CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 31-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7370 |
0.7372 |
0.0002 |
0.0% |
0.7382 |
| High |
0.7381 |
0.7372 |
-0.0009 |
-0.1% |
0.7394 |
| Low |
0.7349 |
0.7347 |
-0.0002 |
0.0% |
0.7348 |
| Close |
0.7358 |
0.7365 |
0.0007 |
0.1% |
0.7358 |
| Range |
0.0031 |
0.0025 |
-0.0006 |
-20.6% |
0.0046 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
42 |
65 |
23 |
54.8% |
327 |
|
| Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7436 |
0.7425 |
0.7378 |
|
| R3 |
0.7411 |
0.7400 |
0.7371 |
|
| R2 |
0.7386 |
0.7386 |
0.7369 |
|
| R1 |
0.7375 |
0.7375 |
0.7367 |
0.7368 |
| PP |
0.7361 |
0.7361 |
0.7361 |
0.7358 |
| S1 |
0.7350 |
0.7350 |
0.7362 |
0.7343 |
| S2 |
0.7336 |
0.7336 |
0.7360 |
|
| S3 |
0.7311 |
0.7325 |
0.7358 |
|
| S4 |
0.7286 |
0.7300 |
0.7351 |
|
|
| 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 |
0.7394 |
0.7347 |
0.0047 |
0.6% |
0.0025 |
0.3% |
37% |
False |
True |
78 |
| 10 |
0.7503 |
0.7347 |
0.0156 |
2.1% |
0.0032 |
0.4% |
11% |
False |
True |
104 |
| 20 |
0.7617 |
0.7347 |
0.0270 |
3.7% |
0.0033 |
0.5% |
6% |
False |
True |
130 |
| 40 |
0.7674 |
0.7347 |
0.0327 |
4.4% |
0.0029 |
0.4% |
5% |
False |
True |
76 |
| 60 |
0.7772 |
0.7347 |
0.0425 |
5.8% |
0.0025 |
0.3% |
4% |
False |
True |
56 |
| 80 |
0.7857 |
0.7347 |
0.0510 |
6.9% |
0.0022 |
0.3% |
3% |
False |
True |
43 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.9% |
0.0021 |
0.3% |
3% |
False |
True |
37 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.9% |
0.0019 |
0.3% |
3% |
False |
True |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7478 |
|
2.618 |
0.7437 |
|
1.618 |
0.7412 |
|
1.000 |
0.7397 |
|
0.618 |
0.7387 |
|
HIGH |
0.7372 |
|
0.618 |
0.7362 |
|
0.500 |
0.7360 |
|
0.382 |
0.7357 |
|
LOW |
0.7347 |
|
0.618 |
0.7332 |
|
1.000 |
0.7322 |
|
1.618 |
0.7307 |
|
2.618 |
0.7282 |
|
4.250 |
0.7241 |
|
|
| Fisher Pivots for day following 31-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7363 |
0.7365 |
| PP |
0.7361 |
0.7365 |
| S1 |
0.7360 |
0.7365 |
|