CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 03-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7531 |
0.7544 |
0.0013 |
0.2% |
0.7566 |
High |
0.7536 |
0.7601 |
0.0065 |
0.9% |
0.7586 |
Low |
0.7496 |
0.7539 |
0.0043 |
0.6% |
0.7488 |
Close |
0.7527 |
0.7571 |
0.0044 |
0.6% |
0.7527 |
Range |
0.0040 |
0.0062 |
0.0022 |
55.0% |
0.0099 |
ATR |
0.0047 |
0.0049 |
0.0002 |
4.2% |
0.0000 |
Volume |
85,412 |
108,312 |
22,900 |
26.8% |
391,707 |
|
Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7756 |
0.7726 |
0.7605 |
|
R3 |
0.7694 |
0.7664 |
0.7588 |
|
R2 |
0.7632 |
0.7632 |
0.7582 |
|
R1 |
0.7602 |
0.7602 |
0.7577 |
0.7617 |
PP |
0.7570 |
0.7570 |
0.7570 |
0.7578 |
S1 |
0.7540 |
0.7540 |
0.7565 |
0.7555 |
S2 |
0.7508 |
0.7508 |
0.7560 |
|
S3 |
0.7446 |
0.7478 |
0.7554 |
|
S4 |
0.7384 |
0.7416 |
0.7537 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7829 |
0.7776 |
0.7581 |
|
R3 |
0.7730 |
0.7678 |
0.7554 |
|
R2 |
0.7632 |
0.7632 |
0.7545 |
|
R1 |
0.7579 |
0.7579 |
0.7536 |
0.7556 |
PP |
0.7533 |
0.7533 |
0.7533 |
0.7522 |
S1 |
0.7481 |
0.7481 |
0.7517 |
0.7458 |
S2 |
0.7435 |
0.7435 |
0.7508 |
|
S3 |
0.7336 |
0.7382 |
0.7499 |
|
S4 |
0.7238 |
0.7284 |
0.7472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7601 |
0.7488 |
0.0114 |
1.5% |
0.0051 |
0.7% |
74% |
True |
False |
90,083 |
10 |
0.7613 |
0.7488 |
0.0126 |
1.7% |
0.0052 |
0.7% |
67% |
False |
False |
79,986 |
20 |
0.7665 |
0.7488 |
0.0177 |
2.3% |
0.0046 |
0.6% |
47% |
False |
False |
73,106 |
40 |
0.7751 |
0.7488 |
0.0263 |
3.5% |
0.0046 |
0.6% |
32% |
False |
False |
72,858 |
60 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
24% |
False |
False |
69,496 |
80 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0047 |
0.6% |
24% |
False |
False |
52,471 |
100 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
24% |
False |
False |
42,011 |
120 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0045 |
0.6% |
24% |
False |
False |
35,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7864 |
2.618 |
0.7763 |
1.618 |
0.7701 |
1.000 |
0.7663 |
0.618 |
0.7639 |
HIGH |
0.7601 |
0.618 |
0.7577 |
0.500 |
0.7570 |
0.382 |
0.7563 |
LOW |
0.7539 |
0.618 |
0.7501 |
1.000 |
0.7477 |
1.618 |
0.7439 |
2.618 |
0.7377 |
4.250 |
0.7276 |
|
|
Fisher Pivots for day following 03-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7571 |
0.7564 |
PP |
0.7570 |
0.7556 |
S1 |
0.7570 |
0.7549 |
|