CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 26-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7578 |
0.7578 |
0.0000 |
0.0% |
0.7627 |
High |
0.7601 |
0.7595 |
-0.0006 |
-0.1% |
0.7627 |
Low |
0.7561 |
0.7560 |
-0.0002 |
0.0% |
0.7528 |
Close |
0.7592 |
0.7571 |
-0.0022 |
-0.3% |
0.7592 |
Range |
0.0040 |
0.0036 |
-0.0005 |
-11.3% |
0.0099 |
ATR |
0.0041 |
0.0040 |
0.0000 |
-0.9% |
0.0000 |
Volume |
413 |
214 |
-199 |
-48.2% |
1,576 |
|
Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7682 |
0.7662 |
0.7590 |
|
R3 |
0.7646 |
0.7626 |
0.7580 |
|
R2 |
0.7611 |
0.7611 |
0.7577 |
|
R1 |
0.7591 |
0.7591 |
0.7574 |
0.7583 |
PP |
0.7575 |
0.7575 |
0.7575 |
0.7571 |
S1 |
0.7555 |
0.7555 |
0.7567 |
0.7547 |
S2 |
0.7540 |
0.7540 |
0.7564 |
|
S3 |
0.7504 |
0.7520 |
0.7561 |
|
S4 |
0.7469 |
0.7484 |
0.7551 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7879 |
0.7835 |
0.7646 |
|
R3 |
0.7780 |
0.7736 |
0.7619 |
|
R2 |
0.7681 |
0.7681 |
0.7610 |
|
R1 |
0.7637 |
0.7637 |
0.7601 |
0.7610 |
PP |
0.7582 |
0.7582 |
0.7582 |
0.7569 |
S1 |
0.7538 |
0.7538 |
0.7583 |
0.7511 |
S2 |
0.7483 |
0.7483 |
0.7574 |
|
S3 |
0.7384 |
0.7439 |
0.7565 |
|
S4 |
0.7285 |
0.7340 |
0.7538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7627 |
0.7528 |
0.0099 |
1.3% |
0.0049 |
0.6% |
43% |
False |
False |
358 |
10 |
0.7633 |
0.7528 |
0.0105 |
1.4% |
0.0039 |
0.5% |
40% |
False |
False |
897 |
20 |
0.7682 |
0.7528 |
0.0154 |
2.0% |
0.0038 |
0.5% |
28% |
False |
False |
584 |
40 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0038 |
0.5% |
13% |
False |
False |
337 |
60 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0037 |
0.5% |
13% |
False |
False |
244 |
80 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0034 |
0.4% |
13% |
False |
False |
189 |
100 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0031 |
0.4% |
13% |
False |
False |
153 |
120 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0030 |
0.4% |
13% |
False |
False |
132 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7746 |
2.618 |
0.7688 |
1.618 |
0.7652 |
1.000 |
0.7631 |
0.618 |
0.7617 |
HIGH |
0.7595 |
0.618 |
0.7581 |
0.500 |
0.7577 |
0.382 |
0.7573 |
LOW |
0.7560 |
0.618 |
0.7538 |
1.000 |
0.7524 |
1.618 |
0.7502 |
2.618 |
0.7467 |
4.250 |
0.7409 |
|
|
Fisher Pivots for day following 26-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7577 |
0.7569 |
PP |
0.7575 |
0.7567 |
S1 |
0.7573 |
0.7565 |
|