CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 07-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2018 |
07-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7500 |
0.7497 |
-0.0003 |
0.0% |
0.7595 |
High |
0.7503 |
0.7566 |
0.0063 |
0.8% |
0.7617 |
Low |
0.7474 |
0.7495 |
0.0021 |
0.3% |
0.7474 |
Close |
0.7497 |
0.7559 |
0.0062 |
0.8% |
0.7559 |
Range |
0.0029 |
0.0071 |
0.0042 |
147.4% |
0.0143 |
ATR |
0.0035 |
0.0038 |
0.0003 |
7.1% |
0.0000 |
Volume |
142 |
129 |
-13 |
-9.2% |
461 |
|
Daily Pivots for day following 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7751 |
0.7726 |
0.7598 |
|
R3 |
0.7681 |
0.7655 |
0.7578 |
|
R2 |
0.7610 |
0.7610 |
0.7572 |
|
R1 |
0.7585 |
0.7585 |
0.7565 |
0.7598 |
PP |
0.7540 |
0.7540 |
0.7540 |
0.7546 |
S1 |
0.7514 |
0.7514 |
0.7553 |
0.7527 |
S2 |
0.7469 |
0.7469 |
0.7546 |
|
S3 |
0.7399 |
0.7444 |
0.7540 |
|
S4 |
0.7328 |
0.7373 |
0.7520 |
|
|
Weekly Pivots for week ending 07-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7979 |
0.7912 |
0.7638 |
|
R3 |
0.7836 |
0.7769 |
0.7598 |
|
R2 |
0.7693 |
0.7693 |
0.7585 |
|
R1 |
0.7626 |
0.7626 |
0.7572 |
0.7588 |
PP |
0.7550 |
0.7550 |
0.7550 |
0.7531 |
S1 |
0.7483 |
0.7483 |
0.7546 |
0.7445 |
S2 |
0.7407 |
0.7407 |
0.7533 |
|
S3 |
0.7264 |
0.7340 |
0.7520 |
|
S4 |
0.7121 |
0.7197 |
0.7480 |
|
|
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% |
0.0042 |
0.6% |
59% |
False |
False |
92 |
10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0033 |
0.4% |
59% |
False |
False |
61 |
20 |
0.7643 |
0.7474 |
0.0169 |
2.2% |
0.0030 |
0.4% |
50% |
False |
False |
43 |
40 |
0.7765 |
0.7474 |
0.0291 |
3.8% |
0.0024 |
0.3% |
29% |
False |
False |
29 |
60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0020 |
0.3% |
22% |
False |
False |
22 |
80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0020 |
0.3% |
22% |
False |
False |
19 |
100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
22% |
False |
False |
16 |
120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
22% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7865 |
2.618 |
0.7750 |
1.618 |
0.7680 |
1.000 |
0.7636 |
0.618 |
0.7609 |
HIGH |
0.7566 |
0.618 |
0.7539 |
0.500 |
0.7530 |
0.382 |
0.7522 |
LOW |
0.7495 |
0.618 |
0.7451 |
1.000 |
0.7425 |
1.618 |
0.7381 |
2.618 |
0.7310 |
4.250 |
0.7195 |
|
|
Fisher Pivots for day following 07-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7549 |
0.7546 |
PP |
0.7540 |
0.7533 |
S1 |
0.7530 |
0.7520 |
|