CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7523 |
0.7535 |
0.0013 |
0.2% |
0.7607 |
| High |
0.7555 |
0.7548 |
-0.0007 |
-0.1% |
0.7613 |
| Low |
0.7488 |
0.7514 |
0.0027 |
0.4% |
0.7512 |
| Close |
0.7537 |
0.7536 |
-0.0002 |
0.0% |
0.7578 |
| Range |
0.0067 |
0.0033 |
-0.0034 |
-50.0% |
0.0101 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
102,689 |
89,051 |
-13,638 |
-13.3% |
299,846 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7633 |
0.7618 |
0.7554 |
|
| R3 |
0.7599 |
0.7584 |
0.7545 |
|
| R2 |
0.7566 |
0.7566 |
0.7542 |
|
| R1 |
0.7551 |
0.7551 |
0.7539 |
0.7558 |
| PP |
0.7532 |
0.7532 |
0.7532 |
0.7536 |
| S1 |
0.7517 |
0.7517 |
0.7532 |
0.7525 |
| S2 |
0.7499 |
0.7499 |
0.7529 |
|
| S3 |
0.7465 |
0.7484 |
0.7526 |
|
| S4 |
0.7432 |
0.7450 |
0.7517 |
|
|
| 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% |
0.0048 |
0.6% |
47% |
False |
False |
77,806 |
| 10 |
0.7622 |
0.7488 |
0.0135 |
1.8% |
0.0051 |
0.7% |
36% |
False |
False |
76,262 |
| 20 |
0.7669 |
0.7488 |
0.0182 |
2.4% |
0.0046 |
0.6% |
26% |
False |
False |
71,648 |
| 40 |
0.7789 |
0.7488 |
0.0302 |
4.0% |
0.0046 |
0.6% |
16% |
False |
False |
71,158 |
| 60 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
14% |
False |
False |
66,495 |
| 80 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0047 |
0.6% |
14% |
False |
False |
50,052 |
| 100 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
14% |
False |
False |
40,078 |
| 120 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0045 |
0.6% |
14% |
False |
False |
33,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7690 |
|
2.618 |
0.7635 |
|
1.618 |
0.7602 |
|
1.000 |
0.7581 |
|
0.618 |
0.7568 |
|
HIGH |
0.7548 |
|
0.618 |
0.7535 |
|
0.500 |
0.7531 |
|
0.382 |
0.7527 |
|
LOW |
0.7514 |
|
0.618 |
0.7493 |
|
1.000 |
0.7481 |
|
1.618 |
0.7460 |
|
2.618 |
0.7426 |
|
4.250 |
0.7372 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7531 |
| PP |
0.7532 |
0.7527 |
| S1 |
0.7531 |
0.7523 |
|