CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7365 |
0.7383 |
0.0018 |
0.2% |
0.7489 |
| High |
0.7385 |
0.7386 |
0.0000 |
0.0% |
0.7494 |
| Low |
0.7357 |
0.7335 |
-0.0022 |
-0.3% |
0.7365 |
| Close |
0.7378 |
0.7345 |
-0.0033 |
-0.4% |
0.7374 |
| Range |
0.0028 |
0.0050 |
0.0022 |
80.4% |
0.0129 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
1.0% |
0.0000 |
| Volume |
29,584 |
73,612 |
44,028 |
148.8% |
425,932 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7507 |
0.7476 |
0.7373 |
|
| R3 |
0.7456 |
0.7426 |
0.7359 |
|
| R2 |
0.7406 |
0.7406 |
0.7354 |
|
| R1 |
0.7375 |
0.7375 |
0.7350 |
0.7365 |
| PP |
0.7355 |
0.7355 |
0.7355 |
0.7350 |
| S1 |
0.7325 |
0.7325 |
0.7340 |
0.7315 |
| S2 |
0.7305 |
0.7305 |
0.7336 |
|
| S3 |
0.7254 |
0.7274 |
0.7331 |
|
| S4 |
0.7204 |
0.7224 |
0.7317 |
|
|
| 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 |
0.7455 |
0.7335 |
0.0119 |
1.6% |
0.0043 |
0.6% |
8% |
False |
True |
68,256 |
| 10 |
0.7513 |
0.7335 |
0.0178 |
2.4% |
0.0041 |
0.6% |
6% |
False |
True |
72,123 |
| 20 |
0.7615 |
0.7335 |
0.0280 |
3.8% |
0.0046 |
0.6% |
4% |
False |
True |
44,278 |
| 40 |
0.7682 |
0.7335 |
0.0346 |
4.7% |
0.0043 |
0.6% |
3% |
False |
True |
22,456 |
| 60 |
0.7820 |
0.7335 |
0.0485 |
6.6% |
0.0042 |
0.6% |
2% |
False |
True |
15,004 |
| 80 |
0.7846 |
0.7335 |
0.0511 |
7.0% |
0.0039 |
0.5% |
2% |
False |
True |
11,268 |
| 100 |
0.7846 |
0.7335 |
0.0511 |
7.0% |
0.0037 |
0.5% |
2% |
False |
True |
9,020 |
| 120 |
0.7846 |
0.7335 |
0.0511 |
7.0% |
0.0034 |
0.5% |
2% |
False |
True |
7,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7600 |
|
2.618 |
0.7518 |
|
1.618 |
0.7467 |
|
1.000 |
0.7436 |
|
0.618 |
0.7417 |
|
HIGH |
0.7386 |
|
0.618 |
0.7366 |
|
0.500 |
0.7360 |
|
0.382 |
0.7354 |
|
LOW |
0.7335 |
|
0.618 |
0.7304 |
|
1.000 |
0.7285 |
|
1.618 |
0.7253 |
|
2.618 |
0.7203 |
|
4.250 |
0.7120 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7360 |
0.7361 |
| PP |
0.7355 |
0.7355 |
| S1 |
0.7350 |
0.7350 |
|