CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7634 |
0.7623 |
-0.0011 |
-0.1% |
0.7642 |
| High |
0.7635 |
0.7665 |
0.0030 |
0.4% |
0.7669 |
| Low |
0.7613 |
0.7605 |
-0.0008 |
-0.1% |
0.7599 |
| Close |
0.7616 |
0.7639 |
0.0024 |
0.3% |
0.7631 |
| Range |
0.0022 |
0.0060 |
0.0038 |
172.7% |
0.0071 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.7% |
0.0000 |
| Volume |
43,537 |
70,048 |
26,511 |
60.9% |
357,666 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7816 |
0.7787 |
0.7672 |
|
| R3 |
0.7756 |
0.7727 |
0.7655 |
|
| R2 |
0.7696 |
0.7696 |
0.7650 |
|
| R1 |
0.7667 |
0.7667 |
0.7644 |
0.7682 |
| PP |
0.7636 |
0.7636 |
0.7636 |
0.7643 |
| S1 |
0.7608 |
0.7608 |
0.7634 |
0.7622 |
| S2 |
0.7576 |
0.7576 |
0.7628 |
|
| S3 |
0.7516 |
0.7548 |
0.7623 |
|
| S4 |
0.7456 |
0.7488 |
0.7606 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7808 |
0.7670 |
|
| R3 |
0.7774 |
0.7738 |
0.7650 |
|
| R2 |
0.7703 |
0.7703 |
0.7644 |
|
| R1 |
0.7667 |
0.7667 |
0.7637 |
0.7650 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7624 |
| S1 |
0.7597 |
0.7597 |
0.7625 |
0.7579 |
| S2 |
0.7562 |
0.7562 |
0.7618 |
|
| S3 |
0.7492 |
0.7526 |
0.7612 |
|
| S4 |
0.7421 |
0.7456 |
0.7592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7669 |
0.7600 |
0.0070 |
0.9% |
0.0042 |
0.5% |
57% |
False |
False |
65,000 |
| 10 |
0.7690 |
0.7599 |
0.0092 |
1.2% |
0.0041 |
0.5% |
44% |
False |
False |
69,683 |
| 20 |
0.7751 |
0.7599 |
0.0152 |
2.0% |
0.0044 |
0.6% |
27% |
False |
False |
72,096 |
| 40 |
0.7836 |
0.7599 |
0.0237 |
3.1% |
0.0044 |
0.6% |
17% |
False |
False |
68,981 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
25% |
False |
False |
48,258 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
32% |
False |
False |
36,236 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
42% |
False |
False |
29,015 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
37% |
False |
False |
24,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7919 |
|
2.618 |
0.7822 |
|
1.618 |
0.7762 |
|
1.000 |
0.7724 |
|
0.618 |
0.7702 |
|
HIGH |
0.7665 |
|
0.618 |
0.7642 |
|
0.500 |
0.7635 |
|
0.382 |
0.7627 |
|
LOW |
0.7605 |
|
0.618 |
0.7567 |
|
1.000 |
0.7545 |
|
1.618 |
0.7507 |
|
2.618 |
0.7447 |
|
4.250 |
0.7350 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7638 |
0.7638 |
| PP |
0.7636 |
0.7636 |
| S1 |
0.7635 |
0.7635 |
|