CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7643 |
0.7618 |
-0.0025 |
-0.3% |
0.7614 |
| High |
0.7643 |
0.7620 |
-0.0023 |
-0.3% |
0.7643 |
| Low |
0.7626 |
0.7609 |
-0.0016 |
-0.2% |
0.7573 |
| Close |
0.7626 |
0.7616 |
-0.0010 |
-0.1% |
0.7626 |
| Range |
0.0018 |
0.0011 |
-0.0007 |
-40.0% |
0.0070 |
| ATR |
0.0028 |
0.0027 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
4 |
16 |
12 |
300.0% |
56 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7646 |
0.7641 |
0.7621 |
|
| R3 |
0.7636 |
0.7631 |
0.7618 |
|
| R2 |
0.7625 |
0.7625 |
0.7617 |
|
| R1 |
0.7620 |
0.7620 |
0.7616 |
0.7618 |
| PP |
0.7615 |
0.7615 |
0.7615 |
0.7613 |
| S1 |
0.7610 |
0.7610 |
0.7615 |
0.7607 |
| S2 |
0.7604 |
0.7604 |
0.7614 |
|
| S3 |
0.7594 |
0.7599 |
0.7613 |
|
| S4 |
0.7583 |
0.7589 |
0.7610 |
|
|
| 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% |
0.0018 |
0.2% |
61% |
False |
False |
10 |
| 10 |
0.7674 |
0.7573 |
0.0101 |
1.3% |
0.0021 |
0.3% |
42% |
False |
False |
11 |
| 20 |
0.7726 |
0.7573 |
0.0153 |
2.0% |
0.0019 |
0.2% |
28% |
False |
False |
17 |
| 40 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
15% |
False |
False |
13 |
| 60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
15% |
False |
False |
12 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0016 |
0.2% |
15% |
False |
False |
10 |
| 100 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
15% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7664 |
|
2.618 |
0.7647 |
|
1.618 |
0.7636 |
|
1.000 |
0.7630 |
|
0.618 |
0.7626 |
|
HIGH |
0.7620 |
|
0.618 |
0.7615 |
|
0.500 |
0.7614 |
|
0.382 |
0.7613 |
|
LOW |
0.7609 |
|
0.618 |
0.7603 |
|
1.000 |
0.7599 |
|
1.618 |
0.7592 |
|
2.618 |
0.7582 |
|
4.250 |
0.7564 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7615 |
0.7615 |
| PP |
0.7615 |
0.7615 |
| S1 |
0.7614 |
0.7615 |
|