CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7521 |
0.7483 |
-0.0038 |
-0.5% |
0.7560 |
| High |
0.7539 |
0.7492 |
-0.0048 |
-0.6% |
0.7615 |
| Low |
0.7471 |
0.7467 |
-0.0004 |
-0.1% |
0.7456 |
| Close |
0.7473 |
0.7483 |
0.0010 |
0.1% |
0.7546 |
| Range |
0.0068 |
0.0025 |
-0.0044 |
-64.0% |
0.0160 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
44,428 |
23,544 |
-20,884 |
-47.0% |
30,761 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7554 |
0.7543 |
0.7496 |
|
| R3 |
0.7530 |
0.7519 |
0.7490 |
|
| R2 |
0.7505 |
0.7505 |
0.7487 |
|
| R1 |
0.7494 |
0.7494 |
0.7485 |
0.7500 |
| PP |
0.7481 |
0.7481 |
0.7481 |
0.7483 |
| S1 |
0.7470 |
0.7470 |
0.7481 |
0.7475 |
| S2 |
0.7456 |
0.7456 |
0.7479 |
|
| S3 |
0.7432 |
0.7445 |
0.7476 |
|
| S4 |
0.7407 |
0.7421 |
0.7470 |
|
|
| 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 |
0.7562 |
0.7456 |
0.0106 |
1.4% |
0.0061 |
0.8% |
26% |
False |
False |
18,477 |
| 10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0054 |
0.7% |
17% |
False |
False |
10,341 |
| 20 |
0.7633 |
0.7456 |
0.0178 |
2.4% |
0.0048 |
0.6% |
15% |
False |
False |
5,629 |
| 40 |
0.7761 |
0.7456 |
0.0306 |
4.1% |
0.0043 |
0.6% |
9% |
False |
False |
2,914 |
| 60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0040 |
0.5% |
7% |
False |
False |
1,962 |
| 80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0038 |
0.5% |
7% |
False |
False |
1,482 |
| 100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
7% |
False |
False |
1,189 |
| 120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0032 |
0.4% |
7% |
False |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7556 |
|
1.618 |
0.7531 |
|
1.000 |
0.7516 |
|
0.618 |
0.7507 |
|
HIGH |
0.7492 |
|
0.618 |
0.7482 |
|
0.500 |
0.7479 |
|
0.382 |
0.7476 |
|
LOW |
0.7467 |
|
0.618 |
0.7452 |
|
1.000 |
0.7443 |
|
1.618 |
0.7427 |
|
2.618 |
0.7403 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7482 |
0.7514 |
| PP |
0.7481 |
0.7504 |
| S1 |
0.7479 |
0.7493 |
|