CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 10-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7485 |
0.7521 |
0.0036 |
0.5% |
0.7560 |
| High |
0.7562 |
0.7539 |
-0.0023 |
-0.3% |
0.7615 |
| Low |
0.7480 |
0.7471 |
-0.0009 |
-0.1% |
0.7456 |
| Close |
0.7546 |
0.7473 |
-0.0073 |
-1.0% |
0.7546 |
| Range |
0.0082 |
0.0068 |
-0.0014 |
-17.1% |
0.0160 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
3.5% |
0.0000 |
| Volume |
3,952 |
44,428 |
40,476 |
1,024.2% |
30,761 |
|
| Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7654 |
0.7510 |
|
| R3 |
0.7630 |
0.7586 |
0.7492 |
|
| R2 |
0.7562 |
0.7562 |
0.7485 |
|
| R1 |
0.7518 |
0.7518 |
0.7479 |
0.7506 |
| PP |
0.7494 |
0.7494 |
0.7494 |
0.7489 |
| S1 |
0.7450 |
0.7450 |
0.7467 |
0.7438 |
| S2 |
0.7426 |
0.7426 |
0.7461 |
|
| S3 |
0.7358 |
0.7382 |
0.7454 |
|
| S4 |
0.7290 |
0.7314 |
0.7436 |
|
|
| 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 |
0.7613 |
0.7456 |
0.0158 |
2.1% |
0.0067 |
0.9% |
11% |
False |
False |
14,735 |
| 10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0057 |
0.8% |
11% |
False |
False |
8,015 |
| 20 |
0.7633 |
0.7456 |
0.0178 |
2.4% |
0.0048 |
0.6% |
10% |
False |
False |
4,456 |
| 40 |
0.7761 |
0.7456 |
0.0306 |
4.1% |
0.0044 |
0.6% |
6% |
False |
False |
2,327 |
| 60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0040 |
0.5% |
4% |
False |
False |
1,570 |
| 80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0038 |
0.5% |
4% |
False |
False |
1,188 |
| 100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
4% |
False |
False |
954 |
| 120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0032 |
0.4% |
4% |
False |
False |
796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7828 |
|
2.618 |
0.7717 |
|
1.618 |
0.7649 |
|
1.000 |
0.7607 |
|
0.618 |
0.7581 |
|
HIGH |
0.7539 |
|
0.618 |
0.7513 |
|
0.500 |
0.7505 |
|
0.382 |
0.7497 |
|
LOW |
0.7471 |
|
0.618 |
0.7429 |
|
1.000 |
0.7403 |
|
1.618 |
0.7361 |
|
2.618 |
0.7293 |
|
4.250 |
0.7182 |
|
|
| Fisher Pivots for day following 10-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7505 |
0.7509 |
| PP |
0.7494 |
0.7497 |
| S1 |
0.7484 |
0.7485 |
|