CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2018 |
14-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7503 |
0.7507 |
0.0004 |
0.0% |
0.7521 |
| High |
0.7513 |
0.7508 |
-0.0005 |
-0.1% |
0.7539 |
| Low |
0.7487 |
0.7477 |
-0.0010 |
-0.1% |
0.7467 |
| Close |
0.7503 |
0.7493 |
-0.0010 |
-0.1% |
0.7493 |
| Range |
0.0026 |
0.0031 |
0.0005 |
17.3% |
0.0072 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
73,705 |
74,826 |
1,121 |
1.5% |
278,498 |
|
| Daily Pivots for day following 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7569 |
0.7510 |
|
| R3 |
0.7554 |
0.7539 |
0.7501 |
|
| R2 |
0.7523 |
0.7523 |
0.7499 |
|
| R1 |
0.7508 |
0.7508 |
0.7496 |
0.7500 |
| PP |
0.7493 |
0.7493 |
0.7493 |
0.7489 |
| S1 |
0.7477 |
0.7477 |
0.7490 |
0.7470 |
| S2 |
0.7462 |
0.7462 |
0.7487 |
|
| S3 |
0.7431 |
0.7447 |
0.7485 |
|
| S4 |
0.7401 |
0.7416 |
0.7476 |
|
|
| Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7716 |
0.7676 |
0.7533 |
|
| R3 |
0.7644 |
0.7604 |
0.7513 |
|
| R2 |
0.7572 |
0.7572 |
0.7506 |
|
| R1 |
0.7532 |
0.7532 |
0.7500 |
0.7516 |
| PP |
0.7500 |
0.7500 |
0.7500 |
0.7492 |
| S1 |
0.7460 |
0.7460 |
0.7486 |
0.7444 |
| S2 |
0.7428 |
0.7428 |
0.7480 |
|
| S3 |
0.7356 |
0.7388 |
0.7473 |
|
| S4 |
0.7284 |
0.7316 |
0.7453 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7539 |
0.7467 |
0.0072 |
1.0% |
0.0038 |
0.5% |
36% |
False |
False |
55,699 |
| 10 |
0.7615 |
0.7456 |
0.0160 |
2.1% |
0.0051 |
0.7% |
24% |
False |
False |
30,925 |
| 20 |
0.7633 |
0.7456 |
0.0178 |
2.4% |
0.0048 |
0.6% |
21% |
False |
False |
16,109 |
| 40 |
0.7725 |
0.7456 |
0.0270 |
3.6% |
0.0042 |
0.6% |
14% |
False |
False |
8,166 |
| 60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0040 |
0.5% |
10% |
False |
False |
5,468 |
| 80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0038 |
0.5% |
10% |
False |
False |
4,113 |
| 100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
10% |
False |
False |
3,294 |
| 120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0033 |
0.4% |
10% |
False |
False |
2,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7637 |
|
2.618 |
0.7587 |
|
1.618 |
0.7557 |
|
1.000 |
0.7538 |
|
0.618 |
0.7526 |
|
HIGH |
0.7508 |
|
0.618 |
0.7496 |
|
0.500 |
0.7492 |
|
0.382 |
0.7489 |
|
LOW |
0.7477 |
|
0.618 |
0.7458 |
|
1.000 |
0.7446 |
|
1.618 |
0.7428 |
|
2.618 |
0.7397 |
|
4.250 |
0.7347 |
|
|
| Fisher Pivots for day following 14-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7493 |
0.7500 |
| PP |
0.7493 |
0.7498 |
| S1 |
0.7492 |
0.7495 |
|