CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7535 |
0.7531 |
-0.0004 |
-0.1% |
0.7566 |
| High |
0.7548 |
0.7536 |
-0.0012 |
-0.2% |
0.7586 |
| Low |
0.7514 |
0.7496 |
-0.0018 |
-0.2% |
0.7488 |
| Close |
0.7536 |
0.7527 |
-0.0009 |
-0.1% |
0.7527 |
| Range |
0.0033 |
0.0040 |
0.0007 |
19.4% |
0.0099 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
89,051 |
85,412 |
-3,639 |
-4.1% |
391,707 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7640 |
0.7623 |
0.7549 |
|
| R3 |
0.7600 |
0.7583 |
0.7538 |
|
| R2 |
0.7560 |
0.7560 |
0.7534 |
|
| R1 |
0.7543 |
0.7543 |
0.7530 |
0.7531 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7514 |
| S1 |
0.7503 |
0.7503 |
0.7523 |
0.7491 |
| S2 |
0.7480 |
0.7480 |
0.7519 |
|
| S3 |
0.7440 |
0.7463 |
0.7516 |
|
| S4 |
0.7400 |
0.7423 |
0.7505 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7829 |
0.7776 |
0.7581 |
|
| R3 |
0.7730 |
0.7678 |
0.7554 |
|
| R2 |
0.7632 |
0.7632 |
0.7545 |
|
| R1 |
0.7579 |
0.7579 |
0.7536 |
0.7556 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7522 |
| S1 |
0.7481 |
0.7481 |
0.7517 |
0.7458 |
| S2 |
0.7435 |
0.7435 |
0.7508 |
|
| S3 |
0.7336 |
0.7382 |
0.7499 |
|
| S4 |
0.7238 |
0.7284 |
0.7472 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7586 |
0.7488 |
0.0099 |
1.3% |
0.0047 |
0.6% |
40% |
False |
False |
78,341 |
| 10 |
0.7622 |
0.7488 |
0.0135 |
1.8% |
0.0049 |
0.7% |
29% |
False |
False |
77,419 |
| 20 |
0.7669 |
0.7488 |
0.0182 |
2.4% |
0.0045 |
0.6% |
21% |
False |
False |
71,819 |
| 40 |
0.7770 |
0.7488 |
0.0282 |
3.7% |
0.0046 |
0.6% |
14% |
False |
False |
71,709 |
| 60 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
11% |
False |
False |
67,873 |
| 80 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0046 |
0.6% |
11% |
False |
False |
51,118 |
| 100 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0045 |
0.6% |
11% |
False |
False |
40,930 |
| 120 |
0.7836 |
0.7488 |
0.0348 |
4.6% |
0.0045 |
0.6% |
11% |
False |
False |
34,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7706 |
|
2.618 |
0.7641 |
|
1.618 |
0.7601 |
|
1.000 |
0.7576 |
|
0.618 |
0.7561 |
|
HIGH |
0.7536 |
|
0.618 |
0.7521 |
|
0.500 |
0.7516 |
|
0.382 |
0.7511 |
|
LOW |
0.7496 |
|
0.618 |
0.7471 |
|
1.000 |
0.7456 |
|
1.618 |
0.7431 |
|
2.618 |
0.7391 |
|
4.250 |
0.7326 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7523 |
0.7525 |
| PP |
0.7520 |
0.7523 |
| S1 |
0.7516 |
0.7521 |
|