CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 20-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7442 |
0.7433 |
-0.0009 |
-0.1% |
0.7521 |
High |
0.7472 |
0.7455 |
-0.0017 |
-0.2% |
0.7539 |
Low |
0.7421 |
0.7408 |
-0.0013 |
-0.2% |
0.7467 |
Close |
0.7428 |
0.7427 |
-0.0001 |
0.0% |
0.7493 |
Range |
0.0051 |
0.0047 |
-0.0004 |
-7.8% |
0.0072 |
ATR |
0.0046 |
0.0046 |
0.0000 |
0.1% |
0.0000 |
Volume |
83,285 |
95,896 |
12,611 |
15.1% |
278,498 |
|
Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7571 |
0.7546 |
0.7453 |
|
R3 |
0.7524 |
0.7499 |
0.7440 |
|
R2 |
0.7477 |
0.7477 |
0.7436 |
|
R1 |
0.7452 |
0.7452 |
0.7431 |
0.7441 |
PP |
0.7430 |
0.7430 |
0.7430 |
0.7424 |
S1 |
0.7405 |
0.7405 |
0.7423 |
0.7394 |
S2 |
0.7383 |
0.7383 |
0.7418 |
|
S3 |
0.7336 |
0.7358 |
0.7414 |
|
S4 |
0.7289 |
0.7311 |
0.7401 |
|
|
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 |
0.7508 |
0.7408 |
0.0100 |
1.3% |
0.0043 |
0.6% |
19% |
False |
True |
80,428 |
10 |
0.7562 |
0.7408 |
0.0154 |
2.1% |
0.0045 |
0.6% |
13% |
False |
True |
60,976 |
20 |
0.7615 |
0.7408 |
0.0208 |
2.8% |
0.0047 |
0.6% |
9% |
False |
True |
32,108 |
40 |
0.7699 |
0.7408 |
0.0291 |
3.9% |
0.0043 |
0.6% |
7% |
False |
True |
16,336 |
60 |
0.7846 |
0.7408 |
0.0439 |
5.9% |
0.0042 |
0.6% |
4% |
False |
True |
10,919 |
80 |
0.7846 |
0.7408 |
0.0439 |
5.9% |
0.0039 |
0.5% |
4% |
False |
True |
8,203 |
100 |
0.7846 |
0.7408 |
0.0439 |
5.9% |
0.0036 |
0.5% |
4% |
False |
True |
6,567 |
120 |
0.7846 |
0.7408 |
0.0439 |
5.9% |
0.0033 |
0.4% |
4% |
False |
True |
5,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7654 |
2.618 |
0.7578 |
1.618 |
0.7531 |
1.000 |
0.7502 |
0.618 |
0.7484 |
HIGH |
0.7455 |
0.618 |
0.7437 |
0.500 |
0.7431 |
0.382 |
0.7425 |
LOW |
0.7408 |
0.618 |
0.7378 |
1.000 |
0.7361 |
1.618 |
0.7331 |
2.618 |
0.7284 |
4.250 |
0.7208 |
|
|
Fisher Pivots for day following 20-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7431 |
0.7446 |
PP |
0.7430 |
0.7439 |
S1 |
0.7428 |
0.7433 |
|