CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7645 |
0.7641 |
-0.0005 |
-0.1% |
0.7658 |
| High |
0.7645 |
0.7671 |
0.0026 |
0.3% |
0.7682 |
| Low |
0.7627 |
0.7620 |
-0.0007 |
-0.1% |
0.7612 |
| Close |
0.7629 |
0.7653 |
0.0025 |
0.3% |
0.7644 |
| Range |
0.0018 |
0.0051 |
0.0033 |
180.6% |
0.0069 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
2.4% |
0.0000 |
| Volume |
87 |
95 |
8 |
9.2% |
1,907 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7799 |
0.7777 |
0.7681 |
|
| R3 |
0.7749 |
0.7726 |
0.7667 |
|
| R2 |
0.7698 |
0.7698 |
0.7662 |
|
| R1 |
0.7676 |
0.7676 |
0.7658 |
0.7687 |
| PP |
0.7648 |
0.7648 |
0.7648 |
0.7654 |
| S1 |
0.7625 |
0.7625 |
0.7648 |
0.7637 |
| S2 |
0.7597 |
0.7597 |
0.7644 |
|
| S3 |
0.7547 |
0.7575 |
0.7639 |
|
| S4 |
0.7496 |
0.7524 |
0.7625 |
|
|
| 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 |
0.7618 |
0.0063 |
0.8% |
0.0036 |
0.5% |
55% |
False |
False |
350 |
| 10 |
0.7699 |
0.7612 |
0.0086 |
1.1% |
0.0035 |
0.5% |
47% |
False |
False |
240 |
| 20 |
0.7761 |
0.7612 |
0.0149 |
1.9% |
0.0037 |
0.5% |
28% |
False |
False |
179 |
| 40 |
0.7846 |
0.7612 |
0.0234 |
3.1% |
0.0034 |
0.4% |
18% |
False |
False |
116 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0034 |
0.4% |
25% |
False |
False |
90 |
| 80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0032 |
0.4% |
30% |
False |
False |
71 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0028 |
0.4% |
37% |
False |
False |
59 |
| 120 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0029 |
0.4% |
32% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7885 |
|
2.618 |
0.7803 |
|
1.618 |
0.7752 |
|
1.000 |
0.7721 |
|
0.618 |
0.7702 |
|
HIGH |
0.7671 |
|
0.618 |
0.7651 |
|
0.500 |
0.7645 |
|
0.382 |
0.7639 |
|
LOW |
0.7620 |
|
0.618 |
0.7589 |
|
1.000 |
0.7570 |
|
1.618 |
0.7538 |
|
2.618 |
0.7488 |
|
4.250 |
0.7405 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7650 |
0.7650 |
| PP |
0.7648 |
0.7648 |
| S1 |
0.7645 |
0.7645 |
|