CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 19-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7486 |
0.7462 |
-0.0024 |
-0.3% |
0.7533 |
| High |
0.7486 |
0.7475 |
-0.0011 |
-0.2% |
0.7551 |
| Low |
0.7440 |
0.7442 |
0.0002 |
0.0% |
0.7485 |
| Close |
0.7440 |
0.7442 |
0.0002 |
0.0% |
0.7506 |
| Range |
0.0046 |
0.0033 |
-0.0013 |
-29.0% |
0.0066 |
| ATR |
0.0036 |
0.0036 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
76 |
156 |
80 |
105.3% |
1,104 |
|
| Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7552 |
0.7530 |
0.7460 |
|
| R3 |
0.7519 |
0.7497 |
0.7451 |
|
| R2 |
0.7486 |
0.7486 |
0.7448 |
|
| R1 |
0.7464 |
0.7464 |
0.7445 |
0.7458 |
| PP |
0.7453 |
0.7453 |
0.7453 |
0.7450 |
| S1 |
0.7430 |
0.7430 |
0.7438 |
0.7425 |
| S2 |
0.7419 |
0.7419 |
0.7435 |
|
| S3 |
0.7386 |
0.7397 |
0.7432 |
|
| S4 |
0.7353 |
0.7364 |
0.7423 |
|
|
| 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 |
0.7519 |
0.7440 |
0.0080 |
1.1% |
0.0025 |
0.3% |
3% |
False |
False |
103 |
| 10 |
0.7566 |
0.7440 |
0.0126 |
1.7% |
0.0034 |
0.5% |
2% |
False |
False |
168 |
| 20 |
0.7617 |
0.7440 |
0.0177 |
2.4% |
0.0031 |
0.4% |
1% |
False |
False |
107 |
| 40 |
0.7726 |
0.7440 |
0.0286 |
3.8% |
0.0027 |
0.4% |
1% |
False |
False |
62 |
| 60 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0023 |
0.3% |
0% |
False |
False |
45 |
| 80 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0022 |
0.3% |
0% |
False |
False |
36 |
| 100 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0020 |
0.3% |
0% |
False |
False |
30 |
| 120 |
0.7857 |
0.7440 |
0.0417 |
5.6% |
0.0019 |
0.2% |
0% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7615 |
|
2.618 |
0.7561 |
|
1.618 |
0.7528 |
|
1.000 |
0.7508 |
|
0.618 |
0.7495 |
|
HIGH |
0.7475 |
|
0.618 |
0.7462 |
|
0.500 |
0.7458 |
|
0.382 |
0.7454 |
|
LOW |
0.7442 |
|
0.618 |
0.7421 |
|
1.000 |
0.7408 |
|
1.618 |
0.7388 |
|
2.618 |
0.7355 |
|
4.250 |
0.7301 |
|
|
| Fisher Pivots for day following 19-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7458 |
0.7471 |
| PP |
0.7453 |
0.7461 |
| S1 |
0.7447 |
0.7451 |
|