CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7581 |
0.7568 |
-0.0013 |
-0.2% |
0.7651 |
| High |
0.7587 |
0.7614 |
0.0026 |
0.3% |
0.7671 |
| Low |
0.7565 |
0.7568 |
0.0003 |
0.0% |
0.7575 |
| Close |
0.7580 |
0.7613 |
0.0033 |
0.4% |
0.7588 |
| Range |
0.0023 |
0.0046 |
0.0024 |
104.4% |
0.0095 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
1.8% |
0.0000 |
| Volume |
476 |
107 |
-369 |
-77.5% |
813 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7721 |
0.7638 |
|
| R3 |
0.7690 |
0.7675 |
0.7626 |
|
| R2 |
0.7644 |
0.7644 |
0.7621 |
|
| R1 |
0.7629 |
0.7629 |
0.7617 |
0.7636 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7602 |
| S1 |
0.7583 |
0.7583 |
0.7609 |
0.7590 |
| S2 |
0.7552 |
0.7552 |
0.7605 |
|
| S3 |
0.7506 |
0.7537 |
0.7600 |
|
| S4 |
0.7460 |
0.7491 |
0.7588 |
|
|
| 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 |
0.7618 |
0.7560 |
0.0058 |
0.8% |
0.0032 |
0.4% |
92% |
False |
False |
281 |
| 10 |
0.7682 |
0.7560 |
0.0122 |
1.6% |
0.0035 |
0.5% |
44% |
False |
False |
300 |
| 20 |
0.7725 |
0.7560 |
0.0165 |
2.2% |
0.0036 |
0.5% |
32% |
False |
False |
223 |
| 40 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0036 |
0.5% |
19% |
False |
False |
148 |
| 60 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0035 |
0.5% |
19% |
False |
False |
114 |
| 80 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0032 |
0.4% |
19% |
False |
False |
91 |
| 100 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0030 |
0.4% |
24% |
False |
False |
74 |
| 120 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0030 |
0.4% |
24% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7809 |
|
2.618 |
0.7734 |
|
1.618 |
0.7688 |
|
1.000 |
0.7660 |
|
0.618 |
0.7642 |
|
HIGH |
0.7614 |
|
0.618 |
0.7596 |
|
0.500 |
0.7591 |
|
0.382 |
0.7585 |
|
LOW |
0.7568 |
|
0.618 |
0.7539 |
|
1.000 |
0.7522 |
|
1.618 |
0.7493 |
|
2.618 |
0.7447 |
|
4.250 |
0.7372 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7604 |
| PP |
0.7598 |
0.7596 |
| S1 |
0.7591 |
0.7587 |
|