CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7595 |
-0.0012 |
-0.2% |
0.7576 |
High |
0.7613 |
0.7605 |
-0.0008 |
-0.1% |
0.7622 |
Low |
0.7578 |
0.7512 |
-0.0066 |
-0.9% |
0.7543 |
Close |
0.7591 |
0.7514 |
-0.0078 |
-1.0% |
0.7600 |
Range |
0.0036 |
0.0093 |
0.0058 |
163.4% |
0.0079 |
ATR |
0.0043 |
0.0047 |
0.0004 |
8.4% |
0.0000 |
Volume |
53,706 |
90,384 |
36,678 |
68.3% |
360,011 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7824 |
0.7762 |
0.7565 |
|
R3 |
0.7730 |
0.7669 |
0.7539 |
|
R2 |
0.7637 |
0.7637 |
0.7531 |
|
R1 |
0.7575 |
0.7575 |
0.7522 |
0.7559 |
PP |
0.7543 |
0.7543 |
0.7543 |
0.7535 |
S1 |
0.7482 |
0.7482 |
0.7505 |
0.7466 |
S2 |
0.7450 |
0.7450 |
0.7496 |
|
S3 |
0.7356 |
0.7388 |
0.7488 |
|
S4 |
0.7263 |
0.7295 |
0.7462 |
|
|
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 |
0.7512 |
0.0111 |
1.5% |
0.0050 |
0.7% |
2% |
False |
True |
76,932 |
10 |
0.7665 |
0.7512 |
0.0153 |
2.0% |
0.0048 |
0.6% |
1% |
False |
True |
71,595 |
20 |
0.7718 |
0.7512 |
0.0206 |
2.7% |
0.0046 |
0.6% |
1% |
False |
True |
73,732 |
40 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0047 |
0.6% |
1% |
False |
True |
71,433 |
60 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
1% |
False |
True |
58,959 |
80 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
1% |
False |
True |
44,292 |
100 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0044 |
0.6% |
1% |
False |
True |
35,461 |
120 |
0.7836 |
0.7500 |
0.0336 |
4.5% |
0.0045 |
0.6% |
4% |
False |
False |
29,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8002 |
2.618 |
0.7850 |
1.618 |
0.7756 |
1.000 |
0.7698 |
0.618 |
0.7663 |
HIGH |
0.7605 |
0.618 |
0.7569 |
0.500 |
0.7558 |
0.382 |
0.7547 |
LOW |
0.7512 |
0.618 |
0.7454 |
1.000 |
0.7418 |
1.618 |
0.7360 |
2.618 |
0.7267 |
4.250 |
0.7114 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7558 |
0.7567 |
PP |
0.7543 |
0.7549 |
S1 |
0.7528 |
0.7531 |
|