CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 19-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2018 |
19-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7473 |
0.7442 |
-0.0030 |
-0.4% |
0.7521 |
High |
0.7484 |
0.7472 |
-0.0012 |
-0.2% |
0.7539 |
Low |
0.7425 |
0.7421 |
-0.0004 |
-0.1% |
0.7467 |
Close |
0.7427 |
0.7428 |
0.0001 |
0.0% |
0.7493 |
Range |
0.0059 |
0.0051 |
-0.0008 |
-12.8% |
0.0072 |
ATR |
0.0046 |
0.0046 |
0.0000 |
0.8% |
0.0000 |
Volume |
86,527 |
83,285 |
-3,242 |
-3.7% |
278,498 |
|
Daily Pivots for day following 19-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7593 |
0.7562 |
0.7456 |
|
R3 |
0.7542 |
0.7511 |
0.7442 |
|
R2 |
0.7491 |
0.7491 |
0.7437 |
|
R1 |
0.7460 |
0.7460 |
0.7433 |
0.7450 |
PP |
0.7440 |
0.7440 |
0.7440 |
0.7435 |
S1 |
0.7409 |
0.7409 |
0.7423 |
0.7399 |
S2 |
0.7389 |
0.7389 |
0.7419 |
|
S3 |
0.7338 |
0.7358 |
0.7414 |
|
S4 |
0.7287 |
0.7307 |
0.7400 |
|
|
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 |
0.7513 |
0.7421 |
0.0092 |
1.2% |
0.0039 |
0.5% |
8% |
False |
True |
75,990 |
10 |
0.7562 |
0.7421 |
0.0141 |
1.9% |
0.0045 |
0.6% |
5% |
False |
True |
52,073 |
20 |
0.7615 |
0.7421 |
0.0195 |
2.6% |
0.0047 |
0.6% |
4% |
False |
True |
27,326 |
40 |
0.7725 |
0.7421 |
0.0304 |
4.1% |
0.0043 |
0.6% |
2% |
False |
True |
13,945 |
60 |
0.7846 |
0.7421 |
0.0425 |
5.7% |
0.0041 |
0.6% |
2% |
False |
True |
9,321 |
80 |
0.7846 |
0.7421 |
0.0425 |
5.7% |
0.0039 |
0.5% |
2% |
False |
True |
7,005 |
100 |
0.7846 |
0.7421 |
0.0425 |
5.7% |
0.0036 |
0.5% |
2% |
False |
True |
5,608 |
120 |
0.7846 |
0.7421 |
0.0425 |
5.7% |
0.0033 |
0.4% |
2% |
False |
True |
4,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7688 |
2.618 |
0.7605 |
1.618 |
0.7554 |
1.000 |
0.7523 |
0.618 |
0.7503 |
HIGH |
0.7472 |
0.618 |
0.7452 |
0.500 |
0.7446 |
0.382 |
0.7440 |
LOW |
0.7421 |
0.618 |
0.7389 |
1.000 |
0.7370 |
1.618 |
0.7338 |
2.618 |
0.7287 |
4.250 |
0.7204 |
|
|
Fisher Pivots for day following 19-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7446 |
0.7457 |
PP |
0.7440 |
0.7447 |
S1 |
0.7434 |
0.7438 |
|