CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7592 |
0.7587 |
-0.0005 |
-0.1% |
0.7664 |
| High |
0.7592 |
0.7625 |
0.0033 |
0.4% |
0.7674 |
| Low |
0.7575 |
0.7587 |
0.0012 |
0.2% |
0.7592 |
| Close |
0.7591 |
0.7624 |
0.0034 |
0.4% |
0.7599 |
| Range |
0.0018 |
0.0038 |
0.0020 |
117.1% |
0.0082 |
| ATR |
0.0028 |
0.0029 |
0.0001 |
2.6% |
0.0000 |
| Volume |
14 |
8 |
-6 |
-42.9% |
45 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7726 |
0.7713 |
0.7645 |
|
| R3 |
0.7688 |
0.7675 |
0.7634 |
|
| R2 |
0.7650 |
0.7650 |
0.7631 |
|
| R1 |
0.7637 |
0.7637 |
0.7627 |
0.7643 |
| PP |
0.7612 |
0.7612 |
0.7612 |
0.7615 |
| S1 |
0.7599 |
0.7599 |
0.7621 |
0.7605 |
| S2 |
0.7574 |
0.7574 |
0.7617 |
|
| S3 |
0.7536 |
0.7561 |
0.7614 |
|
| S4 |
0.7498 |
0.7523 |
0.7603 |
|
|
| 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 |
0.7625 |
0.7573 |
0.0052 |
0.7% |
0.0021 |
0.3% |
99% |
True |
False |
15 |
| 10 |
0.7674 |
0.7573 |
0.0101 |
1.3% |
0.0020 |
0.3% |
51% |
False |
False |
10 |
| 20 |
0.7726 |
0.7573 |
0.0153 |
2.0% |
0.0019 |
0.2% |
33% |
False |
False |
18 |
| 40 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0017 |
0.2% |
18% |
False |
False |
13 |
| 60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
18% |
False |
False |
12 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0016 |
0.2% |
18% |
False |
False |
10 |
| 100 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0016 |
0.2% |
26% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7724 |
|
1.618 |
0.7686 |
|
1.000 |
0.7662 |
|
0.618 |
0.7648 |
|
HIGH |
0.7625 |
|
0.618 |
0.7610 |
|
0.500 |
0.7606 |
|
0.382 |
0.7601 |
|
LOW |
0.7587 |
|
0.618 |
0.7563 |
|
1.000 |
0.7549 |
|
1.618 |
0.7525 |
|
2.618 |
0.7487 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7616 |
| PP |
0.7612 |
0.7607 |
| S1 |
0.7606 |
0.7599 |
|