CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 24-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7423 |
0.7370 |
-0.0053 |
-0.7% |
0.7489 |
| High |
0.7427 |
0.7386 |
-0.0041 |
-0.6% |
0.7494 |
| Low |
0.7365 |
0.7360 |
-0.0005 |
-0.1% |
0.7365 |
| Close |
0.7374 |
0.7367 |
-0.0007 |
-0.1% |
0.7374 |
| Range |
0.0062 |
0.0026 |
-0.0036 |
-58.1% |
0.0129 |
| ATR |
0.0047 |
0.0046 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
98,616 |
43,573 |
-55,043 |
-55.8% |
425,932 |
|
| Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7449 |
0.7434 |
0.7381 |
|
| R3 |
0.7423 |
0.7408 |
0.7374 |
|
| R2 |
0.7397 |
0.7397 |
0.7371 |
|
| R1 |
0.7382 |
0.7382 |
0.7369 |
0.7376 |
| PP |
0.7371 |
0.7371 |
0.7371 |
0.7368 |
| S1 |
0.7356 |
0.7356 |
0.7364 |
0.7350 |
| S2 |
0.7345 |
0.7345 |
0.7362 |
|
| S3 |
0.7319 |
0.7330 |
0.7359 |
|
| S4 |
0.7293 |
0.7304 |
0.7352 |
|
|
| Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7796 |
0.7713 |
0.7444 |
|
| R3 |
0.7668 |
0.7585 |
0.7409 |
|
| R2 |
0.7539 |
0.7539 |
0.7397 |
|
| R1 |
0.7456 |
0.7456 |
0.7385 |
0.7434 |
| PP |
0.7411 |
0.7411 |
0.7411 |
0.7399 |
| S1 |
0.7328 |
0.7328 |
0.7362 |
0.7305 |
| S2 |
0.7282 |
0.7282 |
0.7350 |
|
| S3 |
0.7154 |
0.7199 |
0.7338 |
|
| S4 |
0.7025 |
0.7071 |
0.7303 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7484 |
0.7360 |
0.0123 |
1.7% |
0.0049 |
0.7% |
5% |
False |
True |
81,579 |
| 10 |
0.7523 |
0.7360 |
0.0163 |
2.2% |
0.0039 |
0.5% |
4% |
False |
True |
70,357 |
| 20 |
0.7615 |
0.7360 |
0.0255 |
3.5% |
0.0048 |
0.7% |
3% |
False |
True |
39,186 |
| 40 |
0.7682 |
0.7360 |
0.0321 |
4.4% |
0.0043 |
0.6% |
2% |
False |
True |
19,885 |
| 60 |
0.7846 |
0.7360 |
0.0486 |
6.6% |
0.0041 |
0.6% |
1% |
False |
True |
13,287 |
| 80 |
0.7846 |
0.7360 |
0.0486 |
6.6% |
0.0040 |
0.5% |
1% |
False |
True |
9,980 |
| 100 |
0.7846 |
0.7360 |
0.0486 |
6.6% |
0.0037 |
0.5% |
1% |
False |
True |
7,988 |
| 120 |
0.7846 |
0.7360 |
0.0486 |
6.6% |
0.0034 |
0.5% |
1% |
False |
True |
6,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7496 |
|
2.618 |
0.7454 |
|
1.618 |
0.7428 |
|
1.000 |
0.7412 |
|
0.618 |
0.7402 |
|
HIGH |
0.7386 |
|
0.618 |
0.7376 |
|
0.500 |
0.7373 |
|
0.382 |
0.7370 |
|
LOW |
0.7360 |
|
0.618 |
0.7344 |
|
1.000 |
0.7334 |
|
1.618 |
0.7318 |
|
2.618 |
0.7292 |
|
4.250 |
0.7250 |
|
|
| Fisher Pivots for day following 24-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7407 |
| PP |
0.7371 |
0.7394 |
| S1 |
0.7369 |
0.7380 |
|