CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 20-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2018 |
20-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7462 |
0.7439 |
-0.0024 |
-0.3% |
0.7533 |
High |
0.7475 |
0.7463 |
-0.0012 |
-0.2% |
0.7551 |
Low |
0.7442 |
0.7425 |
-0.0017 |
-0.2% |
0.7485 |
Close |
0.7442 |
0.7441 |
-0.0001 |
0.0% |
0.7506 |
Range |
0.0033 |
0.0038 |
0.0005 |
15.1% |
0.0066 |
ATR |
0.0036 |
0.0036 |
0.0000 |
0.5% |
0.0000 |
Volume |
156 |
188 |
32 |
20.5% |
1,104 |
|
Daily Pivots for day following 20-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7557 |
0.7537 |
0.7462 |
|
R3 |
0.7519 |
0.7499 |
0.7451 |
|
R2 |
0.7481 |
0.7481 |
0.7448 |
|
R1 |
0.7461 |
0.7461 |
0.7444 |
0.7471 |
PP |
0.7443 |
0.7443 |
0.7443 |
0.7448 |
S1 |
0.7423 |
0.7423 |
0.7438 |
0.7433 |
S2 |
0.7405 |
0.7405 |
0.7434 |
|
S3 |
0.7367 |
0.7385 |
0.7431 |
|
S4 |
0.7329 |
0.7347 |
0.7420 |
|
|
Weekly Pivots for week ending 14-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7712 |
0.7675 |
0.7542 |
|
R3 |
0.7646 |
0.7609 |
0.7524 |
|
R2 |
0.7580 |
0.7580 |
0.7518 |
|
R1 |
0.7543 |
0.7543 |
0.7512 |
0.7528 |
PP |
0.7514 |
0.7514 |
0.7514 |
0.7506 |
S1 |
0.7477 |
0.7477 |
0.7500 |
0.7462 |
S2 |
0.7448 |
0.7448 |
0.7494 |
|
S3 |
0.7382 |
0.7411 |
0.7488 |
|
S4 |
0.7316 |
0.7345 |
0.7470 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7507 |
0.7425 |
0.0082 |
1.1% |
0.0029 |
0.4% |
20% |
False |
True |
125 |
10 |
0.7566 |
0.7425 |
0.0141 |
1.9% |
0.0035 |
0.5% |
11% |
False |
True |
173 |
20 |
0.7617 |
0.7425 |
0.0192 |
2.6% |
0.0032 |
0.4% |
8% |
False |
True |
115 |
40 |
0.7697 |
0.7425 |
0.0272 |
3.7% |
0.0027 |
0.4% |
6% |
False |
True |
65 |
60 |
0.7857 |
0.7425 |
0.0432 |
5.8% |
0.0024 |
0.3% |
4% |
False |
True |
48 |
80 |
0.7857 |
0.7425 |
0.0432 |
5.8% |
0.0022 |
0.3% |
4% |
False |
True |
38 |
100 |
0.7857 |
0.7425 |
0.0432 |
5.8% |
0.0020 |
0.3% |
4% |
False |
True |
32 |
120 |
0.7857 |
0.7425 |
0.0432 |
5.8% |
0.0019 |
0.3% |
4% |
False |
True |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7625 |
2.618 |
0.7562 |
1.618 |
0.7524 |
1.000 |
0.7501 |
0.618 |
0.7486 |
HIGH |
0.7463 |
0.618 |
0.7448 |
0.500 |
0.7444 |
0.382 |
0.7440 |
LOW |
0.7425 |
0.618 |
0.7402 |
1.000 |
0.7387 |
1.618 |
0.7364 |
2.618 |
0.7326 |
4.250 |
0.7264 |
|
|
Fisher Pivots for day following 20-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7444 |
0.7456 |
PP |
0.7443 |
0.7451 |
S1 |
0.7442 |
0.7446 |
|