CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 09-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7640 |
0.7600 |
-0.0040 |
-0.5% |
0.7651 |
High |
0.7657 |
0.7618 |
-0.0040 |
-0.5% |
0.7671 |
Low |
0.7605 |
0.7575 |
-0.0030 |
-0.4% |
0.7575 |
Close |
0.7606 |
0.7588 |
-0.0018 |
-0.2% |
0.7588 |
Range |
0.0052 |
0.0042 |
-0.0010 |
-18.3% |
0.0095 |
ATR |
0.0040 |
0.0040 |
0.0000 |
0.5% |
0.0000 |
Volume |
162 |
402 |
240 |
148.1% |
813 |
|
Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7721 |
0.7697 |
0.7611 |
|
R3 |
0.7678 |
0.7654 |
0.7600 |
|
R2 |
0.7636 |
0.7636 |
0.7596 |
|
R1 |
0.7612 |
0.7612 |
0.7592 |
0.7603 |
PP |
0.7594 |
0.7594 |
0.7594 |
0.7589 |
S1 |
0.7570 |
0.7570 |
0.7584 |
0.7560 |
S2 |
0.7551 |
0.7551 |
0.7580 |
|
S3 |
0.7509 |
0.7527 |
0.7576 |
|
S4 |
0.7466 |
0.7485 |
0.7565 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7898 |
0.7838 |
0.7641 |
|
R3 |
0.7802 |
0.7743 |
0.7614 |
|
R2 |
0.7707 |
0.7707 |
0.7606 |
|
R1 |
0.7647 |
0.7647 |
0.7597 |
0.7629 |
PP |
0.7611 |
0.7611 |
0.7611 |
0.7602 |
S1 |
0.7552 |
0.7552 |
0.7579 |
0.7534 |
S2 |
0.7516 |
0.7516 |
0.7570 |
|
S3 |
0.7420 |
0.7456 |
0.7562 |
|
S4 |
0.7325 |
0.7361 |
0.7535 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7671 |
0.7575 |
0.0095 |
1.3% |
0.0037 |
0.5% |
14% |
False |
True |
162 |
10 |
0.7682 |
0.7575 |
0.0106 |
1.4% |
0.0036 |
0.5% |
12% |
False |
True |
272 |
20 |
0.7761 |
0.7575 |
0.0186 |
2.5% |
0.0039 |
0.5% |
7% |
False |
True |
198 |
40 |
0.7846 |
0.7575 |
0.0271 |
3.6% |
0.0036 |
0.5% |
5% |
False |
True |
127 |
60 |
0.7846 |
0.7575 |
0.0271 |
3.6% |
0.0035 |
0.5% |
5% |
False |
True |
98 |
80 |
0.7846 |
0.7572 |
0.0274 |
3.6% |
0.0032 |
0.4% |
6% |
False |
False |
78 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
16% |
False |
False |
65 |
120 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
16% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7798 |
2.618 |
0.7729 |
1.618 |
0.7686 |
1.000 |
0.7660 |
0.618 |
0.7644 |
HIGH |
0.7618 |
0.618 |
0.7601 |
0.500 |
0.7596 |
0.382 |
0.7591 |
LOW |
0.7575 |
0.618 |
0.7549 |
1.000 |
0.7533 |
1.618 |
0.7506 |
2.618 |
0.7464 |
4.250 |
0.7394 |
|
|
Fisher Pivots for day following 09-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7596 |
0.7623 |
PP |
0.7594 |
0.7611 |
S1 |
0.7591 |
0.7600 |
|