CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 17-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2018 |
17-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7507 |
0.7489 |
-0.0017 |
-0.2% |
0.7521 |
| High |
0.7508 |
0.7494 |
-0.0014 |
-0.2% |
0.7539 |
| Low |
0.7477 |
0.7467 |
-0.0011 |
-0.1% |
0.7467 |
| Close |
0.7493 |
0.7474 |
-0.0019 |
-0.3% |
0.7493 |
| Range |
0.0031 |
0.0027 |
-0.0004 |
-11.5% |
0.0072 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
74,826 |
61,608 |
-13,218 |
-17.7% |
278,498 |
|
| Daily Pivots for day following 17-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7559 |
0.7544 |
0.7489 |
|
| R3 |
0.7532 |
0.7517 |
0.7481 |
|
| R2 |
0.7505 |
0.7505 |
0.7479 |
|
| R1 |
0.7490 |
0.7490 |
0.7476 |
0.7484 |
| PP |
0.7478 |
0.7478 |
0.7478 |
0.7475 |
| S1 |
0.7463 |
0.7463 |
0.7472 |
0.7457 |
| S2 |
0.7451 |
0.7451 |
0.7469 |
|
| S3 |
0.7424 |
0.7436 |
0.7467 |
|
| S4 |
0.7397 |
0.7409 |
0.7459 |
|
|
| 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 |
0.7523 |
0.7467 |
0.0057 |
0.8% |
0.0029 |
0.4% |
13% |
False |
True |
59,135 |
| 10 |
0.7613 |
0.7456 |
0.0158 |
2.1% |
0.0048 |
0.6% |
12% |
False |
False |
36,935 |
| 20 |
0.7627 |
0.7456 |
0.0172 |
2.3% |
0.0048 |
0.6% |
11% |
False |
False |
18,881 |
| 40 |
0.7725 |
0.7456 |
0.0270 |
3.6% |
0.0042 |
0.6% |
7% |
False |
False |
9,701 |
| 60 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0040 |
0.5% |
5% |
False |
False |
6,494 |
| 80 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0039 |
0.5% |
5% |
False |
False |
4,883 |
| 100 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0035 |
0.5% |
5% |
False |
False |
3,910 |
| 120 |
0.7846 |
0.7456 |
0.0391 |
5.2% |
0.0033 |
0.4% |
5% |
False |
False |
3,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7608 |
|
2.618 |
0.7564 |
|
1.618 |
0.7537 |
|
1.000 |
0.7521 |
|
0.618 |
0.7510 |
|
HIGH |
0.7494 |
|
0.618 |
0.7483 |
|
0.500 |
0.7480 |
|
0.382 |
0.7477 |
|
LOW |
0.7467 |
|
0.618 |
0.7450 |
|
1.000 |
0.7440 |
|
1.618 |
0.7423 |
|
2.618 |
0.7396 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 17-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7490 |
| PP |
0.7478 |
0.7485 |
| S1 |
0.7476 |
0.7479 |
|