CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 14-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7491 |
0.7490 |
-0.0001 |
0.0% |
0.7505 |
High |
0.7498 |
0.7492 |
-0.0006 |
-0.1% |
0.7524 |
Low |
0.7473 |
0.7462 |
-0.0011 |
-0.1% |
0.7450 |
Close |
0.7488 |
0.7478 |
-0.0011 |
-0.1% |
0.7478 |
Range |
0.0026 |
0.0030 |
0.0005 |
17.6% |
0.0074 |
ATR |
0.0051 |
0.0049 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
103,551 |
37,761 |
-65,790 |
-63.5% |
447,213 |
|
Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7567 |
0.7552 |
0.7494 |
|
R3 |
0.7537 |
0.7522 |
0.7486 |
|
R2 |
0.7507 |
0.7507 |
0.7483 |
|
R1 |
0.7492 |
0.7492 |
0.7480 |
0.7485 |
PP |
0.7477 |
0.7477 |
0.7477 |
0.7473 |
S1 |
0.7462 |
0.7462 |
0.7475 |
0.7455 |
S2 |
0.7447 |
0.7447 |
0.7472 |
|
S3 |
0.7417 |
0.7432 |
0.7469 |
|
S4 |
0.7387 |
0.7402 |
0.7461 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7706 |
0.7666 |
0.7518 |
|
R3 |
0.7632 |
0.7592 |
0.7498 |
|
R2 |
0.7558 |
0.7558 |
0.7491 |
|
R1 |
0.7518 |
0.7518 |
0.7484 |
0.7501 |
PP |
0.7484 |
0.7484 |
0.7484 |
0.7475 |
S1 |
0.7444 |
0.7444 |
0.7471 |
0.7427 |
S2 |
0.7410 |
0.7410 |
0.7464 |
|
S3 |
0.7336 |
0.7370 |
0.7457 |
|
S4 |
0.7262 |
0.7296 |
0.7437 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7524 |
0.7450 |
0.0074 |
1.0% |
0.0038 |
0.5% |
37% |
False |
False |
89,442 |
10 |
0.7601 |
0.7439 |
0.0162 |
2.2% |
0.0053 |
0.7% |
24% |
False |
False |
97,533 |
20 |
0.7622 |
0.7439 |
0.0183 |
2.4% |
0.0051 |
0.7% |
21% |
False |
False |
87,476 |
40 |
0.7718 |
0.7439 |
0.0279 |
3.7% |
0.0047 |
0.6% |
14% |
False |
False |
80,120 |
60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
10% |
False |
False |
75,910 |
80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0048 |
0.6% |
10% |
False |
False |
63,280 |
100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
10% |
False |
False |
50,665 |
120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
10% |
False |
False |
42,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7620 |
2.618 |
0.7571 |
1.618 |
0.7541 |
1.000 |
0.7522 |
0.618 |
0.7511 |
HIGH |
0.7492 |
0.618 |
0.7481 |
0.500 |
0.7477 |
0.382 |
0.7473 |
LOW |
0.7462 |
0.618 |
0.7443 |
1.000 |
0.7432 |
1.618 |
0.7413 |
2.618 |
0.7383 |
4.250 |
0.7335 |
|
|
Fisher Pivots for day following 14-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7477 |
0.7485 |
PP |
0.7477 |
0.7482 |
S1 |
0.7477 |
0.7480 |
|