CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 12-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2018 |
12-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7483 |
0.7484 |
0.0002 |
0.0% |
0.7560 |
High |
0.7492 |
0.7523 |
0.0032 |
0.4% |
0.7615 |
Low |
0.7467 |
0.7484 |
0.0017 |
0.2% |
0.7456 |
Close |
0.7483 |
0.7507 |
0.0024 |
0.3% |
0.7546 |
Range |
0.0025 |
0.0039 |
0.0015 |
59.2% |
0.0160 |
ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
23,544 |
61,995 |
38,451 |
163.3% |
30,761 |
|
Daily Pivots for day following 12-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7622 |
0.7603 |
0.7528 |
|
R3 |
0.7583 |
0.7564 |
0.7517 |
|
R2 |
0.7544 |
0.7544 |
0.7514 |
|
R1 |
0.7525 |
0.7525 |
0.7510 |
0.7534 |
PP |
0.7505 |
0.7505 |
0.7505 |
0.7509 |
S1 |
0.7486 |
0.7486 |
0.7503 |
0.7495 |
S2 |
0.7466 |
0.7466 |
0.7499 |
|
S3 |
0.7427 |
0.7447 |
0.7496 |
|
S4 |
0.7388 |
0.7408 |
0.7485 |
|
|
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% |
0.0052 |
0.7% |
48% |
False |
False |
28,156 |
10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0052 |
0.7% |
32% |
False |
False |
16,434 |
20 |
0.7633 |
0.7456 |
0.0178 |
2.4% |
0.0049 |
0.6% |
29% |
False |
False |
8,711 |
40 |
0.7754 |
0.7456 |
0.0299 |
4.0% |
0.0043 |
0.6% |
17% |
False |
False |
4,457 |
60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0040 |
0.5% |
13% |
False |
False |
2,995 |
80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0038 |
0.5% |
13% |
False |
False |
2,257 |
100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
13% |
False |
False |
1,809 |
120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0032 |
0.4% |
13% |
False |
False |
1,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7689 |
2.618 |
0.7625 |
1.618 |
0.7586 |
1.000 |
0.7562 |
0.618 |
0.7547 |
HIGH |
0.7523 |
0.618 |
0.7508 |
0.500 |
0.7504 |
0.382 |
0.7499 |
LOW |
0.7484 |
0.618 |
0.7460 |
1.000 |
0.7445 |
1.618 |
0.7421 |
2.618 |
0.7382 |
4.250 |
0.7318 |
|
|
Fisher Pivots for day following 12-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7506 |
0.7505 |
PP |
0.7505 |
0.7504 |
S1 |
0.7504 |
0.7503 |
|