CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7576 |
0.7555 |
-0.0021 |
-0.3% |
0.7639 |
| High |
0.7590 |
0.7572 |
-0.0019 |
-0.2% |
0.7665 |
| Low |
0.7552 |
0.7544 |
-0.0009 |
-0.1% |
0.7561 |
| Close |
0.7564 |
0.7550 |
-0.0014 |
-0.2% |
0.7575 |
| Range |
0.0038 |
0.0028 |
-0.0010 |
-26.3% |
0.0104 |
| ATR |
0.0046 |
0.0044 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
49,313 |
70,125 |
20,812 |
42.2% |
302,261 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7622 |
0.7565 |
|
| R3 |
0.7611 |
0.7594 |
0.7557 |
|
| R2 |
0.7583 |
0.7583 |
0.7555 |
|
| R1 |
0.7566 |
0.7566 |
0.7552 |
0.7561 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7552 |
| S1 |
0.7538 |
0.7538 |
0.7547 |
0.7532 |
| S2 |
0.7527 |
0.7527 |
0.7544 |
|
| S3 |
0.7499 |
0.7510 |
0.7542 |
|
| S4 |
0.7471 |
0.7482 |
0.7534 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7911 |
0.7846 |
0.7631 |
|
| R3 |
0.7807 |
0.7743 |
0.7603 |
|
| R2 |
0.7704 |
0.7704 |
0.7593 |
|
| R1 |
0.7639 |
0.7639 |
0.7584 |
0.7620 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7590 |
| S1 |
0.7536 |
0.7536 |
0.7565 |
0.7516 |
| S2 |
0.7497 |
0.7497 |
0.7556 |
|
| S3 |
0.7393 |
0.7432 |
0.7546 |
|
| S4 |
0.7290 |
0.7329 |
0.7518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7665 |
0.7544 |
0.0121 |
1.6% |
0.0047 |
0.6% |
5% |
False |
True |
66,258 |
| 10 |
0.7669 |
0.7544 |
0.0126 |
1.7% |
0.0042 |
0.6% |
5% |
False |
True |
66,937 |
| 20 |
0.7741 |
0.7544 |
0.0198 |
2.6% |
0.0044 |
0.6% |
3% |
False |
True |
71,384 |
| 40 |
0.7836 |
0.7544 |
0.0292 |
3.9% |
0.0045 |
0.6% |
2% |
False |
True |
69,741 |
| 60 |
0.7836 |
0.7544 |
0.0292 |
3.9% |
0.0046 |
0.6% |
2% |
False |
True |
52,595 |
| 80 |
0.7836 |
0.7544 |
0.0292 |
3.9% |
0.0045 |
0.6% |
2% |
False |
True |
39,493 |
| 100 |
0.7836 |
0.7500 |
0.0335 |
4.4% |
0.0044 |
0.6% |
15% |
False |
False |
31,619 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.5% |
0.0045 |
0.6% |
15% |
False |
False |
26,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7691 |
|
2.618 |
0.7645 |
|
1.618 |
0.7617 |
|
1.000 |
0.7600 |
|
0.618 |
0.7589 |
|
HIGH |
0.7572 |
|
0.618 |
0.7561 |
|
0.500 |
0.7558 |
|
0.382 |
0.7554 |
|
LOW |
0.7544 |
|
0.618 |
0.7526 |
|
1.000 |
0.7515 |
|
1.618 |
0.7498 |
|
2.618 |
0.7470 |
|
4.250 |
0.7424 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7579 |
| PP |
0.7555 |
0.7569 |
| S1 |
0.7552 |
0.7559 |
|