CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 28-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7562 |
0.7546 |
-0.0016 |
-0.2% |
0.7618 |
| High |
0.7562 |
0.7565 |
0.0003 |
0.0% |
0.7621 |
| Low |
0.7536 |
0.7515 |
-0.0021 |
-0.3% |
0.7539 |
| Close |
0.7549 |
0.7564 |
0.0015 |
0.2% |
0.7604 |
| Range |
0.0027 |
0.0050 |
0.0024 |
88.7% |
0.0082 |
| ATR |
0.0033 |
0.0034 |
0.0001 |
3.8% |
0.0000 |
| Volume |
7 |
121 |
114 |
1,628.6% |
180 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7681 |
0.7591 |
|
| R3 |
0.7648 |
0.7631 |
0.7577 |
|
| R2 |
0.7598 |
0.7598 |
0.7573 |
|
| R1 |
0.7581 |
0.7581 |
0.7568 |
0.7589 |
| PP |
0.7548 |
0.7548 |
0.7548 |
0.7552 |
| S1 |
0.7531 |
0.7531 |
0.7559 |
0.7539 |
| S2 |
0.7498 |
0.7498 |
0.7554 |
|
| S3 |
0.7448 |
0.7481 |
0.7550 |
|
| S4 |
0.7398 |
0.7431 |
0.7536 |
|
|
| 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 |
0.7611 |
0.7515 |
0.0096 |
1.3% |
0.0031 |
0.4% |
51% |
False |
True |
49 |
| 10 |
0.7643 |
0.7515 |
0.0128 |
1.7% |
0.0032 |
0.4% |
38% |
False |
True |
33 |
| 20 |
0.7675 |
0.7515 |
0.0160 |
2.1% |
0.0025 |
0.3% |
30% |
False |
True |
21 |
| 40 |
0.7841 |
0.7515 |
0.0326 |
4.3% |
0.0021 |
0.3% |
15% |
False |
True |
18 |
| 60 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0019 |
0.3% |
14% |
False |
True |
15 |
| 80 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0018 |
0.2% |
14% |
False |
True |
13 |
| 100 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0017 |
0.2% |
14% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7778 |
|
2.618 |
0.7696 |
|
1.618 |
0.7646 |
|
1.000 |
0.7615 |
|
0.618 |
0.7596 |
|
HIGH |
0.7565 |
|
0.618 |
0.7546 |
|
0.500 |
0.7540 |
|
0.382 |
0.7534 |
|
LOW |
0.7515 |
|
0.618 |
0.7484 |
|
1.000 |
0.7465 |
|
1.618 |
0.7434 |
|
2.618 |
0.7384 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7556 |
0.7562 |
| PP |
0.7548 |
0.7561 |
| S1 |
0.7540 |
0.7560 |
|