CME Canadian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7518 |
-0.0077 |
-1.0% |
0.7576 |
| High |
0.7605 |
0.7563 |
-0.0043 |
-0.6% |
0.7622 |
| Low |
0.7512 |
0.7512 |
0.0000 |
0.0% |
0.7543 |
| Close |
0.7514 |
0.7549 |
0.0036 |
0.5% |
0.7600 |
| Range |
0.0093 |
0.0051 |
-0.0043 |
-45.5% |
0.0079 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
90,384 |
73,020 |
-17,364 |
-19.2% |
360,011 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7694 |
0.7672 |
0.7577 |
|
| R3 |
0.7643 |
0.7621 |
0.7563 |
|
| R2 |
0.7592 |
0.7592 |
0.7558 |
|
| R1 |
0.7570 |
0.7570 |
0.7554 |
0.7581 |
| PP |
0.7541 |
0.7541 |
0.7541 |
0.7546 |
| S1 |
0.7520 |
0.7520 |
0.7544 |
0.7530 |
| S2 |
0.7490 |
0.7490 |
0.7540 |
|
| S3 |
0.7439 |
0.7469 |
0.7535 |
|
| S4 |
0.7388 |
0.7418 |
0.7521 |
|
|
| 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% |
0.0054 |
0.7% |
34% |
False |
True |
74,718 |
| 10 |
0.7646 |
0.7512 |
0.0134 |
1.8% |
0.0048 |
0.6% |
28% |
False |
True |
71,892 |
| 20 |
0.7690 |
0.7512 |
0.0179 |
2.4% |
0.0045 |
0.6% |
21% |
False |
True |
70,788 |
| 40 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0047 |
0.6% |
12% |
False |
True |
71,481 |
| 60 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
12% |
False |
True |
60,157 |
| 80 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
12% |
False |
True |
45,201 |
| 100 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0045 |
0.6% |
12% |
False |
True |
36,191 |
| 120 |
0.7836 |
0.7500 |
0.0336 |
4.5% |
0.0045 |
0.6% |
15% |
False |
False |
30,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7779 |
|
2.618 |
0.7696 |
|
1.618 |
0.7645 |
|
1.000 |
0.7613 |
|
0.618 |
0.7594 |
|
HIGH |
0.7563 |
|
0.618 |
0.7543 |
|
0.500 |
0.7537 |
|
0.382 |
0.7531 |
|
LOW |
0.7512 |
|
0.618 |
0.7480 |
|
1.000 |
0.7461 |
|
1.618 |
0.7429 |
|
2.618 |
0.7378 |
|
4.250 |
0.7295 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7545 |
0.7562 |
| PP |
0.7541 |
0.7558 |
| S1 |
0.7537 |
0.7553 |
|