CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 24-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2018 |
24-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7432 |
0.7382 |
-0.0051 |
-0.7% |
0.7499 |
High |
0.7436 |
0.7394 |
-0.0042 |
-0.6% |
0.7503 |
Low |
0.7382 |
0.7375 |
-0.0007 |
-0.1% |
0.7382 |
Close |
0.7387 |
0.7380 |
-0.0007 |
-0.1% |
0.7387 |
Range |
0.0054 |
0.0019 |
-0.0035 |
-64.8% |
0.0121 |
ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
159 |
80 |
-79 |
-49.7% |
657 |
|
Daily Pivots for day following 24-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7440 |
0.7429 |
0.7390 |
|
R3 |
0.7421 |
0.7410 |
0.7385 |
|
R2 |
0.7402 |
0.7402 |
0.7383 |
|
R1 |
0.7391 |
0.7391 |
0.7382 |
0.7387 |
PP |
0.7383 |
0.7383 |
0.7383 |
0.7381 |
S1 |
0.7372 |
0.7372 |
0.7378 |
0.7368 |
S2 |
0.7364 |
0.7364 |
0.7377 |
|
S3 |
0.7345 |
0.7353 |
0.7375 |
|
S4 |
0.7326 |
0.7334 |
0.7370 |
|
|
Weekly Pivots for week ending 21-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7787 |
0.7708 |
0.7454 |
|
R3 |
0.7666 |
0.7587 |
0.7420 |
|
R2 |
0.7545 |
0.7545 |
0.7409 |
|
R1 |
0.7466 |
0.7466 |
0.7398 |
0.7445 |
PP |
0.7424 |
0.7424 |
0.7424 |
0.7414 |
S1 |
0.7345 |
0.7345 |
0.7376 |
0.7324 |
S2 |
0.7303 |
0.7303 |
0.7365 |
|
S3 |
0.7182 |
0.7224 |
0.7354 |
|
S4 |
0.7061 |
0.7103 |
0.7320 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7486 |
0.7375 |
0.0111 |
1.5% |
0.0038 |
0.5% |
5% |
False |
True |
131 |
10 |
0.7532 |
0.7375 |
0.0157 |
2.1% |
0.0029 |
0.4% |
3% |
False |
True |
150 |
20 |
0.7617 |
0.7375 |
0.0242 |
3.3% |
0.0033 |
0.4% |
2% |
False |
True |
122 |
40 |
0.7675 |
0.7375 |
0.0300 |
4.1% |
0.0028 |
0.4% |
2% |
False |
True |
69 |
60 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0024 |
0.3% |
1% |
False |
True |
52 |
80 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0022 |
0.3% |
1% |
False |
True |
41 |
100 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0020 |
0.3% |
1% |
False |
True |
34 |
120 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0019 |
0.3% |
1% |
False |
True |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7475 |
2.618 |
0.7444 |
1.618 |
0.7425 |
1.000 |
0.7413 |
0.618 |
0.7406 |
HIGH |
0.7394 |
0.618 |
0.7387 |
0.500 |
0.7385 |
0.382 |
0.7382 |
LOW |
0.7375 |
0.618 |
0.7363 |
1.000 |
0.7356 |
1.618 |
0.7344 |
2.618 |
0.7325 |
4.250 |
0.7294 |
|
|
Fisher Pivots for day following 24-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7385 |
0.7419 |
PP |
0.7383 |
0.7406 |
S1 |
0.7382 |
0.7393 |
|