CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 13-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7602 |
0.7573 |
-0.0029 |
-0.4% |
0.7651 |
High |
0.7602 |
0.7582 |
-0.0020 |
-0.3% |
0.7671 |
Low |
0.7573 |
0.7560 |
-0.0013 |
-0.2% |
0.7575 |
Close |
0.7577 |
0.7564 |
-0.0014 |
-0.2% |
0.7588 |
Range |
0.0029 |
0.0022 |
-0.0007 |
-24.1% |
0.0095 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-3.1% |
0.0000 |
Volume |
71 |
353 |
282 |
397.2% |
813 |
|
Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7635 |
0.7621 |
0.7576 |
|
R3 |
0.7613 |
0.7599 |
0.7570 |
|
R2 |
0.7591 |
0.7591 |
0.7568 |
|
R1 |
0.7577 |
0.7577 |
0.7566 |
0.7573 |
PP |
0.7569 |
0.7569 |
0.7569 |
0.7566 |
S1 |
0.7555 |
0.7555 |
0.7561 |
0.7551 |
S2 |
0.7547 |
0.7547 |
0.7559 |
|
S3 |
0.7525 |
0.7533 |
0.7557 |
|
S4 |
0.7503 |
0.7511 |
0.7551 |
|
|
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 |
0.7560 |
0.0111 |
1.5% |
0.0039 |
0.5% |
3% |
False |
True |
216 |
10 |
0.7682 |
0.7560 |
0.0122 |
1.6% |
0.0036 |
0.5% |
3% |
False |
True |
280 |
20 |
0.7754 |
0.7560 |
0.0194 |
2.6% |
0.0037 |
0.5% |
2% |
False |
True |
203 |
40 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0036 |
0.5% |
1% |
False |
True |
137 |
60 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0034 |
0.5% |
1% |
False |
True |
105 |
80 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0031 |
0.4% |
1% |
False |
True |
83 |
100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
8% |
False |
False |
69 |
120 |
0.7846 |
0.7540 |
0.0306 |
4.1% |
0.0029 |
0.4% |
8% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7676 |
2.618 |
0.7640 |
1.618 |
0.7618 |
1.000 |
0.7604 |
0.618 |
0.7596 |
HIGH |
0.7582 |
0.618 |
0.7574 |
0.500 |
0.7571 |
0.382 |
0.7568 |
LOW |
0.7560 |
0.618 |
0.7546 |
1.000 |
0.7538 |
1.618 |
0.7524 |
2.618 |
0.7502 |
4.250 |
0.7467 |
|
|
Fisher Pivots for day following 13-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7571 |
0.7589 |
PP |
0.7569 |
0.7580 |
S1 |
0.7566 |
0.7572 |
|