CME Canadian Dollar Future December 2018
Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7566 |
0.7548 |
-0.0018 |
-0.2% |
0.7607 |
High |
0.7586 |
0.7558 |
-0.0028 |
-0.4% |
0.7613 |
Low |
0.7544 |
0.7505 |
-0.0039 |
-0.5% |
0.7512 |
Close |
0.7556 |
0.7522 |
-0.0033 |
-0.4% |
0.7578 |
Range |
0.0043 |
0.0053 |
0.0011 |
24.7% |
0.0101 |
ATR |
0.0046 |
0.0047 |
0.0000 |
1.0% |
0.0000 |
Volume |
49,602 |
64,953 |
15,351 |
30.9% |
299,846 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7687 |
0.7658 |
0.7551 |
|
R3 |
0.7634 |
0.7605 |
0.7537 |
|
R2 |
0.7581 |
0.7581 |
0.7532 |
|
R1 |
0.7552 |
0.7552 |
0.7527 |
0.7540 |
PP |
0.7528 |
0.7528 |
0.7528 |
0.7523 |
S1 |
0.7499 |
0.7499 |
0.7517 |
0.7487 |
S2 |
0.7475 |
0.7475 |
0.7512 |
|
S3 |
0.7422 |
0.7446 |
0.7507 |
|
S4 |
0.7369 |
0.7393 |
0.7493 |
|
|
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 |
0.7605 |
0.7505 |
0.0100 |
1.3% |
0.0057 |
0.8% |
17% |
False |
True |
72,139 |
10 |
0.7622 |
0.7505 |
0.0117 |
1.6% |
0.0047 |
0.6% |
15% |
False |
True |
72,509 |
20 |
0.7669 |
0.7505 |
0.0164 |
2.2% |
0.0044 |
0.6% |
10% |
False |
True |
69,050 |
40 |
0.7825 |
0.7505 |
0.0320 |
4.2% |
0.0045 |
0.6% |
5% |
False |
True |
69,688 |
60 |
0.7836 |
0.7505 |
0.0331 |
4.4% |
0.0046 |
0.6% |
5% |
False |
True |
63,399 |
80 |
0.7836 |
0.7505 |
0.0331 |
4.4% |
0.0046 |
0.6% |
5% |
False |
True |
47,661 |
100 |
0.7836 |
0.7505 |
0.0331 |
4.4% |
0.0045 |
0.6% |
5% |
False |
True |
38,162 |
120 |
0.7836 |
0.7500 |
0.0336 |
4.5% |
0.0045 |
0.6% |
7% |
False |
False |
31,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7783 |
2.618 |
0.7697 |
1.618 |
0.7644 |
1.000 |
0.7611 |
0.618 |
0.7591 |
HIGH |
0.7558 |
0.618 |
0.7538 |
0.500 |
0.7532 |
0.382 |
0.7525 |
LOW |
0.7505 |
0.618 |
0.7472 |
1.000 |
0.7452 |
1.618 |
0.7419 |
2.618 |
0.7366 |
4.250 |
0.7280 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7532 |
0.7547 |
PP |
0.7528 |
0.7539 |
S1 |
0.7525 |
0.7530 |
|