CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7472 |
0.7455 |
-0.0017 |
-0.2% |
0.7505 |
| High |
0.7478 |
0.7467 |
-0.0011 |
-0.1% |
0.7524 |
| Low |
0.7451 |
0.7447 |
-0.0004 |
-0.1% |
0.7450 |
| Close |
0.7458 |
0.7455 |
-0.0004 |
0.0% |
0.7478 |
| Range |
0.0027 |
0.0020 |
-0.0007 |
-25.9% |
0.0074 |
| ATR |
0.0048 |
0.0046 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
8,083 |
520 |
-7,563 |
-93.6% |
447,213 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7516 |
0.7505 |
0.7465 |
|
| R3 |
0.7496 |
0.7485 |
0.7460 |
|
| R2 |
0.7476 |
0.7476 |
0.7458 |
|
| R1 |
0.7465 |
0.7465 |
0.7456 |
0.7461 |
| PP |
0.7456 |
0.7456 |
0.7456 |
0.7454 |
| S1 |
0.7445 |
0.7445 |
0.7453 |
0.7441 |
| S2 |
0.7436 |
0.7436 |
0.7451 |
|
| S3 |
0.7416 |
0.7425 |
0.7449 |
|
| S4 |
0.7396 |
0.7405 |
0.7444 |
|
|
| 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 |
0.7507 |
0.7447 |
0.0060 |
0.8% |
0.0028 |
0.4% |
12% |
False |
True |
53,941 |
| 10 |
0.7547 |
0.7439 |
0.0108 |
1.4% |
0.0045 |
0.6% |
14% |
False |
False |
78,549 |
| 20 |
0.7605 |
0.7439 |
0.0166 |
2.2% |
0.0050 |
0.7% |
9% |
False |
False |
81,089 |
| 40 |
0.7718 |
0.7439 |
0.0279 |
3.7% |
0.0046 |
0.6% |
6% |
False |
False |
76,763 |
| 60 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
4% |
False |
False |
74,020 |
| 80 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0047 |
0.6% |
4% |
False |
False |
63,373 |
| 100 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0046 |
0.6% |
4% |
False |
False |
50,749 |
| 120 |
0.7836 |
0.7439 |
0.0396 |
5.3% |
0.0045 |
0.6% |
4% |
False |
False |
42,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7552 |
|
2.618 |
0.7519 |
|
1.618 |
0.7499 |
|
1.000 |
0.7487 |
|
0.618 |
0.7479 |
|
HIGH |
0.7467 |
|
0.618 |
0.7459 |
|
0.500 |
0.7457 |
|
0.382 |
0.7455 |
|
LOW |
0.7447 |
|
0.618 |
0.7435 |
|
1.000 |
0.7427 |
|
1.618 |
0.7415 |
|
2.618 |
0.7395 |
|
4.250 |
0.7362 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7457 |
0.7470 |
| PP |
0.7456 |
0.7465 |
| S1 |
0.7455 |
0.7460 |
|