CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7580 |
0.7543 |
-0.0037 |
-0.5% |
0.7566 |
| High |
0.7599 |
0.7547 |
-0.0051 |
-0.7% |
0.7586 |
| Low |
0.7540 |
0.7465 |
-0.0075 |
-1.0% |
0.7488 |
| Close |
0.7551 |
0.7473 |
-0.0078 |
-1.0% |
0.7527 |
| Range |
0.0059 |
0.0083 |
0.0024 |
39.8% |
0.0099 |
| ATR |
0.0049 |
0.0052 |
0.0003 |
5.3% |
0.0000 |
| Volume |
90,140 |
96,126 |
5,986 |
6.6% |
391,707 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7690 |
0.7518 |
|
| R3 |
0.7660 |
0.7607 |
0.7495 |
|
| R2 |
0.7577 |
0.7577 |
0.7488 |
|
| R1 |
0.7525 |
0.7525 |
0.7480 |
0.7510 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7487 |
| S1 |
0.7442 |
0.7442 |
0.7465 |
0.7427 |
| S2 |
0.7412 |
0.7412 |
0.7457 |
|
| S3 |
0.7330 |
0.7360 |
0.7450 |
|
| S4 |
0.7247 |
0.7277 |
0.7427 |
|
|
| 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 |
0.7465 |
0.0136 |
1.8% |
0.0055 |
0.7% |
6% |
False |
True |
93,808 |
| 10 |
0.7601 |
0.7465 |
0.0136 |
1.8% |
0.0053 |
0.7% |
6% |
False |
True |
84,204 |
| 20 |
0.7665 |
0.7465 |
0.0200 |
2.7% |
0.0051 |
0.7% |
4% |
False |
True |
77,899 |
| 40 |
0.7751 |
0.7465 |
0.0286 |
3.8% |
0.0048 |
0.6% |
3% |
False |
True |
75,016 |
| 60 |
0.7836 |
0.7465 |
0.0371 |
5.0% |
0.0047 |
0.6% |
2% |
False |
True |
71,827 |
| 80 |
0.7836 |
0.7465 |
0.0371 |
5.0% |
0.0047 |
0.6% |
2% |
False |
True |
54,795 |
| 100 |
0.7836 |
0.7465 |
0.0371 |
5.0% |
0.0047 |
0.6% |
2% |
False |
True |
43,869 |
| 120 |
0.7836 |
0.7465 |
0.0371 |
5.0% |
0.0045 |
0.6% |
2% |
False |
True |
36,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7898 |
|
2.618 |
0.7763 |
|
1.618 |
0.7680 |
|
1.000 |
0.7630 |
|
0.618 |
0.7598 |
|
HIGH |
0.7547 |
|
0.618 |
0.7515 |
|
0.500 |
0.7506 |
|
0.382 |
0.7496 |
|
LOW |
0.7465 |
|
0.618 |
0.7414 |
|
1.000 |
0.7382 |
|
1.618 |
0.7331 |
|
2.618 |
0.7249 |
|
4.250 |
0.7114 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7506 |
0.7533 |
| PP |
0.7495 |
0.7513 |
| S1 |
0.7484 |
0.7493 |
|