CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7593 |
0.7607 |
0.0014 |
0.2% |
0.7576 |
| High |
0.7622 |
0.7613 |
-0.0009 |
-0.1% |
0.7622 |
| Low |
0.7587 |
0.7578 |
-0.0010 |
-0.1% |
0.7543 |
| Close |
0.7600 |
0.7591 |
-0.0009 |
-0.1% |
0.7600 |
| Range |
0.0035 |
0.0036 |
0.0001 |
1.4% |
0.0079 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
82,643 |
53,706 |
-28,937 |
-35.0% |
360,011 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7700 |
0.7681 |
0.7611 |
|
| R3 |
0.7665 |
0.7646 |
0.7601 |
|
| R2 |
0.7629 |
0.7629 |
0.7598 |
|
| R1 |
0.7610 |
0.7610 |
0.7594 |
0.7602 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7590 |
| S1 |
0.7575 |
0.7575 |
0.7588 |
0.7567 |
| S2 |
0.7558 |
0.7558 |
0.7584 |
|
| S3 |
0.7523 |
0.7539 |
0.7581 |
|
| S4 |
0.7487 |
0.7504 |
0.7571 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7825 |
0.7792 |
0.7643 |
|
| R3 |
0.7746 |
0.7713 |
0.7622 |
|
| R2 |
0.7667 |
0.7667 |
0.7614 |
|
| R1 |
0.7634 |
0.7634 |
0.7607 |
0.7651 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7597 |
| S1 |
0.7555 |
0.7555 |
0.7593 |
0.7572 |
| S2 |
0.7509 |
0.7509 |
0.7586 |
|
| S3 |
0.7430 |
0.7476 |
0.7578 |
|
| S4 |
0.7351 |
0.7397 |
0.7557 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7622 |
0.7543 |
0.0079 |
1.0% |
0.0037 |
0.5% |
61% |
False |
False |
72,880 |
| 10 |
0.7665 |
0.7543 |
0.0122 |
1.6% |
0.0041 |
0.5% |
40% |
False |
False |
66,910 |
| 20 |
0.7718 |
0.7543 |
0.0175 |
2.3% |
0.0043 |
0.6% |
27% |
False |
False |
72,437 |
| 40 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0045 |
0.6% |
16% |
False |
False |
70,486 |
| 60 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0046 |
0.6% |
16% |
False |
False |
57,467 |
| 80 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0045 |
0.6% |
16% |
False |
False |
43,164 |
| 100 |
0.7836 |
0.7543 |
0.0293 |
3.9% |
0.0044 |
0.6% |
16% |
False |
False |
34,559 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0044 |
0.6% |
27% |
False |
False |
28,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7764 |
|
2.618 |
0.7706 |
|
1.618 |
0.7670 |
|
1.000 |
0.7649 |
|
0.618 |
0.7635 |
|
HIGH |
0.7613 |
|
0.618 |
0.7599 |
|
0.500 |
0.7595 |
|
0.382 |
0.7591 |
|
LOW |
0.7578 |
|
0.618 |
0.7556 |
|
1.000 |
0.7542 |
|
1.618 |
0.7520 |
|
2.618 |
0.7485 |
|
4.250 |
0.7427 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7595 |
0.7590 |
| PP |
0.7594 |
0.7588 |
| S1 |
0.7592 |
0.7587 |
|