CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7595 |
0.0047 |
0.6% |
0.7605 |
| High |
0.7553 |
0.7617 |
0.0064 |
0.8% |
0.7605 |
| Low |
0.7546 |
0.7595 |
0.0050 |
0.7% |
0.7515 |
| Close |
0.7553 |
0.7599 |
0.0046 |
0.6% |
0.7553 |
| Range |
0.0008 |
0.0022 |
0.0015 |
193.3% |
0.0090 |
| ATR |
0.0031 |
0.0033 |
0.0002 |
7.8% |
0.0000 |
| Volume |
20 |
24 |
4 |
20.0% |
157 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7670 |
0.7656 |
0.7611 |
|
| R3 |
0.7648 |
0.7634 |
0.7605 |
|
| R2 |
0.7626 |
0.7626 |
0.7603 |
|
| R1 |
0.7612 |
0.7612 |
0.7601 |
0.7619 |
| PP |
0.7604 |
0.7604 |
0.7604 |
0.7607 |
| S1 |
0.7590 |
0.7590 |
0.7596 |
0.7597 |
| S2 |
0.7582 |
0.7582 |
0.7594 |
|
| S3 |
0.7560 |
0.7568 |
0.7592 |
|
| S4 |
0.7538 |
0.7546 |
0.7586 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7780 |
0.7603 |
|
| R3 |
0.7738 |
0.7690 |
0.7578 |
|
| R2 |
0.7648 |
0.7648 |
0.7570 |
|
| R1 |
0.7600 |
0.7600 |
0.7561 |
0.7579 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7547 |
| S1 |
0.7510 |
0.7510 |
0.7545 |
0.7489 |
| S2 |
0.7468 |
0.7468 |
0.7537 |
|
| S3 |
0.7378 |
0.7420 |
0.7528 |
|
| S4 |
0.7288 |
0.7330 |
0.7504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7617 |
0.7515 |
0.0102 |
1.3% |
0.0022 |
0.3% |
82% |
True |
False |
35 |
| 10 |
0.7621 |
0.7515 |
0.0106 |
1.4% |
0.0028 |
0.4% |
79% |
False |
False |
36 |
| 20 |
0.7674 |
0.7515 |
0.0159 |
2.1% |
0.0025 |
0.3% |
53% |
False |
False |
23 |
| 40 |
0.7765 |
0.7515 |
0.0250 |
3.3% |
0.0021 |
0.3% |
33% |
False |
False |
19 |
| 60 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0018 |
0.2% |
24% |
False |
False |
15 |
| 80 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0018 |
0.2% |
24% |
False |
False |
14 |
| 100 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0016 |
0.2% |
24% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7711 |
|
2.618 |
0.7675 |
|
1.618 |
0.7653 |
|
1.000 |
0.7639 |
|
0.618 |
0.7631 |
|
HIGH |
0.7617 |
|
0.618 |
0.7609 |
|
0.500 |
0.7606 |
|
0.382 |
0.7603 |
|
LOW |
0.7595 |
|
0.618 |
0.7581 |
|
1.000 |
0.7573 |
|
1.618 |
0.7559 |
|
2.618 |
0.7537 |
|
4.250 |
0.7502 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7593 |
| PP |
0.7604 |
0.7587 |
| S1 |
0.7601 |
0.7581 |
|