CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 31-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2018 |
31-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7355 |
0.7346 |
-0.0009 |
-0.1% |
0.7370 |
High |
0.7369 |
0.7360 |
-0.0009 |
-0.1% |
0.7386 |
Low |
0.7333 |
0.7330 |
-0.0003 |
0.0% |
0.7333 |
Close |
0.7344 |
0.7351 |
0.0007 |
0.1% |
0.7344 |
Range |
0.0036 |
0.0030 |
-0.0006 |
-16.7% |
0.0053 |
ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
68,600 |
38,357 |
-30,243 |
-44.1% |
215,369 |
|
Daily Pivots for day following 31-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7437 |
0.7424 |
0.7368 |
|
R3 |
0.7407 |
0.7394 |
0.7359 |
|
R2 |
0.7377 |
0.7377 |
0.7357 |
|
R1 |
0.7364 |
0.7364 |
0.7354 |
0.7371 |
PP |
0.7347 |
0.7347 |
0.7347 |
0.7350 |
S1 |
0.7334 |
0.7334 |
0.7348 |
0.7341 |
S2 |
0.7317 |
0.7317 |
0.7345 |
|
S3 |
0.7287 |
0.7304 |
0.7343 |
|
S4 |
0.7257 |
0.7274 |
0.7334 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7513 |
0.7482 |
0.7373 |
|
R3 |
0.7460 |
0.7429 |
0.7359 |
|
R2 |
0.7407 |
0.7407 |
0.7354 |
|
R1 |
0.7376 |
0.7376 |
0.7349 |
0.7365 |
PP |
0.7354 |
0.7354 |
0.7354 |
0.7349 |
S1 |
0.7323 |
0.7323 |
0.7339 |
0.7312 |
S2 |
0.7301 |
0.7301 |
0.7334 |
|
S3 |
0.7248 |
0.7270 |
0.7329 |
|
S4 |
0.7195 |
0.7217 |
0.7315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7386 |
0.7330 |
0.0056 |
0.8% |
0.0034 |
0.5% |
38% |
False |
True |
50,745 |
10 |
0.7494 |
0.7330 |
0.0164 |
2.2% |
0.0042 |
0.6% |
13% |
False |
True |
67,965 |
20 |
0.7615 |
0.7330 |
0.0285 |
3.9% |
0.0046 |
0.6% |
7% |
False |
True |
49,445 |
40 |
0.7682 |
0.7330 |
0.0352 |
4.8% |
0.0043 |
0.6% |
6% |
False |
True |
25,121 |
60 |
0.7772 |
0.7330 |
0.0442 |
6.0% |
0.0042 |
0.6% |
5% |
False |
True |
16,786 |
80 |
0.7846 |
0.7330 |
0.0516 |
7.0% |
0.0039 |
0.5% |
4% |
False |
True |
12,603 |
100 |
0.7846 |
0.7330 |
0.0516 |
7.0% |
0.0037 |
0.5% |
4% |
False |
True |
10,089 |
120 |
0.7846 |
0.7330 |
0.0516 |
7.0% |
0.0035 |
0.5% |
4% |
False |
True |
8,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7488 |
2.618 |
0.7439 |
1.618 |
0.7409 |
1.000 |
0.7390 |
0.618 |
0.7379 |
HIGH |
0.7360 |
0.618 |
0.7349 |
0.500 |
0.7345 |
0.382 |
0.7341 |
LOW |
0.7330 |
0.618 |
0.7311 |
1.000 |
0.7300 |
1.618 |
0.7281 |
2.618 |
0.7251 |
4.250 |
0.7202 |
|
|
Fisher Pivots for day following 31-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7349 |
0.7358 |
PP |
0.7347 |
0.7356 |
S1 |
0.7345 |
0.7353 |
|