CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 28-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7382 |
0.7370 |
-0.0013 |
-0.2% |
0.7382 |
| High |
0.7382 |
0.7381 |
-0.0002 |
0.0% |
0.7394 |
| Low |
0.7348 |
0.7349 |
0.0001 |
0.0% |
0.7348 |
| Close |
0.7358 |
0.7358 |
-0.0001 |
0.0% |
0.7358 |
| Range |
0.0034 |
0.0031 |
-0.0003 |
-7.4% |
0.0046 |
| ATR |
0.0035 |
0.0035 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
100 |
42 |
-58 |
-58.0% |
327 |
|
| Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7457 |
0.7439 |
0.7375 |
|
| R3 |
0.7425 |
0.7407 |
0.7366 |
|
| R2 |
0.7394 |
0.7394 |
0.7363 |
|
| R1 |
0.7376 |
0.7376 |
0.7360 |
0.7369 |
| PP |
0.7362 |
0.7362 |
0.7362 |
0.7359 |
| S1 |
0.7344 |
0.7344 |
0.7355 |
0.7338 |
| S2 |
0.7331 |
0.7331 |
0.7352 |
|
| S3 |
0.7299 |
0.7313 |
0.7349 |
|
| S4 |
0.7268 |
0.7281 |
0.7340 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7477 |
0.7383 |
|
| R3 |
0.7459 |
0.7431 |
0.7370 |
|
| R2 |
0.7413 |
0.7413 |
0.7366 |
|
| R1 |
0.7385 |
0.7385 |
0.7362 |
0.7376 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7362 |
| S1 |
0.7339 |
0.7339 |
0.7353 |
0.7330 |
| S2 |
0.7320 |
0.7320 |
0.7349 |
|
| S3 |
0.7274 |
0.7293 |
0.7345 |
|
| S4 |
0.7228 |
0.7247 |
0.7332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7436 |
0.7348 |
0.0088 |
1.2% |
0.0031 |
0.4% |
11% |
False |
False |
97 |
| 10 |
0.7507 |
0.7348 |
0.0159 |
2.2% |
0.0030 |
0.4% |
6% |
False |
False |
111 |
| 20 |
0.7617 |
0.7348 |
0.0269 |
3.7% |
0.0033 |
0.4% |
4% |
False |
False |
128 |
| 40 |
0.7675 |
0.7348 |
0.0327 |
4.4% |
0.0028 |
0.4% |
3% |
False |
False |
75 |
| 60 |
0.7775 |
0.7348 |
0.0427 |
5.8% |
0.0025 |
0.3% |
2% |
False |
False |
55 |
| 80 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0023 |
0.3% |
2% |
False |
False |
43 |
| 100 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0021 |
0.3% |
2% |
False |
False |
36 |
| 120 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0020 |
0.3% |
2% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7514 |
|
2.618 |
0.7463 |
|
1.618 |
0.7431 |
|
1.000 |
0.7412 |
|
0.618 |
0.7400 |
|
HIGH |
0.7381 |
|
0.618 |
0.7368 |
|
0.500 |
0.7365 |
|
0.382 |
0.7361 |
|
LOW |
0.7349 |
|
0.618 |
0.7330 |
|
1.000 |
0.7318 |
|
1.618 |
0.7298 |
|
2.618 |
0.7267 |
|
4.250 |
0.7215 |
|
|
| Fisher Pivots for day following 28-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7370 |
| PP |
0.7362 |
0.7366 |
| S1 |
0.7360 |
0.7362 |
|