CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7606 |
0.7576 |
-0.0030 |
-0.4% |
0.7639 |
| High |
0.7614 |
0.7590 |
-0.0024 |
-0.3% |
0.7665 |
| Low |
0.7561 |
0.7552 |
-0.0009 |
-0.1% |
0.7561 |
| Close |
0.7575 |
0.7564 |
-0.0011 |
-0.1% |
0.7575 |
| Range |
0.0053 |
0.0038 |
-0.0015 |
-28.3% |
0.0104 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
74,167 |
49,313 |
-24,854 |
-33.5% |
302,261 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7661 |
0.7584 |
|
| R3 |
0.7645 |
0.7623 |
0.7574 |
|
| R2 |
0.7607 |
0.7607 |
0.7570 |
|
| R1 |
0.7585 |
0.7585 |
0.7567 |
0.7577 |
| PP |
0.7569 |
0.7569 |
0.7569 |
0.7564 |
| S1 |
0.7547 |
0.7547 |
0.7560 |
0.7539 |
| S2 |
0.7530 |
0.7530 |
0.7557 |
|
| S3 |
0.7492 |
0.7509 |
0.7553 |
|
| S4 |
0.7454 |
0.7471 |
0.7543 |
|
|
| 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 |
0.7552 |
0.0113 |
1.5% |
0.0046 |
0.6% |
10% |
False |
True |
60,940 |
| 10 |
0.7669 |
0.7552 |
0.0117 |
1.5% |
0.0042 |
0.6% |
10% |
False |
True |
65,590 |
| 20 |
0.7751 |
0.7552 |
0.0199 |
2.6% |
0.0045 |
0.6% |
6% |
False |
True |
70,647 |
| 40 |
0.7836 |
0.7552 |
0.0284 |
3.7% |
0.0046 |
0.6% |
4% |
False |
True |
69,292 |
| 60 |
0.7836 |
0.7552 |
0.0284 |
3.7% |
0.0046 |
0.6% |
4% |
False |
True |
51,431 |
| 80 |
0.7836 |
0.7552 |
0.0284 |
3.7% |
0.0045 |
0.6% |
4% |
False |
True |
38,619 |
| 100 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
19% |
False |
False |
30,922 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
19% |
False |
False |
25,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7689 |
|
1.618 |
0.7651 |
|
1.000 |
0.7628 |
|
0.618 |
0.7613 |
|
HIGH |
0.7590 |
|
0.618 |
0.7575 |
|
0.500 |
0.7571 |
|
0.382 |
0.7567 |
|
LOW |
0.7552 |
|
0.618 |
0.7529 |
|
1.000 |
0.7514 |
|
1.618 |
0.7491 |
|
2.618 |
0.7453 |
|
4.250 |
0.7390 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7571 |
0.7599 |
| PP |
0.7569 |
0.7587 |
| S1 |
0.7566 |
0.7575 |
|