CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7555 |
0.7560 |
0.0005 |
0.1% |
0.7639 |
| High |
0.7572 |
0.7576 |
0.0004 |
0.1% |
0.7665 |
| Low |
0.7544 |
0.7543 |
-0.0001 |
0.0% |
0.7561 |
| Close |
0.7550 |
0.7565 |
0.0016 |
0.2% |
0.7575 |
| Range |
0.0028 |
0.0033 |
0.0004 |
16.1% |
0.0104 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
70,125 |
84,090 |
13,965 |
19.9% |
302,261 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7659 |
0.7644 |
0.7583 |
|
| R3 |
0.7626 |
0.7612 |
0.7574 |
|
| R2 |
0.7594 |
0.7594 |
0.7571 |
|
| R1 |
0.7579 |
0.7579 |
0.7568 |
0.7587 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7565 |
| S1 |
0.7547 |
0.7547 |
0.7562 |
0.7554 |
| S2 |
0.7529 |
0.7529 |
0.7559 |
|
| S3 |
0.7496 |
0.7514 |
0.7556 |
|
| S4 |
0.7464 |
0.7482 |
0.7547 |
|
|
| 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 |
0.7646 |
0.7543 |
0.0103 |
1.4% |
0.0042 |
0.5% |
21% |
False |
True |
69,066 |
| 10 |
0.7669 |
0.7543 |
0.0126 |
1.7% |
0.0042 |
0.5% |
17% |
False |
True |
67,033 |
| 20 |
0.7718 |
0.7543 |
0.0175 |
2.3% |
0.0043 |
0.6% |
13% |
False |
True |
72,393 |
| 40 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0044 |
0.6% |
8% |
False |
True |
70,051 |
| 60 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0046 |
0.6% |
8% |
False |
True |
53,993 |
| 80 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0045 |
0.6% |
8% |
False |
True |
40,542 |
| 100 |
0.7836 |
0.7500 |
0.0335 |
4.4% |
0.0044 |
0.6% |
19% |
False |
False |
32,459 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
19% |
False |
False |
27,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7714 |
|
2.618 |
0.7661 |
|
1.618 |
0.7628 |
|
1.000 |
0.7608 |
|
0.618 |
0.7596 |
|
HIGH |
0.7576 |
|
0.618 |
0.7563 |
|
0.500 |
0.7559 |
|
0.382 |
0.7555 |
|
LOW |
0.7543 |
|
0.618 |
0.7523 |
|
1.000 |
0.7511 |
|
1.618 |
0.7490 |
|
2.618 |
0.7458 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7563 |
0.7567 |
| PP |
0.7561 |
0.7566 |
| S1 |
0.7559 |
0.7566 |
|