CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 05-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7649 |
0.7639 |
-0.0010 |
-0.1% |
0.7642 |
| High |
0.7669 |
0.7656 |
-0.0013 |
-0.2% |
0.7669 |
| Low |
0.7628 |
0.7630 |
0.0003 |
0.0% |
0.7599 |
| Close |
0.7631 |
0.7635 |
0.0004 |
0.0% |
0.7631 |
| Range |
0.0042 |
0.0026 |
-0.0016 |
-37.4% |
0.0071 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
82,569 |
46,870 |
-35,699 |
-43.2% |
357,666 |
|
| Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7718 |
0.7702 |
0.7649 |
|
| R3 |
0.7692 |
0.7676 |
0.7642 |
|
| R2 |
0.7666 |
0.7666 |
0.7639 |
|
| R1 |
0.7650 |
0.7650 |
0.7637 |
0.7645 |
| PP |
0.7640 |
0.7640 |
0.7640 |
0.7638 |
| S1 |
0.7624 |
0.7624 |
0.7632 |
0.7619 |
| S2 |
0.7614 |
0.7614 |
0.7630 |
|
| S3 |
0.7588 |
0.7598 |
0.7627 |
|
| S4 |
0.7562 |
0.7572 |
0.7620 |
|
|
| 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% |
0.0038 |
0.5% |
51% |
False |
False |
70,239 |
| 10 |
0.7718 |
0.7599 |
0.0120 |
1.6% |
0.0044 |
0.6% |
30% |
False |
False |
77,963 |
| 20 |
0.7751 |
0.7599 |
0.0152 |
2.0% |
0.0046 |
0.6% |
24% |
False |
False |
72,790 |
| 40 |
0.7836 |
0.7599 |
0.0237 |
3.1% |
0.0046 |
0.6% |
15% |
False |
False |
68,549 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
23% |
False |
False |
46,370 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
30% |
False |
False |
34,820 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
40% |
False |
False |
27,887 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
35% |
False |
False |
23,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7767 |
|
2.618 |
0.7724 |
|
1.618 |
0.7698 |
|
1.000 |
0.7682 |
|
0.618 |
0.7672 |
|
HIGH |
0.7656 |
|
0.618 |
0.7646 |
|
0.500 |
0.7643 |
|
0.382 |
0.7640 |
|
LOW |
0.7630 |
|
0.618 |
0.7614 |
|
1.000 |
0.7604 |
|
1.618 |
0.7588 |
|
2.618 |
0.7562 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 05-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7634 |
| PP |
0.7640 |
0.7634 |
| S1 |
0.7637 |
0.7634 |
|