CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7499 |
0.7486 |
-0.0013 |
-0.2% |
0.7533 |
| High |
0.7503 |
0.7486 |
-0.0017 |
-0.2% |
0.7551 |
| Low |
0.7484 |
0.7440 |
-0.0044 |
-0.6% |
0.7485 |
| Close |
0.7487 |
0.7440 |
-0.0047 |
-0.6% |
0.7506 |
| Range |
0.0020 |
0.0046 |
0.0027 |
138.5% |
0.0066 |
| ATR |
0.0035 |
0.0036 |
0.0001 |
2.6% |
0.0000 |
| Volume |
78 |
76 |
-2 |
-2.6% |
1,104 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7594 |
0.7563 |
0.7465 |
|
| R3 |
0.7548 |
0.7517 |
0.7452 |
|
| R2 |
0.7501 |
0.7501 |
0.7448 |
|
| R1 |
0.7471 |
0.7471 |
0.7444 |
0.7463 |
| PP |
0.7455 |
0.7455 |
0.7455 |
0.7451 |
| S1 |
0.7424 |
0.7424 |
0.7435 |
0.7416 |
| S2 |
0.7409 |
0.7409 |
0.7431 |
|
| S3 |
0.7362 |
0.7378 |
0.7427 |
|
| S4 |
0.7316 |
0.7331 |
0.7414 |
|
|
| 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 |
0.7440 |
0.0093 |
1.2% |
0.0025 |
0.3% |
0% |
False |
True |
128 |
| 10 |
0.7566 |
0.7440 |
0.0126 |
1.7% |
0.0037 |
0.5% |
0% |
False |
True |
166 |
| 20 |
0.7621 |
0.7440 |
0.0181 |
2.4% |
0.0033 |
0.4% |
0% |
False |
True |
102 |
| 40 |
0.7726 |
0.7440 |
0.0286 |
3.8% |
0.0026 |
0.4% |
0% |
False |
True |
59 |
| 60 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0023 |
0.3% |
0% |
False |
True |
43 |
| 80 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0022 |
0.3% |
0% |
False |
True |
34 |
| 100 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0020 |
0.3% |
0% |
False |
True |
28 |
| 120 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0018 |
0.2% |
0% |
False |
True |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7684 |
|
2.618 |
0.7608 |
|
1.618 |
0.7561 |
|
1.000 |
0.7532 |
|
0.618 |
0.7515 |
|
HIGH |
0.7486 |
|
0.618 |
0.7468 |
|
0.500 |
0.7463 |
|
0.382 |
0.7457 |
|
LOW |
0.7440 |
|
0.618 |
0.7411 |
|
1.000 |
0.7393 |
|
1.618 |
0.7364 |
|
2.618 |
0.7318 |
|
4.250 |
0.7242 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7463 |
0.7473 |
| PP |
0.7455 |
0.7462 |
| S1 |
0.7447 |
0.7451 |
|