CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 28-Dec-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2018 |
28-Dec-2018 |
Change |
Change % |
Previous Week |
Open |
0.7382 |
0.7370 |
-0.0013 |
-0.2% |
0.7382 |
High |
0.7382 |
0.7381 |
-0.0002 |
0.0% |
0.7394 |
Low |
0.7348 |
0.7349 |
0.0001 |
0.0% |
0.7348 |
Close |
0.7358 |
0.7358 |
-0.0001 |
0.0% |
0.7358 |
Range |
0.0034 |
0.0031 |
-0.0003 |
-7.4% |
0.0046 |
ATR |
0.0035 |
0.0035 |
0.0000 |
-0.8% |
0.0000 |
Volume |
100 |
42 |
-58 |
-58.0% |
327 |
|
Daily Pivots for day following 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7457 |
0.7439 |
0.7375 |
|
R3 |
0.7425 |
0.7407 |
0.7366 |
|
R2 |
0.7394 |
0.7394 |
0.7363 |
|
R1 |
0.7376 |
0.7376 |
0.7360 |
0.7369 |
PP |
0.7362 |
0.7362 |
0.7362 |
0.7359 |
S1 |
0.7344 |
0.7344 |
0.7355 |
0.7338 |
S2 |
0.7331 |
0.7331 |
0.7352 |
|
S3 |
0.7299 |
0.7313 |
0.7349 |
|
S4 |
0.7268 |
0.7281 |
0.7340 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7505 |
0.7477 |
0.7383 |
|
R3 |
0.7459 |
0.7431 |
0.7370 |
|
R2 |
0.7413 |
0.7413 |
0.7366 |
|
R1 |
0.7385 |
0.7385 |
0.7362 |
0.7376 |
PP |
0.7367 |
0.7367 |
0.7367 |
0.7362 |
S1 |
0.7339 |
0.7339 |
0.7353 |
0.7330 |
S2 |
0.7320 |
0.7320 |
0.7349 |
|
S3 |
0.7274 |
0.7293 |
0.7345 |
|
S4 |
0.7228 |
0.7247 |
0.7332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7436 |
0.7348 |
0.0088 |
1.2% |
0.0031 |
0.4% |
11% |
False |
False |
97 |
10 |
0.7507 |
0.7348 |
0.0159 |
2.2% |
0.0030 |
0.4% |
6% |
False |
False |
111 |
20 |
0.7617 |
0.7348 |
0.0269 |
3.7% |
0.0033 |
0.4% |
4% |
False |
False |
128 |
40 |
0.7675 |
0.7348 |
0.0327 |
4.4% |
0.0028 |
0.4% |
3% |
False |
False |
75 |
60 |
0.7775 |
0.7348 |
0.0427 |
5.8% |
0.0025 |
0.3% |
2% |
False |
False |
55 |
80 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0023 |
0.3% |
2% |
False |
False |
43 |
100 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0021 |
0.3% |
2% |
False |
False |
36 |
120 |
0.7857 |
0.7348 |
0.0509 |
6.9% |
0.0020 |
0.3% |
2% |
False |
False |
31 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7514 |
2.618 |
0.7463 |
1.618 |
0.7431 |
1.000 |
0.7412 |
0.618 |
0.7400 |
HIGH |
0.7381 |
0.618 |
0.7368 |
0.500 |
0.7365 |
0.382 |
0.7361 |
LOW |
0.7349 |
0.618 |
0.7330 |
1.000 |
0.7318 |
1.618 |
0.7298 |
2.618 |
0.7267 |
4.250 |
0.7215 |
|
|
Fisher Pivots for day following 28-Dec-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7365 |
0.7370 |
PP |
0.7362 |
0.7366 |
S1 |
0.7360 |
0.7362 |
|