CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7518 |
0.7560 |
0.0042 |
0.6% |
0.7607 |
High |
0.7563 |
0.7589 |
0.0027 |
0.4% |
0.7613 |
Low |
0.7512 |
0.7545 |
0.0033 |
0.4% |
0.7512 |
Close |
0.7549 |
0.7578 |
0.0029 |
0.4% |
0.7578 |
Range |
0.0051 |
0.0044 |
-0.0007 |
-13.7% |
0.0101 |
ATR |
0.0047 |
0.0047 |
0.0000 |
-0.4% |
0.0000 |
Volume |
73,020 |
82,736 |
9,716 |
13.3% |
299,846 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7684 |
0.7602 |
|
R3 |
0.7659 |
0.7640 |
0.7590 |
|
R2 |
0.7615 |
0.7615 |
0.7586 |
|
R1 |
0.7596 |
0.7596 |
0.7582 |
0.7605 |
PP |
0.7571 |
0.7571 |
0.7571 |
0.7575 |
S1 |
0.7552 |
0.7552 |
0.7573 |
0.7561 |
S2 |
0.7527 |
0.7527 |
0.7569 |
|
S3 |
0.7483 |
0.7508 |
0.7565 |
|
S4 |
0.7439 |
0.7464 |
0.7553 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7872 |
0.7826 |
0.7633 |
|
R3 |
0.7770 |
0.7725 |
0.7605 |
|
R2 |
0.7669 |
0.7669 |
0.7596 |
|
R1 |
0.7623 |
0.7623 |
0.7587 |
0.7595 |
PP |
0.7567 |
0.7567 |
0.7567 |
0.7553 |
S1 |
0.7522 |
0.7522 |
0.7568 |
0.7494 |
S2 |
0.7466 |
0.7466 |
0.7559 |
|
S3 |
0.7364 |
0.7420 |
0.7550 |
|
S4 |
0.7263 |
0.7319 |
0.7522 |
|
|
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% |
0.0052 |
0.7% |
60% |
False |
False |
76,497 |
10 |
0.7622 |
0.7512 |
0.0111 |
1.5% |
0.0046 |
0.6% |
60% |
False |
False |
73,402 |
20 |
0.7669 |
0.7512 |
0.0158 |
2.1% |
0.0044 |
0.6% |
42% |
False |
False |
70,742 |
40 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0047 |
0.6% |
20% |
False |
False |
71,606 |
60 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0047 |
0.6% |
20% |
False |
False |
61,526 |
80 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0046 |
0.6% |
20% |
False |
False |
46,233 |
100 |
0.7836 |
0.7512 |
0.0324 |
4.3% |
0.0045 |
0.6% |
20% |
False |
False |
37,017 |
120 |
0.7836 |
0.7500 |
0.0336 |
4.4% |
0.0045 |
0.6% |
23% |
False |
False |
30,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7776 |
2.618 |
0.7704 |
1.618 |
0.7660 |
1.000 |
0.7633 |
0.618 |
0.7616 |
HIGH |
0.7589 |
0.618 |
0.7572 |
0.500 |
0.7567 |
0.382 |
0.7562 |
LOW |
0.7545 |
0.618 |
0.7518 |
1.000 |
0.7501 |
1.618 |
0.7474 |
2.618 |
0.7430 |
4.250 |
0.7358 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7574 |
0.7571 |
PP |
0.7571 |
0.7565 |
S1 |
0.7567 |
0.7558 |
|