CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 06-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7639 |
0.7634 |
-0.0004 |
-0.1% |
0.7642 |
| High |
0.7656 |
0.7635 |
-0.0021 |
-0.3% |
0.7669 |
| Low |
0.7630 |
0.7613 |
-0.0017 |
-0.2% |
0.7599 |
| Close |
0.7635 |
0.7616 |
-0.0019 |
-0.2% |
0.7631 |
| Range |
0.0026 |
0.0022 |
-0.0004 |
-15.4% |
0.0071 |
| ATR |
0.0045 |
0.0044 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
46,870 |
43,537 |
-3,333 |
-7.1% |
357,666 |
|
| Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7687 |
0.7673 |
0.7628 |
|
| R3 |
0.7665 |
0.7651 |
0.7622 |
|
| R2 |
0.7643 |
0.7643 |
0.7620 |
|
| R1 |
0.7629 |
0.7629 |
0.7618 |
0.7625 |
| PP |
0.7621 |
0.7621 |
0.7621 |
0.7619 |
| S1 |
0.7607 |
0.7607 |
0.7613 |
0.7603 |
| S2 |
0.7599 |
0.7599 |
0.7611 |
|
| S3 |
0.7577 |
0.7585 |
0.7609 |
|
| S4 |
0.7555 |
0.7563 |
0.7603 |
|
|
| 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% |
0.0037 |
0.5% |
24% |
False |
False |
67,615 |
| 10 |
0.7718 |
0.7599 |
0.0120 |
1.6% |
0.0043 |
0.6% |
14% |
False |
False |
75,868 |
| 20 |
0.7751 |
0.7599 |
0.0152 |
2.0% |
0.0045 |
0.6% |
11% |
False |
False |
72,133 |
| 40 |
0.7836 |
0.7599 |
0.0237 |
3.1% |
0.0044 |
0.6% |
7% |
False |
False |
68,790 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
16% |
False |
False |
47,093 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
24% |
False |
False |
35,362 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
35% |
False |
False |
28,318 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
30% |
False |
False |
23,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7729 |
|
2.618 |
0.7693 |
|
1.618 |
0.7671 |
|
1.000 |
0.7657 |
|
0.618 |
0.7649 |
|
HIGH |
0.7635 |
|
0.618 |
0.7627 |
|
0.500 |
0.7624 |
|
0.382 |
0.7621 |
|
LOW |
0.7613 |
|
0.618 |
0.7599 |
|
1.000 |
0.7591 |
|
1.618 |
0.7577 |
|
2.618 |
0.7555 |
|
4.250 |
0.7520 |
|
|
| Fisher Pivots for day following 06-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7624 |
0.7641 |
| PP |
0.7621 |
0.7633 |
| S1 |
0.7618 |
0.7624 |
|