CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 07-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7490 |
0.7470 |
-0.0020 |
-0.3% |
0.7544 |
High |
0.7490 |
0.7547 |
0.0057 |
0.8% |
0.7601 |
Low |
0.7439 |
0.7464 |
0.0024 |
0.3% |
0.7439 |
Close |
0.7468 |
0.7530 |
0.0062 |
0.8% |
0.7530 |
Range |
0.0051 |
0.0083 |
0.0033 |
64.4% |
0.0162 |
ATR |
0.0052 |
0.0054 |
0.0002 |
4.3% |
0.0000 |
Volume |
115,618 |
117,930 |
2,312 |
2.0% |
528,126 |
|
Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7762 |
0.7729 |
0.7575 |
|
R3 |
0.7679 |
0.7646 |
0.7552 |
|
R2 |
0.7596 |
0.7596 |
0.7545 |
|
R1 |
0.7563 |
0.7563 |
0.7537 |
0.7580 |
PP |
0.7513 |
0.7513 |
0.7513 |
0.7522 |
S1 |
0.7480 |
0.7480 |
0.7522 |
0.7497 |
S2 |
0.7430 |
0.7430 |
0.7514 |
|
S3 |
0.7347 |
0.7397 |
0.7507 |
|
S4 |
0.7264 |
0.7314 |
0.7484 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8009 |
0.7931 |
0.7619 |
|
R3 |
0.7847 |
0.7769 |
0.7574 |
|
R2 |
0.7685 |
0.7685 |
0.7559 |
|
R1 |
0.7607 |
0.7607 |
0.7544 |
0.7565 |
PP |
0.7523 |
0.7523 |
0.7523 |
0.7502 |
S1 |
0.7445 |
0.7445 |
0.7515 |
0.7403 |
S2 |
0.7361 |
0.7361 |
0.7500 |
|
S3 |
0.7199 |
0.7283 |
0.7485 |
|
S4 |
0.7037 |
0.7121 |
0.7440 |
|
|
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% |
0.0067 |
0.9% |
56% |
False |
False |
105,625 |
10 |
0.7601 |
0.7439 |
0.0162 |
2.2% |
0.0057 |
0.8% |
56% |
False |
False |
91,983 |
20 |
0.7622 |
0.7439 |
0.0183 |
2.4% |
0.0052 |
0.7% |
49% |
False |
False |
82,692 |
40 |
0.7751 |
0.7439 |
0.0311 |
4.1% |
0.0048 |
0.6% |
29% |
False |
False |
76,732 |
60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
23% |
False |
False |
73,722 |
80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
23% |
False |
False |
57,708 |
100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
23% |
False |
False |
46,203 |
120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0045 |
0.6% |
23% |
False |
False |
38,523 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7899 |
2.618 |
0.7764 |
1.618 |
0.7681 |
1.000 |
0.7630 |
0.618 |
0.7598 |
HIGH |
0.7547 |
0.618 |
0.7515 |
0.500 |
0.7505 |
0.382 |
0.7495 |
LOW |
0.7464 |
0.618 |
0.7412 |
1.000 |
0.7380 |
1.618 |
0.7329 |
2.618 |
0.7246 |
4.250 |
0.7111 |
|
|
Fisher Pivots for day following 07-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7521 |
0.7517 |
PP |
0.7513 |
0.7505 |
S1 |
0.7505 |
0.7493 |
|