CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7605 |
0.7649 |
0.0044 |
0.6% |
0.7642 |
| High |
0.7658 |
0.7669 |
0.0011 |
0.1% |
0.7669 |
| Low |
0.7600 |
0.7628 |
0.0028 |
0.4% |
0.7599 |
| Close |
0.7647 |
0.7631 |
-0.0016 |
-0.2% |
0.7631 |
| Range |
0.0059 |
0.0042 |
-0.0017 |
-29.1% |
0.0071 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
81,979 |
82,569 |
590 |
0.7% |
357,666 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7767 |
0.7741 |
0.7654 |
|
| R3 |
0.7726 |
0.7699 |
0.7642 |
|
| R2 |
0.7684 |
0.7684 |
0.7639 |
|
| R1 |
0.7658 |
0.7658 |
0.7635 |
0.7650 |
| PP |
0.7643 |
0.7643 |
0.7643 |
0.7639 |
| S1 |
0.7616 |
0.7616 |
0.7627 |
0.7608 |
| S2 |
0.7601 |
0.7601 |
0.7623 |
|
| S3 |
0.7559 |
0.7574 |
0.7620 |
|
| S4 |
0.7518 |
0.7533 |
0.7608 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7844 |
0.7808 |
0.7670 |
|
| R3 |
0.7774 |
0.7738 |
0.7650 |
|
| R2 |
0.7703 |
0.7703 |
0.7644 |
|
| R1 |
0.7667 |
0.7667 |
0.7637 |
0.7650 |
| PP |
0.7633 |
0.7633 |
0.7633 |
0.7624 |
| S1 |
0.7597 |
0.7597 |
0.7625 |
0.7579 |
| S2 |
0.7562 |
0.7562 |
0.7618 |
|
| S3 |
0.7492 |
0.7526 |
0.7612 |
|
| S4 |
0.7421 |
0.7456 |
0.7592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7669 |
0.7599 |
0.0071 |
0.9% |
0.0041 |
0.5% |
46% |
True |
False |
71,533 |
| 10 |
0.7718 |
0.7599 |
0.0120 |
1.6% |
0.0044 |
0.6% |
27% |
False |
False |
78,769 |
| 20 |
0.7751 |
0.7599 |
0.0152 |
2.0% |
0.0047 |
0.6% |
21% |
False |
False |
72,609 |
| 40 |
0.7836 |
0.7591 |
0.0245 |
3.2% |
0.0046 |
0.6% |
16% |
False |
False |
67,690 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0047 |
0.6% |
21% |
False |
False |
45,592 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
29% |
False |
False |
34,237 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
39% |
False |
False |
27,421 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0046 |
0.6% |
35% |
False |
False |
22,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7845 |
|
2.618 |
0.7778 |
|
1.618 |
0.7736 |
|
1.000 |
0.7711 |
|
0.618 |
0.7695 |
|
HIGH |
0.7669 |
|
0.618 |
0.7653 |
|
0.500 |
0.7648 |
|
0.382 |
0.7643 |
|
LOW |
0.7628 |
|
0.618 |
0.7602 |
|
1.000 |
0.7586 |
|
1.618 |
0.7560 |
|
2.618 |
0.7519 |
|
4.250 |
0.7451 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7648 |
0.7634 |
| PP |
0.7643 |
0.7633 |
| S1 |
0.7637 |
0.7632 |
|