |
0.7518 |
0.7492 |
|
| R2 |
0.7511 |
0.7511 |
0.7491 |
|
| R1 |
0.7499 |
0.7499 |
0.7489 |
0.7495 |
| PP |
0.7491 |
0.7491 |
0.7491 |
0.7489 |
| S1 |
0.7479 |
0.7479 |
0.7485 |
0.7476 |
| S2 |
0.7472 |
0.7472 |
0.7483 |
|
| S3 |
0.7452 |
0.7460 |
0.7482 |
|
| S4 |
0.7433 |
0.7440 |
0.7476 |
|
|
| 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 |
0.7532 |
0.7484 |
0.0049 |
0.6% |
0.0019 |
0.3% |
7% |
False |
True |
168 |
| 10 |
0.7605 |
0.7474 |
0.0131 |
1.7% |
0.0035 |
0.5% |
10% |
False |
False |
161 |
| 20 |
0.7621 |
0.7474 |
0.0147 |
2.0% |
0.0032 |
0.4% |
9% |
False |
False |
99 |
| 40 |
0.7726 |
0.7474 |
0.0252 |
3.4% |
0.0025 |
0.3% |
5% |
False |
False |
58 |
| 60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0022 |
0.3% |
3% |
False |
False |
41 |
| 80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
3% |
False |
False |
33 |
| 100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0019 |
0.3% |
3% |
False |
False |
27 |
| 120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
3% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7586 |
|
2.618 |
0.7554 |
|
1.618 |
0.7535 |
|
1.000 |
0.7523 |
|
0.618 |
0.7515 |
|
HIGH |
0.7503 |
|
0.618 |
0.7496 |
|
0.500 |
0.7493 |
|
0.382 |
0.7491 |
|
LOW |
0.7484 |
|
0.618 |
0.7471 |
|
1.000 |
0.7464 |
|
1.618 |
0.7452 |
|
2.618 |
0.7432 |
|
4.250 |
0.7401 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7493 |
0.7501 |
| PP |
0.7491 |
0.7497 |
| S1 |
0.7489 |
0.7492 |
|