CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2018 |
18-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7489 |
0.7473 |
-0.0017 |
-0.2% |
0.7521 |
| High |
0.7494 |
0.7484 |
-0.0010 |
-0.1% |
0.7539 |
| Low |
0.7467 |
0.7425 |
-0.0042 |
-0.6% |
0.7467 |
| Close |
0.7474 |
0.7427 |
-0.0047 |
-0.6% |
0.7493 |
| Range |
0.0027 |
0.0059 |
0.0032 |
116.7% |
0.0072 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.2% |
0.0000 |
| Volume |
61,608 |
86,527 |
24,919 |
40.4% |
278,498 |
|
| Daily Pivots for day following 18-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7582 |
0.7459 |
|
| R3 |
0.7562 |
0.7524 |
0.7443 |
|
| R2 |
0.7504 |
0.7504 |
0.7438 |
|
| R1 |
0.7465 |
0.7465 |
0.7432 |
0.7455 |
| PP |
0.7445 |
0.7445 |
0.7445 |
0.7440 |
| S1 |
0.7407 |
0.7407 |
0.7422 |
0.7397 |
| S2 |
0.7387 |
0.7387 |
0.7416 |
|
| S3 |
0.7328 |
0.7348 |
0.7411 |
|
| S4 |
0.7270 |
0.7290 |
0.7395 |
|
|
| 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 |
0.7425 |
0.0098 |
1.3% |
0.0036 |
0.5% |
2% |
False |
True |
71,732 |
| 10 |
0.7562 |
0.7425 |
0.0137 |
1.8% |
0.0048 |
0.7% |
1% |
False |
True |
45,105 |
| 20 |
0.7618 |
0.7425 |
0.0193 |
2.6% |
0.0049 |
0.7% |
1% |
False |
True |
23,185 |
| 40 |
0.7725 |
0.7425 |
0.0300 |
4.0% |
0.0042 |
0.6% |
1% |
False |
True |
11,863 |
| 60 |
0.7846 |
0.7425 |
0.0421 |
5.7% |
0.0041 |
0.5% |
0% |
False |
True |
7,935 |
| 80 |
0.7846 |
0.7425 |
0.0421 |
5.7% |
0.0039 |
0.5% |
0% |
False |
True |
5,964 |
| 100 |
0.7846 |
0.7425 |
0.0421 |
5.7% |
0.0035 |
0.5% |
0% |
False |
True |
4,775 |
| 120 |
0.7846 |
0.7425 |
0.0421 |
5.7% |
0.0033 |
0.4% |
0% |
False |
True |
3,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7732 |
|
2.618 |
0.7637 |
|
1.618 |
0.7578 |
|
1.000 |
0.7542 |
|
0.618 |
0.7520 |
|
HIGH |
0.7484 |
|
0.618 |
0.7461 |
|
0.500 |
0.7454 |
|
0.382 |
0.7447 |
|
LOW |
0.7425 |
|
0.618 |
0.7389 |
|
1.000 |
0.7367 |
|
1.618 |
0.7330 |
|
2.618 |
0.7272 |
|
4.250 |
0.7176 |
|
|
| Fisher Pivots for day following 18-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7466 |
| PP |
0.7445 |
0.7453 |
| S1 |
0.7436 |
0.7440 |
|