CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7630 |
0.7606 |
-0.0024 |
-0.3% |
0.7639 |
| High |
0.7646 |
0.7614 |
-0.0032 |
-0.4% |
0.7665 |
| Low |
0.7590 |
0.7561 |
-0.0029 |
-0.4% |
0.7561 |
| Close |
0.7592 |
0.7575 |
-0.0017 |
-0.2% |
0.7575 |
| Range |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0104 |
| ATR |
0.0046 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
67,639 |
74,167 |
6,528 |
9.7% |
302,261 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7742 |
0.7711 |
0.7604 |
|
| R3 |
0.7689 |
0.7658 |
0.7589 |
|
| R2 |
0.7636 |
0.7636 |
0.7584 |
|
| R1 |
0.7605 |
0.7605 |
0.7579 |
0.7594 |
| PP |
0.7583 |
0.7583 |
0.7583 |
0.7578 |
| S1 |
0.7552 |
0.7552 |
0.7570 |
0.7541 |
| S2 |
0.7530 |
0.7530 |
0.7565 |
|
| S3 |
0.7477 |
0.7499 |
0.7560 |
|
| S4 |
0.7424 |
0.7446 |
0.7545 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7911 |
0.7846 |
0.7631 |
|
| R3 |
0.7807 |
0.7743 |
0.7603 |
|
| R2 |
0.7704 |
0.7704 |
0.7593 |
|
| R1 |
0.7639 |
0.7639 |
0.7584 |
0.7620 |
| PP |
0.7600 |
0.7600 |
0.7600 |
0.7590 |
| S1 |
0.7536 |
0.7536 |
0.7565 |
0.7516 |
| S2 |
0.7497 |
0.7497 |
0.7556 |
|
| S3 |
0.7393 |
0.7432 |
0.7546 |
|
| S4 |
0.7290 |
0.7329 |
0.7518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7665 |
0.7561 |
0.0104 |
1.4% |
0.0043 |
0.6% |
13% |
False |
True |
60,452 |
| 10 |
0.7669 |
0.7561 |
0.0108 |
1.4% |
0.0042 |
0.6% |
12% |
False |
True |
65,992 |
| 20 |
0.7751 |
0.7561 |
0.0190 |
2.5% |
0.0046 |
0.6% |
7% |
False |
True |
71,770 |
| 40 |
0.7836 |
0.7561 |
0.0275 |
3.6% |
0.0045 |
0.6% |
5% |
False |
True |
69,094 |
| 60 |
0.7836 |
0.7561 |
0.0275 |
3.6% |
0.0047 |
0.6% |
5% |
False |
True |
50,615 |
| 80 |
0.7836 |
0.7547 |
0.0289 |
3.8% |
0.0046 |
0.6% |
10% |
False |
False |
38,006 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
22% |
False |
False |
30,430 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
22% |
False |
False |
25,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7839 |
|
2.618 |
0.7753 |
|
1.618 |
0.7700 |
|
1.000 |
0.7667 |
|
0.618 |
0.7647 |
|
HIGH |
0.7614 |
|
0.618 |
0.7594 |
|
0.500 |
0.7588 |
|
0.382 |
0.7581 |
|
LOW |
0.7561 |
|
0.618 |
0.7528 |
|
1.000 |
0.7508 |
|
1.618 |
0.7475 |
|
2.618 |
0.7422 |
|
4.250 |
0.7336 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7613 |
| PP |
0.7583 |
0.7600 |
| S1 |
0.7579 |
0.7587 |
|