CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7623 |
0.7630 |
0.0007 |
0.1% |
0.7642 |
| High |
0.7665 |
0.7646 |
-0.0019 |
-0.2% |
0.7669 |
| Low |
0.7605 |
0.7590 |
-0.0015 |
-0.2% |
0.7599 |
| Close |
0.7639 |
0.7592 |
-0.0047 |
-0.6% |
0.7631 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0071 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.8% |
0.0000 |
| Volume |
70,048 |
67,639 |
-2,409 |
-3.4% |
357,666 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7777 |
0.7740 |
0.7622 |
|
| R3 |
0.7721 |
0.7684 |
0.7607 |
|
| R2 |
0.7665 |
0.7665 |
0.7602 |
|
| R1 |
0.7628 |
0.7628 |
0.7597 |
0.7619 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7604 |
| S1 |
0.7572 |
0.7572 |
0.7586 |
0.7563 |
| S2 |
0.7553 |
0.7553 |
0.7581 |
|
| S3 |
0.7497 |
0.7516 |
0.7576 |
|
| S4 |
0.7441 |
0.7460 |
0.7561 |
|
|
| 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 |
0.7590 |
0.0080 |
1.0% |
0.0041 |
0.5% |
3% |
False |
True |
62,132 |
| 10 |
0.7669 |
0.7590 |
0.0080 |
1.0% |
0.0042 |
0.6% |
3% |
False |
True |
68,082 |
| 20 |
0.7751 |
0.7590 |
0.0161 |
2.1% |
0.0045 |
0.6% |
1% |
False |
True |
70,771 |
| 40 |
0.7836 |
0.7590 |
0.0246 |
3.2% |
0.0045 |
0.6% |
1% |
False |
True |
69,237 |
| 60 |
0.7836 |
0.7575 |
0.0260 |
3.4% |
0.0046 |
0.6% |
6% |
False |
False |
49,380 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
16% |
False |
False |
37,081 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
27% |
False |
False |
29,689 |
| 120 |
0.7880 |
0.7500 |
0.0380 |
5.0% |
0.0045 |
0.6% |
24% |
False |
False |
24,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7883 |
|
2.618 |
0.7792 |
|
1.618 |
0.7736 |
|
1.000 |
0.7701 |
|
0.618 |
0.7680 |
|
HIGH |
0.7646 |
|
0.618 |
0.7624 |
|
0.500 |
0.7618 |
|
0.382 |
0.7611 |
|
LOW |
0.7590 |
|
0.618 |
0.7555 |
|
1.000 |
0.7534 |
|
1.618 |
0.7499 |
|
2.618 |
0.7443 |
|
4.250 |
0.7352 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7618 |
0.7627 |
| PP |
0.7609 |
0.7615 |
| S1 |
0.7600 |
0.7603 |
|