CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7660 |
-0.0006 |
-0.1% |
0.7671 |
| High |
0.7675 |
0.7660 |
-0.0015 |
-0.2% |
0.7675 |
| Low |
0.7666 |
0.7654 |
-0.0012 |
-0.2% |
0.7622 |
| Close |
0.7669 |
0.7654 |
-0.0016 |
-0.2% |
0.7654 |
| Range |
0.0010 |
0.0007 |
-0.0003 |
-31.6% |
0.0053 |
| ATR |
0.0031 |
0.0030 |
-0.0001 |
-3.6% |
0.0000 |
| Volume |
16 |
7 |
-9 |
-56.3% |
50 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7671 |
0.7657 |
|
| R3 |
0.7669 |
0.7664 |
0.7655 |
|
| R2 |
0.7662 |
0.7662 |
0.7655 |
|
| R1 |
0.7658 |
0.7658 |
0.7654 |
0.7657 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7655 |
| S1 |
0.7651 |
0.7651 |
0.7653 |
0.7650 |
| S2 |
0.7649 |
0.7649 |
0.7652 |
|
| S3 |
0.7643 |
0.7645 |
0.7652 |
|
| S4 |
0.7636 |
0.7638 |
0.7650 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7809 |
0.7784 |
0.7683 |
|
| R3 |
0.7756 |
0.7731 |
0.7668 |
|
| R2 |
0.7703 |
0.7703 |
0.7663 |
|
| R1 |
0.7678 |
0.7678 |
0.7658 |
0.7664 |
| PP |
0.7650 |
0.7650 |
0.7650 |
0.7643 |
| S1 |
0.7625 |
0.7625 |
0.7649 |
0.7611 |
| S2 |
0.7597 |
0.7597 |
0.7644 |
|
| S3 |
0.7544 |
0.7572 |
0.7639 |
|
| S4 |
0.7491 |
0.7519 |
0.7624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7675 |
0.7622 |
0.0053 |
0.7% |
0.0015 |
0.2% |
59% |
False |
False |
10 |
| 10 |
0.7726 |
0.7622 |
0.0103 |
1.4% |
0.0017 |
0.2% |
30% |
False |
False |
26 |
| 20 |
0.7765 |
0.7622 |
0.0143 |
1.9% |
0.0018 |
0.2% |
22% |
False |
False |
15 |
| 40 |
0.7857 |
0.7622 |
0.0235 |
3.1% |
0.0015 |
0.2% |
13% |
False |
False |
11 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0015 |
0.2% |
19% |
False |
False |
11 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0014 |
0.2% |
28% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7688 |
|
2.618 |
0.7677 |
|
1.618 |
0.7671 |
|
1.000 |
0.7667 |
|
0.618 |
0.7664 |
|
HIGH |
0.7660 |
|
0.618 |
0.7658 |
|
0.500 |
0.7657 |
|
0.382 |
0.7656 |
|
LOW |
0.7654 |
|
0.618 |
0.7649 |
|
1.000 |
0.7647 |
|
1.618 |
0.7643 |
|
2.618 |
0.7636 |
|
4.250 |
0.7626 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7657 |
0.7652 |
| PP |
0.7656 |
0.7650 |
| S1 |
0.7655 |
0.7649 |
|