CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7587 |
0.7643 |
0.0056 |
0.7% |
0.7614 |
| High |
0.7625 |
0.7643 |
0.0019 |
0.2% |
0.7643 |
| Low |
0.7587 |
0.7626 |
0.0039 |
0.5% |
0.7573 |
| Close |
0.7624 |
0.7626 |
0.0002 |
0.0% |
0.7626 |
| Range |
0.0038 |
0.0018 |
-0.0020 |
-53.9% |
0.0070 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
8 |
4 |
-4 |
-50.0% |
56 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7684 |
0.7672 |
0.7635 |
|
| R3 |
0.7666 |
0.7655 |
0.7630 |
|
| R2 |
0.7649 |
0.7649 |
0.7629 |
|
| R1 |
0.7637 |
0.7637 |
0.7627 |
0.7634 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7630 |
| S1 |
0.7620 |
0.7620 |
0.7624 |
0.7617 |
| S2 |
0.7614 |
0.7614 |
0.7622 |
|
| S3 |
0.7596 |
0.7602 |
0.7621 |
|
| S4 |
0.7579 |
0.7585 |
0.7616 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7824 |
0.7795 |
0.7664 |
|
| R3 |
0.7754 |
0.7725 |
0.7645 |
|
| R2 |
0.7684 |
0.7684 |
0.7638 |
|
| R1 |
0.7655 |
0.7655 |
0.7632 |
0.7669 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7621 |
| S1 |
0.7585 |
0.7585 |
0.7619 |
0.7599 |
| S2 |
0.7544 |
0.7544 |
0.7613 |
|
| S3 |
0.7474 |
0.7515 |
0.7606 |
|
| S4 |
0.7404 |
0.7445 |
0.7587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7643 |
0.7573 |
0.0070 |
0.9% |
0.0021 |
0.3% |
75% |
True |
False |
11 |
| 10 |
0.7674 |
0.7573 |
0.0101 |
1.3% |
0.0021 |
0.3% |
52% |
False |
False |
10 |
| 20 |
0.7726 |
0.7573 |
0.0153 |
2.0% |
0.0019 |
0.2% |
34% |
False |
False |
18 |
| 40 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
18% |
False |
False |
13 |
| 60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
18% |
False |
False |
11 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0016 |
0.2% |
18% |
False |
False |
10 |
| 100 |
0.7857 |
0.7560 |
0.0297 |
3.9% |
0.0016 |
0.2% |
22% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7717 |
|
2.618 |
0.7689 |
|
1.618 |
0.7671 |
|
1.000 |
0.7661 |
|
0.618 |
0.7654 |
|
HIGH |
0.7643 |
|
0.618 |
0.7636 |
|
0.500 |
0.7634 |
|
0.382 |
0.7632 |
|
LOW |
0.7626 |
|
0.618 |
0.7615 |
|
1.000 |
0.7608 |
|
1.618 |
0.7597 |
|
2.618 |
0.7580 |
|
4.250 |
0.7551 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7634 |
0.7620 |
| PP |
0.7631 |
0.7614 |
| S1 |
0.7628 |
0.7609 |
|