CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7560 |
0.7553 |
-0.0007 |
-0.1% |
0.7639 |
| High |
0.7576 |
0.7605 |
0.0030 |
0.4% |
0.7665 |
| Low |
0.7543 |
0.7552 |
0.0009 |
0.1% |
0.7561 |
| Close |
0.7565 |
0.7598 |
0.0033 |
0.4% |
0.7575 |
| Range |
0.0033 |
0.0053 |
0.0021 |
64.6% |
0.0104 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.7% |
0.0000 |
| Volume |
84,090 |
73,840 |
-10,250 |
-12.2% |
302,261 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7745 |
0.7725 |
0.7627 |
|
| R3 |
0.7692 |
0.7672 |
0.7613 |
|
| R2 |
0.7638 |
0.7638 |
0.7608 |
|
| R1 |
0.7618 |
0.7618 |
0.7603 |
0.7628 |
| PP |
0.7585 |
0.7585 |
0.7585 |
0.7590 |
| S1 |
0.7565 |
0.7565 |
0.7593 |
0.7575 |
| S2 |
0.7531 |
0.7531 |
0.7588 |
|
| S3 |
0.7478 |
0.7511 |
0.7583 |
|
| S4 |
0.7424 |
0.7458 |
0.7569 |
|
|
| 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 |
0.7614 |
0.7543 |
0.0071 |
0.9% |
0.0041 |
0.5% |
77% |
False |
False |
70,307 |
| 10 |
0.7669 |
0.7543 |
0.0126 |
1.7% |
0.0041 |
0.5% |
44% |
False |
False |
66,219 |
| 20 |
0.7718 |
0.7543 |
0.0175 |
2.3% |
0.0043 |
0.6% |
31% |
False |
False |
72,763 |
| 40 |
0.7836 |
0.7543 |
0.0293 |
3.8% |
0.0045 |
0.6% |
19% |
False |
False |
70,127 |
| 60 |
0.7836 |
0.7543 |
0.0293 |
3.8% |
0.0047 |
0.6% |
19% |
False |
False |
55,215 |
| 80 |
0.7836 |
0.7543 |
0.0293 |
3.8% |
0.0045 |
0.6% |
19% |
False |
False |
41,463 |
| 100 |
0.7836 |
0.7500 |
0.0335 |
4.4% |
0.0045 |
0.6% |
29% |
False |
False |
33,197 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
29% |
False |
False |
27,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7832 |
|
2.618 |
0.7745 |
|
1.618 |
0.7692 |
|
1.000 |
0.7658 |
|
0.618 |
0.7638 |
|
HIGH |
0.7605 |
|
0.618 |
0.7585 |
|
0.500 |
0.7578 |
|
0.382 |
0.7572 |
|
LOW |
0.7552 |
|
0.618 |
0.7518 |
|
1.000 |
0.7498 |
|
1.618 |
0.7465 |
|
2.618 |
0.7411 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7591 |
0.7590 |
| PP |
0.7585 |
0.7582 |
| S1 |
0.7578 |
0.7574 |
|