CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 04-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2018 |
04-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7595 |
0.7603 |
0.0008 |
0.1% |
0.7605 |
High |
0.7617 |
0.7605 |
-0.0012 |
-0.2% |
0.7605 |
Low |
0.7595 |
0.7577 |
-0.0018 |
-0.2% |
0.7515 |
Close |
0.7599 |
0.7577 |
-0.0022 |
-0.3% |
0.7553 |
Range |
0.0022 |
0.0028 |
0.0006 |
29.5% |
0.0090 |
ATR |
0.0033 |
0.0033 |
0.0000 |
-1.0% |
0.0000 |
Volume |
24 |
27 |
3 |
12.5% |
157 |
|
Daily Pivots for day following 04-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7672 |
0.7653 |
0.7593 |
|
R3 |
0.7643 |
0.7624 |
0.7585 |
|
R2 |
0.7615 |
0.7615 |
0.7582 |
|
R1 |
0.7596 |
0.7596 |
0.7580 |
0.7591 |
PP |
0.7586 |
0.7586 |
0.7586 |
0.7584 |
S1 |
0.7567 |
0.7567 |
0.7574 |
0.7563 |
S2 |
0.7558 |
0.7558 |
0.7572 |
|
S3 |
0.7529 |
0.7539 |
0.7569 |
|
S4 |
0.7501 |
0.7510 |
0.7561 |
|
|
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% |
0.0023 |
0.3% |
61% |
False |
False |
39 |
10 |
0.7621 |
0.7515 |
0.0106 |
1.4% |
0.0030 |
0.4% |
58% |
False |
False |
37 |
20 |
0.7674 |
0.7515 |
0.0159 |
2.1% |
0.0025 |
0.3% |
39% |
False |
False |
24 |
40 |
0.7765 |
0.7515 |
0.0250 |
3.3% |
0.0022 |
0.3% |
25% |
False |
False |
20 |
60 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0019 |
0.3% |
18% |
False |
False |
15 |
80 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0018 |
0.2% |
18% |
False |
False |
14 |
100 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0017 |
0.2% |
18% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7726 |
2.618 |
0.7680 |
1.618 |
0.7651 |
1.000 |
0.7633 |
0.618 |
0.7623 |
HIGH |
0.7605 |
0.618 |
0.7594 |
0.500 |
0.7591 |
0.382 |
0.7587 |
LOW |
0.7577 |
0.618 |
0.7559 |
1.000 |
0.7548 |
1.618 |
0.7530 |
2.618 |
0.7502 |
4.250 |
0.7455 |
|
|
Fisher Pivots for day following 04-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7591 |
0.7581 |
PP |
0.7586 |
0.7580 |
S1 |
0.7582 |
0.7578 |
|