CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 02-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2018 |
02-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7669 |
0.0050 |
0.7% |
0.7658 |
| High |
0.7668 |
0.7682 |
0.0014 |
0.2% |
0.7682 |
| Low |
0.7618 |
0.7642 |
0.0024 |
0.3% |
0.7612 |
| Close |
0.7660 |
0.7644 |
-0.0016 |
-0.2% |
0.7644 |
| Range |
0.0049 |
0.0040 |
-0.0010 |
-20.2% |
0.0069 |
| ATR |
0.0040 |
0.0040 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
315 |
1,188 |
873 |
277.1% |
1,907 |
|
| Daily Pivots for day following 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7774 |
0.7749 |
0.7666 |
|
| R3 |
0.7735 |
0.7709 |
0.7655 |
|
| R2 |
0.7695 |
0.7695 |
0.7651 |
|
| R1 |
0.7670 |
0.7670 |
0.7648 |
0.7663 |
| PP |
0.7656 |
0.7656 |
0.7656 |
0.7652 |
| S1 |
0.7630 |
0.7630 |
0.7640 |
0.7623 |
| S2 |
0.7616 |
0.7616 |
0.7637 |
|
| S3 |
0.7577 |
0.7591 |
0.7633 |
|
| S4 |
0.7537 |
0.7551 |
0.7622 |
|
|
| Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7854 |
0.7819 |
0.7682 |
|
| R3 |
0.7785 |
0.7749 |
0.7663 |
|
| R2 |
0.7715 |
0.7715 |
0.7657 |
|
| R1 |
0.7680 |
0.7680 |
0.7650 |
0.7663 |
| PP |
0.7646 |
0.7646 |
0.7646 |
0.7637 |
| S1 |
0.7610 |
0.7610 |
0.7638 |
0.7593 |
| S2 |
0.7576 |
0.7576 |
0.7631 |
|
| S3 |
0.7507 |
0.7541 |
0.7625 |
|
| S4 |
0.7437 |
0.7471 |
0.7606 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7682 |
0.7612 |
0.0069 |
0.9% |
0.0034 |
0.5% |
46% |
True |
False |
381 |
| 10 |
0.7725 |
0.7612 |
0.0113 |
1.5% |
0.0037 |
0.5% |
28% |
False |
False |
246 |
| 20 |
0.7761 |
0.7612 |
0.0149 |
1.9% |
0.0039 |
0.5% |
21% |
False |
False |
174 |
| 40 |
0.7846 |
0.7604 |
0.0242 |
3.2% |
0.0036 |
0.5% |
17% |
False |
False |
115 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0033 |
0.4% |
21% |
False |
False |
87 |
| 80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0031 |
0.4% |
27% |
False |
False |
68 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
34% |
False |
False |
59 |
| 120 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0029 |
0.4% |
30% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7849 |
|
2.618 |
0.7785 |
|
1.618 |
0.7745 |
|
1.000 |
0.7721 |
|
0.618 |
0.7706 |
|
HIGH |
0.7682 |
|
0.618 |
0.7666 |
|
0.500 |
0.7662 |
|
0.382 |
0.7657 |
|
LOW |
0.7642 |
|
0.618 |
0.7618 |
|
1.000 |
0.7603 |
|
1.618 |
0.7578 |
|
2.618 |
0.7539 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 02-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7662 |
0.7647 |
| PP |
0.7656 |
0.7646 |
| S1 |
0.7650 |
0.7645 |
|