CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7599 |
0.7605 |
0.0007 |
0.1% |
0.7618 |
| High |
0.7611 |
0.7605 |
-0.0006 |
-0.1% |
0.7621 |
| Low |
0.7582 |
0.7578 |
-0.0005 |
-0.1% |
0.7539 |
| Close |
0.7604 |
0.7582 |
-0.0022 |
-0.3% |
0.7604 |
| Range |
0.0029 |
0.0028 |
-0.0002 |
-5.2% |
0.0082 |
| ATR |
0.0032 |
0.0031 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
87 |
2 |
-85 |
-97.7% |
180 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7671 |
0.7654 |
0.7597 |
|
| R3 |
0.7643 |
0.7626 |
0.7590 |
|
| R2 |
0.7616 |
0.7616 |
0.7587 |
|
| R1 |
0.7599 |
0.7599 |
0.7585 |
0.7594 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7586 |
| S1 |
0.7571 |
0.7571 |
0.7579 |
0.7566 |
| S2 |
0.7561 |
0.7561 |
0.7577 |
|
| S3 |
0.7533 |
0.7544 |
0.7574 |
|
| S4 |
0.7506 |
0.7516 |
0.7567 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7801 |
0.7649 |
|
| R3 |
0.7752 |
0.7719 |
0.7626 |
|
| R2 |
0.7670 |
0.7670 |
0.7619 |
|
| R1 |
0.7637 |
0.7637 |
0.7611 |
0.7612 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7576 |
| S1 |
0.7555 |
0.7555 |
0.7596 |
0.7530 |
| S2 |
0.7506 |
0.7506 |
0.7588 |
|
| S3 |
0.7424 |
0.7473 |
0.7581 |
|
| S4 |
0.7342 |
0.7391 |
0.7558 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7621 |
0.7539 |
0.0082 |
1.1% |
0.0034 |
0.5% |
52% |
False |
False |
36 |
| 10 |
0.7643 |
0.7539 |
0.0104 |
1.4% |
0.0028 |
0.4% |
41% |
False |
False |
23 |
| 20 |
0.7675 |
0.7539 |
0.0136 |
1.8% |
0.0023 |
0.3% |
32% |
False |
False |
16 |
| 40 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0020 |
0.3% |
14% |
False |
False |
16 |
| 60 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0019 |
0.2% |
14% |
False |
False |
13 |
| 80 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0017 |
0.2% |
14% |
False |
False |
12 |
| 100 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0017 |
0.2% |
14% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7722 |
|
2.618 |
0.7677 |
|
1.618 |
0.7649 |
|
1.000 |
0.7633 |
|
0.618 |
0.7622 |
|
HIGH |
0.7605 |
|
0.618 |
0.7594 |
|
0.500 |
0.7591 |
|
0.382 |
0.7588 |
|
LOW |
0.7578 |
|
0.618 |
0.7561 |
|
1.000 |
0.7550 |
|
1.618 |
0.7533 |
|
2.618 |
0.7506 |
|
4.250 |
0.7461 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7582 |
| PP |
0.7588 |
0.7582 |
| S1 |
0.7585 |
0.7582 |
|