CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 06-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7560 |
0.7503 |
-0.0057 |
-0.8% |
0.7578 |
High |
0.7561 |
0.7503 |
-0.0058 |
-0.8% |
0.7595 |
Low |
0.7480 |
0.7456 |
-0.0025 |
-0.3% |
0.7504 |
Close |
0.7488 |
0.7484 |
-0.0005 |
-0.1% |
0.7541 |
Range |
0.0081 |
0.0048 |
-0.0033 |
-41.0% |
0.0092 |
ATR |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0000 |
Volume |
13,601 |
6,864 |
-6,737 |
-49.5% |
5,177 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7623 |
0.7601 |
0.7510 |
|
R3 |
0.7576 |
0.7553 |
0.7497 |
|
R2 |
0.7528 |
0.7528 |
0.7492 |
|
R1 |
0.7506 |
0.7506 |
0.7488 |
0.7493 |
PP |
0.7481 |
0.7481 |
0.7481 |
0.7474 |
S1 |
0.7458 |
0.7458 |
0.7479 |
0.7446 |
S2 |
0.7433 |
0.7433 |
0.7475 |
|
S3 |
0.7386 |
0.7411 |
0.7470 |
|
S4 |
0.7338 |
0.7363 |
0.7457 |
|
|
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 |
0.7456 |
0.0160 |
2.1% |
0.0054 |
0.7% |
18% |
False |
True |
6,011 |
10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0049 |
0.7% |
18% |
False |
True |
3,239 |
20 |
0.7657 |
0.7456 |
0.0202 |
2.7% |
0.0045 |
0.6% |
14% |
False |
True |
2,065 |
40 |
0.7761 |
0.7456 |
0.0306 |
4.1% |
0.0041 |
0.5% |
9% |
False |
True |
1,122 |
60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0038 |
0.5% |
7% |
False |
True |
766 |
80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0036 |
0.5% |
7% |
False |
True |
584 |
100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0034 |
0.5% |
7% |
False |
True |
470 |
120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0031 |
0.4% |
7% |
False |
True |
394 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7705 |
2.618 |
0.7627 |
1.618 |
0.7580 |
1.000 |
0.7551 |
0.618 |
0.7532 |
HIGH |
0.7503 |
0.618 |
0.7485 |
0.500 |
0.7479 |
0.382 |
0.7474 |
LOW |
0.7456 |
0.618 |
0.7426 |
1.000 |
0.7408 |
1.618 |
0.7379 |
2.618 |
0.7331 |
4.250 |
0.7254 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7482 |
0.7534 |
PP |
0.7481 |
0.7517 |
S1 |
0.7479 |
0.7500 |
|