CME Canadian Dollar Future December 2018
| 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 |
0.7560 |
0.7566 |
0.0006 |
0.1% |
0.7607 |
| High |
0.7589 |
0.7586 |
-0.0003 |
0.0% |
0.7613 |
| Low |
0.7545 |
0.7544 |
-0.0002 |
0.0% |
0.7512 |
| Close |
0.7578 |
0.7556 |
-0.0022 |
-0.3% |
0.7578 |
| Range |
0.0044 |
0.0043 |
-0.0002 |
-3.4% |
0.0101 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
82,736 |
49,602 |
-33,134 |
-40.0% |
299,846 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7689 |
0.7665 |
0.7579 |
|
| R3 |
0.7647 |
0.7622 |
0.7567 |
|
| R2 |
0.7604 |
0.7604 |
0.7563 |
|
| R1 |
0.7580 |
0.7580 |
0.7559 |
0.7571 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7557 |
| S1 |
0.7537 |
0.7537 |
0.7552 |
0.7528 |
| S2 |
0.7519 |
0.7519 |
0.7548 |
|
| S3 |
0.7477 |
0.7495 |
0.7544 |
|
| S4 |
0.7434 |
0.7452 |
0.7532 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7872 |
0.7826 |
0.7633 |
|
| R3 |
0.7770 |
0.7725 |
0.7605 |
|
| R2 |
0.7669 |
0.7669 |
0.7596 |
|
| R1 |
0.7623 |
0.7623 |
0.7587 |
0.7595 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7553 |
| S1 |
0.7522 |
0.7522 |
0.7568 |
0.7494 |
| S2 |
0.7466 |
0.7466 |
0.7559 |
|
| S3 |
0.7364 |
0.7420 |
0.7550 |
|
| S4 |
0.7263 |
0.7319 |
0.7522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7613 |
0.7512 |
0.0101 |
1.3% |
0.0053 |
0.7% |
43% |
False |
False |
69,889 |
| 10 |
0.7622 |
0.7512 |
0.0111 |
1.5% |
0.0045 |
0.6% |
40% |
False |
False |
70,945 |
| 20 |
0.7669 |
0.7512 |
0.0158 |
2.1% |
0.0044 |
0.6% |
28% |
False |
False |
68,469 |
| 40 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
14% |
False |
False |
70,778 |
| 60 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
14% |
False |
False |
62,343 |
| 80 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
14% |
False |
False |
46,851 |
| 100 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0045 |
0.6% |
14% |
False |
False |
37,513 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
17% |
False |
False |
31,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7767 |
|
2.618 |
0.7697 |
|
1.618 |
0.7655 |
|
1.000 |
0.7629 |
|
0.618 |
0.7612 |
|
HIGH |
0.7586 |
|
0.618 |
0.7570 |
|
0.500 |
0.7565 |
|
0.382 |
0.7560 |
|
LOW |
0.7544 |
|
0.618 |
0.7517 |
|
1.000 |
0.7501 |
|
1.618 |
0.7475 |
|
2.618 |
0.7432 |
|
4.250 |
0.7363 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7565 |
0.7554 |
| PP |
0.7562 |
0.7552 |
| S1 |
0.7559 |
0.7550 |
|