CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7614 |
0.0004 |
0.0% |
0.7664 |
| High |
0.7610 |
0.7614 |
0.0004 |
0.0% |
0.7674 |
| Low |
0.7592 |
0.7587 |
-0.0005 |
-0.1% |
0.7592 |
| Close |
0.7599 |
0.7587 |
-0.0011 |
-0.2% |
0.7599 |
| Range |
0.0018 |
0.0026 |
0.0008 |
47.2% |
0.0082 |
| ATR |
0.0030 |
0.0030 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
23 |
18 |
-5 |
-21.7% |
45 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7658 |
0.7602 |
|
| R3 |
0.7649 |
0.7631 |
0.7594 |
|
| R2 |
0.7622 |
0.7622 |
0.7592 |
|
| R1 |
0.7605 |
0.7605 |
0.7589 |
0.7600 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7594 |
| S1 |
0.7578 |
0.7578 |
0.7585 |
0.7574 |
| S2 |
0.7569 |
0.7569 |
0.7582 |
|
| S3 |
0.7543 |
0.7552 |
0.7580 |
|
| S4 |
0.7516 |
0.7525 |
0.7572 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7866 |
0.7814 |
0.7643 |
|
| R3 |
0.7784 |
0.7732 |
0.7621 |
|
| R2 |
0.7703 |
0.7703 |
0.7613 |
|
| R1 |
0.7651 |
0.7651 |
0.7606 |
0.7636 |
| PP |
0.7621 |
0.7621 |
0.7621 |
0.7614 |
| S1 |
0.7569 |
0.7569 |
0.7591 |
0.7555 |
| S2 |
0.7540 |
0.7540 |
0.7584 |
|
| S3 |
0.7458 |
0.7488 |
0.7576 |
|
| S4 |
0.7377 |
0.7406 |
0.7554 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7674 |
0.7587 |
0.0086 |
1.1% |
0.0024 |
0.3% |
0% |
False |
True |
11 |
| 10 |
0.7675 |
0.7587 |
0.0088 |
1.2% |
0.0018 |
0.2% |
0% |
False |
True |
10 |
| 20 |
0.7765 |
0.7587 |
0.0178 |
2.3% |
0.0017 |
0.2% |
0% |
False |
True |
16 |
| 40 |
0.7857 |
0.7587 |
0.0270 |
3.6% |
0.0016 |
0.2% |
0% |
False |
True |
12 |
| 60 |
0.7857 |
0.7587 |
0.0270 |
3.6% |
0.0017 |
0.2% |
0% |
False |
True |
11 |
| 80 |
0.7857 |
0.7587 |
0.0270 |
3.6% |
0.0015 |
0.2% |
0% |
False |
True |
9 |
| 100 |
0.7857 |
0.7542 |
0.0316 |
4.2% |
0.0016 |
0.2% |
14% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7726 |
|
2.618 |
0.7683 |
|
1.618 |
0.7656 |
|
1.000 |
0.7640 |
|
0.618 |
0.7630 |
|
HIGH |
0.7614 |
|
0.618 |
0.7603 |
|
0.500 |
0.7600 |
|
0.382 |
0.7597 |
|
LOW |
0.7587 |
|
0.618 |
0.7571 |
|
1.000 |
0.7561 |
|
1.618 |
0.7544 |
|
2.618 |
0.7518 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7625 |
| PP |
0.7596 |
0.7612 |
| S1 |
0.7591 |
0.7600 |
|