CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 26-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2018 |
26-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7382 |
0.7379 |
-0.0003 |
0.0% |
0.7499 |
High |
0.7394 |
0.7391 |
-0.0003 |
0.0% |
0.7503 |
Low |
0.7375 |
0.7376 |
0.0001 |
0.0% |
0.7382 |
Close |
0.7380 |
0.7391 |
0.0011 |
0.1% |
0.7387 |
Range |
0.0019 |
0.0016 |
-0.0004 |
-18.4% |
0.0121 |
ATR |
0.0036 |
0.0035 |
-0.0001 |
-4.1% |
0.0000 |
Volume |
80 |
105 |
25 |
31.3% |
657 |
|
Daily Pivots for day following 26-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7432 |
0.7427 |
0.7399 |
|
R3 |
0.7417 |
0.7411 |
0.7395 |
|
R2 |
0.7401 |
0.7401 |
0.7393 |
|
R1 |
0.7396 |
0.7396 |
0.7392 |
0.7399 |
PP |
0.7386 |
0.7386 |
0.7386 |
0.7387 |
S1 |
0.7380 |
0.7380 |
0.7389 |
0.7383 |
S2 |
0.7370 |
0.7370 |
0.7388 |
|
S3 |
0.7355 |
0.7365 |
0.7386 |
|
S4 |
0.7339 |
0.7349 |
0.7382 |
|
|
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 |
0.7475 |
0.7375 |
0.0100 |
1.3% |
0.0032 |
0.4% |
16% |
False |
False |
137 |
10 |
0.7532 |
0.7375 |
0.0157 |
2.1% |
0.0028 |
0.4% |
10% |
False |
False |
133 |
20 |
0.7617 |
0.7375 |
0.0242 |
3.3% |
0.0032 |
0.4% |
6% |
False |
False |
127 |
40 |
0.7675 |
0.7375 |
0.0300 |
4.1% |
0.0027 |
0.4% |
5% |
False |
False |
72 |
60 |
0.7841 |
0.7375 |
0.0466 |
6.3% |
0.0024 |
0.3% |
3% |
False |
False |
53 |
80 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0022 |
0.3% |
3% |
False |
False |
42 |
100 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0021 |
0.3% |
3% |
False |
False |
35 |
120 |
0.7857 |
0.7375 |
0.0482 |
6.5% |
0.0019 |
0.3% |
3% |
False |
False |
30 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7457 |
2.618 |
0.7432 |
1.618 |
0.7416 |
1.000 |
0.7407 |
0.618 |
0.7401 |
HIGH |
0.7391 |
0.618 |
0.7385 |
0.500 |
0.7383 |
0.382 |
0.7381 |
LOW |
0.7376 |
0.618 |
0.7366 |
1.000 |
0.7360 |
1.618 |
0.7350 |
2.618 |
0.7335 |
4.250 |
0.7310 |
|
|
Fisher Pivots for day following 26-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7388 |
0.7406 |
PP |
0.7386 |
0.7401 |
S1 |
0.7383 |
0.7396 |
|