CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7595 |
0.0036 |
0.5% |
0.7578 |
| High |
0.7615 |
0.7613 |
-0.0002 |
0.0% |
0.7595 |
| Low |
0.7556 |
0.7557 |
0.0001 |
0.0% |
0.7504 |
| Close |
0.7586 |
0.7565 |
-0.0021 |
-0.3% |
0.7541 |
| Range |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0092 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.0% |
0.0000 |
| Volume |
1,514 |
4,830 |
3,316 |
219.0% |
5,177 |
|
| Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7746 |
0.7712 |
0.7596 |
|
| R3 |
0.7690 |
0.7656 |
0.7580 |
|
| R2 |
0.7634 |
0.7634 |
0.7575 |
|
| R1 |
0.7600 |
0.7600 |
0.7570 |
0.7589 |
| PP |
0.7578 |
0.7578 |
0.7578 |
0.7573 |
| S1 |
0.7544 |
0.7544 |
0.7560 |
0.7533 |
| S2 |
0.7522 |
0.7522 |
0.7555 |
|
| S3 |
0.7466 |
0.7488 |
0.7550 |
|
| S4 |
0.7410 |
0.7432 |
0.7534 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7773 |
0.7591 |
|
| R3 |
0.7730 |
0.7681 |
0.7566 |
|
| R2 |
0.7638 |
0.7638 |
0.7558 |
|
| R1 |
0.7590 |
0.7590 |
0.7549 |
0.7568 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7536 |
| S1 |
0.7498 |
0.7498 |
0.7533 |
0.7477 |
| S2 |
0.7455 |
0.7455 |
0.7524 |
|
| S3 |
0.7364 |
0.7407 |
0.7516 |
|
| S4 |
0.7272 |
0.7315 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7615 |
0.7504 |
0.0112 |
1.5% |
0.0048 |
0.6% |
55% |
False |
False |
2,204 |
| 10 |
0.7618 |
0.7504 |
0.0114 |
1.5% |
0.0050 |
0.7% |
54% |
False |
False |
1,265 |
| 20 |
0.7671 |
0.7504 |
0.0167 |
2.2% |
0.0042 |
0.6% |
37% |
False |
False |
1,051 |
| 40 |
0.7761 |
0.7504 |
0.0258 |
3.4% |
0.0041 |
0.5% |
24% |
False |
False |
613 |
| 60 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0038 |
0.5% |
18% |
False |
False |
427 |
| 80 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0035 |
0.5% |
18% |
False |
False |
328 |
| 100 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0033 |
0.4% |
18% |
False |
False |
265 |
| 120 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0030 |
0.4% |
18% |
False |
False |
224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7851 |
|
2.618 |
0.7760 |
|
1.618 |
0.7704 |
|
1.000 |
0.7669 |
|
0.618 |
0.7648 |
|
HIGH |
0.7613 |
|
0.618 |
0.7592 |
|
0.500 |
0.7585 |
|
0.382 |
0.7578 |
|
LOW |
0.7557 |
|
0.618 |
0.7522 |
|
1.000 |
0.7501 |
|
1.618 |
0.7466 |
|
2.618 |
0.7410 |
|
4.250 |
0.7319 |
|
|
| Fisher Pivots for day following 04-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7585 |
0.7567 |
| PP |
0.7578 |
0.7566 |
| S1 |
0.7572 |
0.7566 |
|