CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 13-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2018 |
13-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7469 |
0.7491 |
0.0022 |
0.3% |
0.7544 |
High |
0.7507 |
0.7498 |
-0.0009 |
-0.1% |
0.7601 |
Low |
0.7468 |
0.7473 |
0.0005 |
0.1% |
0.7439 |
Close |
0.7491 |
0.7488 |
-0.0003 |
0.0% |
0.7530 |
Range |
0.0040 |
0.0026 |
-0.0014 |
-35.4% |
0.0162 |
ATR |
0.0053 |
0.0051 |
-0.0002 |
-3.7% |
0.0000 |
Volume |
119,794 |
103,551 |
-16,243 |
-13.6% |
528,126 |
|
Daily Pivots for day following 13-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7563 |
0.7551 |
0.7502 |
|
R3 |
0.7537 |
0.7525 |
0.7495 |
|
R2 |
0.7512 |
0.7512 |
0.7493 |
|
R1 |
0.7500 |
0.7500 |
0.7490 |
0.7493 |
PP |
0.7486 |
0.7486 |
0.7486 |
0.7483 |
S1 |
0.7474 |
0.7474 |
0.7486 |
0.7468 |
S2 |
0.7461 |
0.7461 |
0.7483 |
|
S3 |
0.7435 |
0.7449 |
0.7481 |
|
S4 |
0.7410 |
0.7423 |
0.7474 |
|
|
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 |
0.7547 |
0.7450 |
0.0097 |
1.3% |
0.0049 |
0.7% |
39% |
False |
False |
105,476 |
10 |
0.7601 |
0.7439 |
0.0162 |
2.2% |
0.0054 |
0.7% |
30% |
False |
False |
102,299 |
20 |
0.7622 |
0.7439 |
0.0183 |
2.4% |
0.0052 |
0.7% |
27% |
False |
False |
89,280 |
40 |
0.7718 |
0.7439 |
0.0279 |
3.7% |
0.0048 |
0.6% |
18% |
False |
False |
80,837 |
60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
12% |
False |
False |
76,461 |
80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
12% |
False |
False |
62,814 |
100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
12% |
False |
False |
50,290 |
120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
12% |
False |
False |
41,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7606 |
2.618 |
0.7565 |
1.618 |
0.7539 |
1.000 |
0.7524 |
0.618 |
0.7514 |
HIGH |
0.7498 |
0.618 |
0.7488 |
0.500 |
0.7485 |
0.382 |
0.7482 |
LOW |
0.7473 |
0.618 |
0.7457 |
1.000 |
0.7447 |
1.618 |
0.7431 |
2.618 |
0.7406 |
4.250 |
0.7364 |
|
|
Fisher Pivots for day following 13-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7487 |
0.7485 |
PP |
0.7486 |
0.7482 |
S1 |
0.7485 |
0.7479 |
|