CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 05-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2018 |
05-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7603 |
0.7562 |
-0.0040 |
-0.5% |
0.7605 |
High |
0.7605 |
0.7562 |
-0.0043 |
-0.6% |
0.7605 |
Low |
0.7577 |
0.7500 |
-0.0077 |
-1.0% |
0.7515 |
Close |
0.7577 |
0.7502 |
-0.0075 |
-1.0% |
0.7553 |
Range |
0.0028 |
0.0062 |
0.0034 |
117.6% |
0.0090 |
ATR |
0.0033 |
0.0036 |
0.0003 |
9.7% |
0.0000 |
Volume |
27 |
139 |
112 |
414.8% |
157 |
|
Daily Pivots for day following 05-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7707 |
0.7666 |
0.7536 |
|
R3 |
0.7645 |
0.7604 |
0.7519 |
|
R2 |
0.7583 |
0.7583 |
0.7513 |
|
R1 |
0.7542 |
0.7542 |
0.7507 |
0.7532 |
PP |
0.7521 |
0.7521 |
0.7521 |
0.7516 |
S1 |
0.7480 |
0.7480 |
0.7496 |
0.7470 |
S2 |
0.7459 |
0.7459 |
0.7490 |
|
S3 |
0.7397 |
0.7418 |
0.7484 |
|
S4 |
0.7335 |
0.7356 |
0.7467 |
|
|
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 |
0.7500 |
0.0117 |
1.6% |
0.0025 |
0.3% |
1% |
False |
True |
43 |
10 |
0.7617 |
0.7500 |
0.0117 |
1.6% |
0.0028 |
0.4% |
1% |
False |
True |
46 |
20 |
0.7674 |
0.7500 |
0.0173 |
2.3% |
0.0028 |
0.4% |
1% |
False |
True |
30 |
40 |
0.7765 |
0.7500 |
0.0265 |
3.5% |
0.0023 |
0.3% |
1% |
False |
True |
23 |
60 |
0.7857 |
0.7500 |
0.0357 |
4.8% |
0.0019 |
0.3% |
0% |
False |
True |
18 |
80 |
0.7857 |
0.7500 |
0.0357 |
4.8% |
0.0019 |
0.2% |
0% |
False |
True |
16 |
100 |
0.7857 |
0.7500 |
0.0357 |
4.8% |
0.0017 |
0.2% |
0% |
False |
True |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7826 |
2.618 |
0.7724 |
1.618 |
0.7662 |
1.000 |
0.7624 |
0.618 |
0.7600 |
HIGH |
0.7562 |
0.618 |
0.7538 |
0.500 |
0.7531 |
0.382 |
0.7524 |
LOW |
0.7500 |
0.618 |
0.7462 |
1.000 |
0.7438 |
1.618 |
0.7400 |
2.618 |
0.7338 |
4.250 |
0.7237 |
|
|
Fisher Pivots for day following 05-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7531 |
0.7559 |
PP |
0.7521 |
0.7540 |
S1 |
0.7511 |
0.7521 |
|