CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 10-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2018 |
10-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7497 |
0.7533 |
0.0036 |
0.5% |
0.7595 |
High |
0.7566 |
0.7551 |
-0.0015 |
-0.2% |
0.7617 |
Low |
0.7495 |
0.7485 |
-0.0011 |
-0.1% |
0.7474 |
Close |
0.7559 |
0.7486 |
-0.0073 |
-1.0% |
0.7559 |
Range |
0.0071 |
0.0066 |
-0.0005 |
-6.4% |
0.0143 |
ATR |
0.0038 |
0.0040 |
0.0003 |
6.9% |
0.0000 |
Volume |
129 |
338 |
209 |
162.0% |
461 |
|
Daily Pivots for day following 10-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7705 |
0.7662 |
0.7522 |
|
R3 |
0.7639 |
0.7596 |
0.7504 |
|
R2 |
0.7573 |
0.7573 |
0.7498 |
|
R1 |
0.7530 |
0.7530 |
0.7492 |
0.7518 |
PP |
0.7507 |
0.7507 |
0.7507 |
0.7501 |
S1 |
0.7464 |
0.7464 |
0.7480 |
0.7452 |
S2 |
0.7441 |
0.7441 |
0.7474 |
|
S3 |
0.7375 |
0.7398 |
0.7468 |
|
S4 |
0.7309 |
0.7332 |
0.7450 |
|
|
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 |
0.7605 |
0.7474 |
0.0131 |
1.7% |
0.0051 |
0.7% |
9% |
False |
False |
155 |
10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0037 |
0.5% |
8% |
False |
False |
95 |
20 |
0.7643 |
0.7474 |
0.0169 |
2.3% |
0.0032 |
0.4% |
7% |
False |
False |
59 |
40 |
0.7765 |
0.7474 |
0.0291 |
3.9% |
0.0025 |
0.3% |
4% |
False |
False |
38 |
60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
3% |
False |
False |
28 |
80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
3% |
False |
False |
23 |
100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
3% |
False |
False |
19 |
120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
3% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7831 |
2.618 |
0.7723 |
1.618 |
0.7657 |
1.000 |
0.7617 |
0.618 |
0.7591 |
HIGH |
0.7551 |
0.618 |
0.7525 |
0.500 |
0.7518 |
0.382 |
0.7510 |
LOW |
0.7485 |
0.618 |
0.7444 |
1.000 |
0.7419 |
1.618 |
0.7378 |
2.618 |
0.7312 |
4.250 |
0.7204 |
|
|
Fisher Pivots for day following 10-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7518 |
0.7520 |
PP |
0.7507 |
0.7509 |
S1 |
0.7497 |
0.7497 |
|