CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 27-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2018 |
27-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7379 |
0.7382 |
0.0004 |
0.0% |
0.7499 |
| High |
0.7391 |
0.7382 |
-0.0009 |
-0.1% |
0.7503 |
| Low |
0.7376 |
0.7348 |
-0.0028 |
-0.4% |
0.7382 |
| Close |
0.7391 |
0.7358 |
-0.0033 |
-0.4% |
0.7387 |
| Range |
0.0016 |
0.0034 |
0.0019 |
119.4% |
0.0121 |
| ATR |
0.0035 |
0.0035 |
0.0001 |
1.6% |
0.0000 |
| Volume |
105 |
100 |
-5 |
-4.8% |
657 |
|
| Daily Pivots for day following 27-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7465 |
0.7445 |
0.7377 |
|
| R3 |
0.7431 |
0.7411 |
0.7367 |
|
| R2 |
0.7397 |
0.7397 |
0.7364 |
|
| R1 |
0.7377 |
0.7377 |
0.7361 |
0.7370 |
| PP |
0.7363 |
0.7363 |
0.7363 |
0.7359 |
| S1 |
0.7343 |
0.7343 |
0.7355 |
0.7336 |
| S2 |
0.7329 |
0.7329 |
0.7352 |
|
| S3 |
0.7295 |
0.7309 |
0.7349 |
|
| S4 |
0.7261 |
0.7275 |
0.7339 |
|
|
| 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 |
0.7463 |
0.7348 |
0.0115 |
1.6% |
0.0032 |
0.4% |
9% |
False |
True |
126 |
| 10 |
0.7519 |
0.7348 |
0.0171 |
2.3% |
0.0028 |
0.4% |
6% |
False |
True |
114 |
| 20 |
0.7617 |
0.7348 |
0.0269 |
3.7% |
0.0031 |
0.4% |
4% |
False |
True |
126 |
| 40 |
0.7675 |
0.7348 |
0.0327 |
4.4% |
0.0028 |
0.4% |
3% |
False |
True |
74 |
| 60 |
0.7841 |
0.7348 |
0.0493 |
6.7% |
0.0025 |
0.3% |
2% |
False |
True |
54 |
| 80 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0022 |
0.3% |
2% |
False |
True |
43 |
| 100 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0021 |
0.3% |
2% |
False |
True |
36 |
| 120 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0019 |
0.3% |
2% |
False |
True |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7527 |
|
2.618 |
0.7471 |
|
1.618 |
0.7437 |
|
1.000 |
0.7416 |
|
0.618 |
0.7403 |
|
HIGH |
0.7382 |
|
0.618 |
0.7369 |
|
0.500 |
0.7365 |
|
0.382 |
0.7361 |
|
LOW |
0.7348 |
|
0.618 |
0.7327 |
|
1.000 |
0.7314 |
|
1.618 |
0.7293 |
|
2.618 |
0.7259 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 27-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7365 |
0.7371 |
| PP |
0.7363 |
0.7367 |
| S1 |
0.7360 |
0.7362 |
|