CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7641 |
0.7640 |
0.0000 |
0.0% |
0.7658 |
| High |
0.7671 |
0.7657 |
-0.0014 |
-0.2% |
0.7682 |
| Low |
0.7620 |
0.7605 |
-0.0015 |
-0.2% |
0.7612 |
| Close |
0.7653 |
0.7606 |
-0.0048 |
-0.6% |
0.7644 |
| Range |
0.0051 |
0.0052 |
0.0002 |
3.0% |
0.0069 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.4% |
0.0000 |
| Volume |
95 |
162 |
67 |
70.5% |
1,907 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7779 |
0.7744 |
0.7634 |
|
| R3 |
0.7727 |
0.7692 |
0.7620 |
|
| R2 |
0.7675 |
0.7675 |
0.7615 |
|
| R1 |
0.7640 |
0.7640 |
0.7610 |
0.7631 |
| PP |
0.7623 |
0.7623 |
0.7623 |
0.7618 |
| S1 |
0.7588 |
0.7588 |
0.7601 |
0.7579 |
| S2 |
0.7571 |
0.7571 |
0.7596 |
|
| S3 |
0.7519 |
0.7536 |
0.7591 |
|
| S4 |
0.7467 |
0.7484 |
0.7577 |
|
|
| 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 |
0.7605 |
0.0077 |
1.0% |
0.0037 |
0.5% |
1% |
False |
True |
319 |
| 10 |
0.7682 |
0.7605 |
0.0077 |
1.0% |
0.0037 |
0.5% |
1% |
False |
True |
240 |
| 20 |
0.7761 |
0.7605 |
0.0156 |
2.1% |
0.0038 |
0.5% |
0% |
False |
True |
184 |
| 40 |
0.7846 |
0.7605 |
0.0241 |
3.2% |
0.0035 |
0.5% |
0% |
False |
True |
119 |
| 60 |
0.7846 |
0.7590 |
0.0256 |
3.4% |
0.0034 |
0.5% |
6% |
False |
False |
93 |
| 80 |
0.7846 |
0.7570 |
0.0276 |
3.6% |
0.0032 |
0.4% |
13% |
False |
False |
73 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
22% |
False |
False |
61 |
| 120 |
0.7891 |
0.7540 |
0.0351 |
4.6% |
0.0029 |
0.4% |
19% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7878 |
|
2.618 |
0.7793 |
|
1.618 |
0.7741 |
|
1.000 |
0.7709 |
|
0.618 |
0.7689 |
|
HIGH |
0.7657 |
|
0.618 |
0.7637 |
|
0.500 |
0.7631 |
|
0.382 |
0.7625 |
|
LOW |
0.7605 |
|
0.618 |
0.7573 |
|
1.000 |
0.7553 |
|
1.618 |
0.7521 |
|
2.618 |
0.7469 |
|
4.250 |
0.7384 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7631 |
0.7638 |
| PP |
0.7623 |
0.7627 |
| S1 |
0.7614 |
0.7616 |
|