CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7600 |
0.7602 |
0.0002 |
0.0% |
0.7651 |
High |
0.7618 |
0.7602 |
-0.0016 |
-0.2% |
0.7671 |
Low |
0.7575 |
0.7573 |
-0.0002 |
0.0% |
0.7575 |
Close |
0.7588 |
0.7577 |
-0.0011 |
-0.1% |
0.7588 |
Range |
0.0042 |
0.0029 |
-0.0013 |
-31.8% |
0.0095 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
402 |
71 |
-331 |
-82.3% |
813 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7671 |
0.7653 |
0.7593 |
|
R3 |
0.7642 |
0.7624 |
0.7585 |
|
R2 |
0.7613 |
0.7613 |
0.7582 |
|
R1 |
0.7595 |
0.7595 |
0.7580 |
0.7590 |
PP |
0.7584 |
0.7584 |
0.7584 |
0.7581 |
S1 |
0.7566 |
0.7566 |
0.7574 |
0.7561 |
S2 |
0.7555 |
0.7555 |
0.7572 |
|
S3 |
0.7526 |
0.7537 |
0.7569 |
|
S4 |
0.7497 |
0.7508 |
0.7561 |
|
|
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 |
0.7573 |
0.0098 |
1.3% |
0.0038 |
0.5% |
4% |
False |
True |
163 |
10 |
0.7682 |
0.7573 |
0.0109 |
1.4% |
0.0036 |
0.5% |
4% |
False |
True |
261 |
20 |
0.7761 |
0.7573 |
0.0188 |
2.5% |
0.0038 |
0.5% |
2% |
False |
True |
198 |
40 |
0.7846 |
0.7573 |
0.0273 |
3.6% |
0.0036 |
0.5% |
1% |
False |
True |
129 |
60 |
0.7846 |
0.7573 |
0.0273 |
3.6% |
0.0034 |
0.4% |
1% |
False |
True |
99 |
80 |
0.7846 |
0.7573 |
0.0273 |
3.6% |
0.0031 |
0.4% |
1% |
False |
True |
79 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
12% |
False |
False |
65 |
120 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
12% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7725 |
2.618 |
0.7678 |
1.618 |
0.7649 |
1.000 |
0.7631 |
0.618 |
0.7620 |
HIGH |
0.7602 |
0.618 |
0.7591 |
0.500 |
0.7588 |
0.382 |
0.7584 |
LOW |
0.7573 |
0.618 |
0.7555 |
1.000 |
0.7544 |
1.618 |
0.7526 |
2.618 |
0.7497 |
4.250 |
0.7450 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7588 |
0.7615 |
PP |
0.7584 |
0.7602 |
S1 |
0.7581 |
0.7590 |
|