CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 07-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7503 |
0.7485 |
-0.0018 |
-0.2% |
0.7560 |
High |
0.7503 |
0.7562 |
0.0059 |
0.8% |
0.7615 |
Low |
0.7456 |
0.7480 |
0.0024 |
0.3% |
0.7456 |
Close |
0.7484 |
0.7546 |
0.0062 |
0.8% |
0.7546 |
Range |
0.0048 |
0.0082 |
0.0035 |
72.6% |
0.0160 |
ATR |
0.0047 |
0.0050 |
0.0002 |
5.2% |
0.0000 |
Volume |
6,864 |
3,952 |
-2,912 |
-42.4% |
30,761 |
|
Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7775 |
0.7742 |
0.7591 |
|
R3 |
0.7693 |
0.7660 |
0.7568 |
|
R2 |
0.7611 |
0.7611 |
0.7561 |
|
R1 |
0.7578 |
0.7578 |
0.7553 |
0.7595 |
PP |
0.7529 |
0.7529 |
0.7529 |
0.7537 |
S1 |
0.7496 |
0.7496 |
0.7538 |
0.7513 |
S2 |
0.7447 |
0.7447 |
0.7530 |
|
S3 |
0.7365 |
0.7414 |
0.7523 |
|
S4 |
0.7283 |
0.7332 |
0.7500 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8017 |
0.7941 |
0.7633 |
|
R3 |
0.7858 |
0.7781 |
0.7589 |
|
R2 |
0.7698 |
0.7698 |
0.7575 |
|
R1 |
0.7622 |
0.7622 |
0.7560 |
0.7580 |
PP |
0.7539 |
0.7539 |
0.7539 |
0.7518 |
S1 |
0.7462 |
0.7462 |
0.7531 |
0.7421 |
S2 |
0.7379 |
0.7379 |
0.7516 |
|
S3 |
0.7220 |
0.7303 |
0.7502 |
|
S4 |
0.7060 |
0.7143 |
0.7458 |
|
|
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% |
0.0065 |
0.9% |
56% |
False |
False |
6,152 |
10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0054 |
0.7% |
56% |
False |
False |
3,593 |
20 |
0.7633 |
0.7456 |
0.0178 |
2.4% |
0.0047 |
0.6% |
51% |
False |
False |
2,254 |
40 |
0.7761 |
0.7456 |
0.0306 |
4.0% |
0.0043 |
0.6% |
29% |
False |
False |
1,219 |
60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0039 |
0.5% |
23% |
False |
False |
831 |
80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0037 |
0.5% |
23% |
False |
False |
633 |
100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
23% |
False |
False |
510 |
120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0032 |
0.4% |
23% |
False |
False |
426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7910 |
2.618 |
0.7776 |
1.618 |
0.7694 |
1.000 |
0.7644 |
0.618 |
0.7612 |
HIGH |
0.7562 |
0.618 |
0.7530 |
0.500 |
0.7521 |
0.382 |
0.7511 |
LOW |
0.7480 |
0.618 |
0.7429 |
1.000 |
0.7398 |
1.618 |
0.7347 |
2.618 |
0.7265 |
4.250 |
0.7131 |
|
|
Fisher Pivots for day following 07-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7537 |
0.7533 |
PP |
0.7529 |
0.7521 |
S1 |
0.7521 |
0.7509 |
|