CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 06-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2018 |
06-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7562 |
0.7500 |
-0.0062 |
-0.8% |
0.7605 |
High |
0.7562 |
0.7503 |
-0.0060 |
-0.8% |
0.7605 |
Low |
0.7500 |
0.7474 |
-0.0026 |
-0.3% |
0.7515 |
Close |
0.7502 |
0.7497 |
-0.0005 |
-0.1% |
0.7553 |
Range |
0.0062 |
0.0029 |
-0.0034 |
-54.0% |
0.0090 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
139 |
142 |
3 |
2.2% |
157 |
|
Daily Pivots for day following 06-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7577 |
0.7565 |
0.7513 |
|
R3 |
0.7548 |
0.7537 |
0.7505 |
|
R2 |
0.7520 |
0.7520 |
0.7502 |
|
R1 |
0.7508 |
0.7508 |
0.7500 |
0.7500 |
PP |
0.7491 |
0.7491 |
0.7491 |
0.7487 |
S1 |
0.7480 |
0.7480 |
0.7494 |
0.7471 |
S2 |
0.7463 |
0.7463 |
0.7492 |
|
S3 |
0.7434 |
0.7451 |
0.7489 |
|
S4 |
0.7406 |
0.7423 |
0.7481 |
|
|
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 |
0.7474 |
0.0143 |
1.9% |
0.0030 |
0.4% |
16% |
False |
True |
70 |
10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0029 |
0.4% |
16% |
False |
True |
57 |
20 |
0.7662 |
0.7474 |
0.0188 |
2.5% |
0.0029 |
0.4% |
12% |
False |
True |
37 |
40 |
0.7765 |
0.7474 |
0.0291 |
3.9% |
0.0022 |
0.3% |
8% |
False |
True |
26 |
60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0019 |
0.3% |
6% |
False |
True |
20 |
80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0019 |
0.3% |
6% |
False |
True |
17 |
100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0017 |
0.2% |
6% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7624 |
2.618 |
0.7577 |
1.618 |
0.7549 |
1.000 |
0.7531 |
0.618 |
0.7520 |
HIGH |
0.7503 |
0.618 |
0.7492 |
0.500 |
0.7488 |
0.382 |
0.7485 |
LOW |
0.7474 |
0.618 |
0.7456 |
1.000 |
0.7446 |
1.618 |
0.7428 |
2.618 |
0.7399 |
4.250 |
0.7353 |
|
|
Fisher Pivots for day following 06-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7494 |
0.7540 |
PP |
0.7491 |
0.7525 |
S1 |
0.7488 |
0.7511 |
|