CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 05-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7560 |
-0.0035 |
-0.5% |
0.7578 |
| High |
0.7613 |
0.7561 |
-0.0052 |
-0.7% |
0.7595 |
| Low |
0.7557 |
0.7480 |
-0.0077 |
-1.0% |
0.7504 |
| Close |
0.7565 |
0.7488 |
-0.0077 |
-1.0% |
0.7541 |
| Range |
0.0056 |
0.0081 |
0.0025 |
43.8% |
0.0092 |
| ATR |
0.0045 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
| Volume |
4,830 |
13,601 |
8,771 |
181.6% |
5,177 |
|
| Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7700 |
0.7532 |
|
| R3 |
0.7671 |
0.7620 |
0.7510 |
|
| R2 |
0.7590 |
0.7590 |
0.7503 |
|
| R1 |
0.7539 |
0.7539 |
0.7495 |
0.7524 |
| PP |
0.7510 |
0.7510 |
0.7510 |
0.7502 |
| S1 |
0.7458 |
0.7458 |
0.7481 |
0.7444 |
| S2 |
0.7429 |
0.7429 |
0.7473 |
|
| S3 |
0.7348 |
0.7378 |
0.7466 |
|
| S4 |
0.7268 |
0.7297 |
0.7444 |
|
|
| 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 |
0.7480 |
0.0135 |
1.8% |
0.0051 |
0.7% |
6% |
False |
True |
4,712 |
| 10 |
0.7615 |
0.7480 |
0.0135 |
1.8% |
0.0049 |
0.7% |
6% |
False |
True |
2,579 |
| 20 |
0.7671 |
0.7480 |
0.0191 |
2.5% |
0.0045 |
0.6% |
4% |
False |
True |
1,726 |
| 40 |
0.7761 |
0.7480 |
0.0281 |
3.8% |
0.0042 |
0.6% |
3% |
False |
True |
953 |
| 60 |
0.7846 |
0.7480 |
0.0366 |
4.9% |
0.0038 |
0.5% |
2% |
False |
True |
653 |
| 80 |
0.7846 |
0.7480 |
0.0366 |
4.9% |
0.0036 |
0.5% |
2% |
False |
True |
498 |
| 100 |
0.7846 |
0.7480 |
0.0366 |
4.9% |
0.0034 |
0.5% |
2% |
False |
True |
401 |
| 120 |
0.7846 |
0.7480 |
0.0366 |
4.9% |
0.0031 |
0.4% |
2% |
False |
True |
337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7903 |
|
2.618 |
0.7771 |
|
1.618 |
0.7691 |
|
1.000 |
0.7641 |
|
0.618 |
0.7610 |
|
HIGH |
0.7561 |
|
0.618 |
0.7530 |
|
0.500 |
0.7520 |
|
0.382 |
0.7511 |
|
LOW |
0.7480 |
|
0.618 |
0.7430 |
|
1.000 |
0.7399 |
|
1.618 |
0.7350 |
|
2.618 |
0.7269 |
|
4.250 |
0.7138 |
|
|
| Fisher Pivots for day following 05-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7520 |
0.7548 |
| PP |
0.7510 |
0.7528 |
| S1 |
0.7499 |
0.7508 |
|