CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7548 |
0.7523 |
-0.0026 |
-0.3% |
0.7607 |
| High |
0.7558 |
0.7555 |
-0.0003 |
0.0% |
0.7613 |
| Low |
0.7505 |
0.7488 |
-0.0018 |
-0.2% |
0.7512 |
| Close |
0.7522 |
0.7537 |
0.0015 |
0.2% |
0.7578 |
| Range |
0.0053 |
0.0067 |
0.0014 |
26.4% |
0.0101 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
3.1% |
0.0000 |
| Volume |
64,953 |
102,689 |
37,736 |
58.1% |
299,846 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7699 |
0.7574 |
|
| R3 |
0.7660 |
0.7632 |
0.7555 |
|
| R2 |
0.7593 |
0.7593 |
0.7549 |
|
| R1 |
0.7565 |
0.7565 |
0.7543 |
0.7579 |
| PP |
0.7526 |
0.7526 |
0.7526 |
0.7533 |
| S1 |
0.7498 |
0.7498 |
0.7531 |
0.7512 |
| S2 |
0.7459 |
0.7459 |
0.7525 |
|
| S3 |
0.7392 |
0.7431 |
0.7519 |
|
| S4 |
0.7325 |
0.7364 |
0.7500 |
|
|
| 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 |
0.7589 |
0.7488 |
0.0102 |
1.3% |
0.0052 |
0.7% |
49% |
False |
True |
74,600 |
| 10 |
0.7622 |
0.7488 |
0.0135 |
1.8% |
0.0051 |
0.7% |
37% |
False |
True |
75,766 |
| 20 |
0.7669 |
0.7488 |
0.0182 |
2.4% |
0.0046 |
0.6% |
27% |
False |
True |
71,351 |
| 40 |
0.7820 |
0.7488 |
0.0333 |
4.4% |
0.0047 |
0.6% |
15% |
False |
True |
70,515 |
| 60 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
14% |
False |
True |
65,072 |
| 80 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0047 |
0.6% |
14% |
False |
True |
48,943 |
| 100 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
14% |
False |
True |
39,188 |
| 120 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0045 |
0.6% |
14% |
False |
True |
32,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7730 |
|
1.618 |
0.7663 |
|
1.000 |
0.7622 |
|
0.618 |
0.7596 |
|
HIGH |
0.7555 |
|
0.618 |
0.7529 |
|
0.500 |
0.7521 |
|
0.382 |
0.7513 |
|
LOW |
0.7488 |
|
0.618 |
0.7446 |
|
1.000 |
0.7420 |
|
1.618 |
0.7379 |
|
2.618 |
0.7312 |
|
4.250 |
0.7203 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7532 |
0.7537 |
| PP |
0.7526 |
0.7537 |
| S1 |
0.7521 |
0.7537 |
|