CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 11-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2018 |
11-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7533 |
0.7494 |
-0.0039 |
-0.5% |
0.7595 |
| High |
0.7551 |
0.7504 |
-0.0046 |
-0.6% |
0.7617 |
| Low |
0.7485 |
0.7485 |
0.0000 |
0.0% |
0.7474 |
| Close |
0.7486 |
0.7496 |
0.0010 |
0.1% |
0.7559 |
| Range |
0.0066 |
0.0020 |
-0.0046 |
-70.5% |
0.0143 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-3.7% |
0.0000 |
| Volume |
338 |
276 |
-62 |
-18.3% |
461 |
|
| Daily Pivots for day following 11-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7553 |
0.7544 |
0.7506 |
|
| R3 |
0.7534 |
0.7524 |
0.7501 |
|
| R2 |
0.7514 |
0.7514 |
0.7499 |
|
| R1 |
0.7505 |
0.7505 |
0.7497 |
0.7510 |
| PP |
0.7495 |
0.7495 |
0.7495 |
0.7497 |
| S1 |
0.7485 |
0.7485 |
0.7494 |
0.7490 |
| S2 |
0.7475 |
0.7475 |
0.7492 |
|
| S3 |
0.7456 |
0.7466 |
0.7490 |
|
| S4 |
0.7436 |
0.7446 |
0.7485 |
|
|
| 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 |
0.7566 |
0.7474 |
0.0092 |
1.2% |
0.0049 |
0.7% |
23% |
False |
False |
204 |
| 10 |
0.7617 |
0.7474 |
0.0143 |
1.9% |
0.0036 |
0.5% |
15% |
False |
False |
122 |
| 20 |
0.7643 |
0.7474 |
0.0169 |
2.3% |
0.0032 |
0.4% |
13% |
False |
False |
72 |
| 40 |
0.7765 |
0.7474 |
0.0291 |
3.9% |
0.0024 |
0.3% |
7% |
False |
False |
44 |
| 60 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
6% |
False |
False |
32 |
| 80 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0021 |
0.3% |
6% |
False |
False |
26 |
| 100 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
6% |
False |
False |
22 |
| 120 |
0.7857 |
0.7474 |
0.0383 |
5.1% |
0.0018 |
0.2% |
6% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7587 |
|
2.618 |
0.7555 |
|
1.618 |
0.7536 |
|
1.000 |
0.7524 |
|
0.618 |
0.7516 |
|
HIGH |
0.7504 |
|
0.618 |
0.7497 |
|
0.500 |
0.7494 |
|
0.382 |
0.7492 |
|
LOW |
0.7485 |
|
0.618 |
0.7472 |
|
1.000 |
0.7465 |
|
1.618 |
0.7453 |
|
2.618 |
0.7433 |
|
4.250 |
0.7402 |
|
|
| Fisher Pivots for day following 11-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7495 |
0.7525 |
| PP |
0.7495 |
0.7515 |
| S1 |
0.7494 |
0.7505 |
|