CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7651 |
0.7645 |
-0.0006 |
-0.1% |
0.7658 |
High |
0.7669 |
0.7645 |
-0.0024 |
-0.3% |
0.7682 |
Low |
0.7644 |
0.7627 |
-0.0017 |
-0.2% |
0.7612 |
Close |
0.7648 |
0.7629 |
-0.0019 |
-0.2% |
0.7644 |
Range |
0.0024 |
0.0018 |
-0.0006 |
-26.5% |
0.0069 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
67 |
87 |
20 |
29.9% |
1,907 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7688 |
0.7676 |
0.7638 |
|
R3 |
0.7670 |
0.7658 |
0.7633 |
|
R2 |
0.7652 |
0.7652 |
0.7632 |
|
R1 |
0.7640 |
0.7640 |
0.7630 |
0.7637 |
PP |
0.7634 |
0.7634 |
0.7634 |
0.7632 |
S1 |
0.7622 |
0.7622 |
0.7627 |
0.7619 |
S2 |
0.7616 |
0.7616 |
0.7625 |
|
S3 |
0.7598 |
0.7604 |
0.7624 |
|
S4 |
0.7580 |
0.7586 |
0.7619 |
|
|
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% |
0.0032 |
0.4% |
24% |
False |
False |
344 |
10 |
0.7725 |
0.7612 |
0.0113 |
1.5% |
0.0037 |
0.5% |
15% |
False |
False |
253 |
20 |
0.7761 |
0.7612 |
0.0149 |
2.0% |
0.0039 |
0.5% |
11% |
False |
False |
179 |
40 |
0.7846 |
0.7612 |
0.0234 |
3.1% |
0.0034 |
0.5% |
7% |
False |
False |
117 |
60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0033 |
0.4% |
15% |
False |
False |
89 |
80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0031 |
0.4% |
21% |
False |
False |
70 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
29% |
False |
False |
59 |
120 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0029 |
0.4% |
25% |
False |
False |
53 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7722 |
2.618 |
0.7692 |
1.618 |
0.7674 |
1.000 |
0.7663 |
0.618 |
0.7656 |
HIGH |
0.7645 |
0.618 |
0.7638 |
0.500 |
0.7636 |
0.382 |
0.7634 |
LOW |
0.7627 |
0.618 |
0.7616 |
1.000 |
0.7609 |
1.618 |
0.7598 |
2.618 |
0.7580 |
4.250 |
0.7551 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7636 |
0.7654 |
PP |
0.7634 |
0.7646 |
S1 |
0.7631 |
0.7637 |
|