CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 06-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7543 |
0.7490 |
-0.0053 |
-0.7% |
0.7566 |
High |
0.7547 |
0.7490 |
-0.0058 |
-0.8% |
0.7586 |
Low |
0.7465 |
0.7439 |
-0.0026 |
-0.3% |
0.7488 |
Close |
0.7473 |
0.7468 |
-0.0005 |
-0.1% |
0.7527 |
Range |
0.0083 |
0.0051 |
-0.0032 |
-38.8% |
0.0099 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.2% |
0.0000 |
Volume |
96,126 |
115,618 |
19,492 |
20.3% |
391,707 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7617 |
0.7593 |
0.7495 |
|
R3 |
0.7566 |
0.7542 |
0.7481 |
|
R2 |
0.7516 |
0.7516 |
0.7477 |
|
R1 |
0.7492 |
0.7492 |
0.7472 |
0.7479 |
PP |
0.7465 |
0.7465 |
0.7465 |
0.7459 |
S1 |
0.7441 |
0.7441 |
0.7463 |
0.7428 |
S2 |
0.7415 |
0.7415 |
0.7458 |
|
S3 |
0.7364 |
0.7391 |
0.7454 |
|
S4 |
0.7314 |
0.7340 |
0.7440 |
|
|
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 |
0.7439 |
0.0162 |
2.2% |
0.0059 |
0.8% |
18% |
False |
True |
99,121 |
10 |
0.7601 |
0.7439 |
0.0162 |
2.2% |
0.0053 |
0.7% |
18% |
False |
True |
88,463 |
20 |
0.7646 |
0.7439 |
0.0206 |
2.8% |
0.0050 |
0.7% |
14% |
False |
True |
80,178 |
40 |
0.7751 |
0.7439 |
0.0311 |
4.2% |
0.0047 |
0.6% |
9% |
False |
True |
76,137 |
60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
7% |
False |
True |
72,713 |
80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
7% |
False |
True |
56,238 |
100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
7% |
False |
True |
45,025 |
120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0045 |
0.6% |
7% |
False |
True |
37,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7704 |
2.618 |
0.7622 |
1.618 |
0.7571 |
1.000 |
0.7540 |
0.618 |
0.7521 |
HIGH |
0.7490 |
0.618 |
0.7470 |
0.500 |
0.7464 |
0.382 |
0.7458 |
LOW |
0.7439 |
0.618 |
0.7408 |
1.000 |
0.7389 |
1.618 |
0.7357 |
2.618 |
0.7307 |
4.250 |
0.7224 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7466 |
0.7519 |
PP |
0.7465 |
0.7502 |
S1 |
0.7464 |
0.7485 |
|