CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7568 |
0.7609 |
0.0041 |
0.5% |
0.7602 |
| High |
0.7614 |
0.7633 |
0.0020 |
0.3% |
0.7633 |
| Low |
0.7568 |
0.7605 |
0.0038 |
0.5% |
0.7560 |
| Close |
0.7613 |
0.7615 |
0.0002 |
0.0% |
0.7615 |
| Range |
0.0046 |
0.0028 |
-0.0018 |
-39.1% |
0.0073 |
| ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
107 |
6,174 |
6,067 |
5,670.1% |
7,181 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7702 |
0.7686 |
0.7630 |
|
| R3 |
0.7674 |
0.7658 |
0.7622 |
|
| R2 |
0.7646 |
0.7646 |
0.7620 |
|
| R1 |
0.7630 |
0.7630 |
0.7617 |
0.7638 |
| PP |
0.7618 |
0.7618 |
0.7618 |
0.7621 |
| S1 |
0.7602 |
0.7602 |
0.7612 |
0.7610 |
| S2 |
0.7590 |
0.7590 |
0.7609 |
|
| S3 |
0.7562 |
0.7574 |
0.7607 |
|
| S4 |
0.7534 |
0.7546 |
0.7599 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7822 |
0.7791 |
0.7655 |
|
| R3 |
0.7749 |
0.7718 |
0.7635 |
|
| R2 |
0.7676 |
0.7676 |
0.7628 |
|
| R1 |
0.7645 |
0.7645 |
0.7621 |
0.7660 |
| PP |
0.7603 |
0.7603 |
0.7603 |
0.7610 |
| S1 |
0.7572 |
0.7572 |
0.7608 |
0.7587 |
| S2 |
0.7530 |
0.7530 |
0.7601 |
|
| S3 |
0.7457 |
0.7499 |
0.7594 |
|
| S4 |
0.7384 |
0.7426 |
0.7574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7633 |
0.7560 |
0.0073 |
1.0% |
0.0030 |
0.4% |
75% |
True |
False |
1,436 |
| 10 |
0.7671 |
0.7560 |
0.0111 |
1.5% |
0.0033 |
0.4% |
49% |
False |
False |
799 |
| 20 |
0.7725 |
0.7560 |
0.0165 |
2.2% |
0.0035 |
0.5% |
33% |
False |
False |
522 |
| 40 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0036 |
0.5% |
19% |
False |
False |
300 |
| 60 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0035 |
0.5% |
19% |
False |
False |
217 |
| 80 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0032 |
0.4% |
19% |
False |
False |
167 |
| 100 |
0.7846 |
0.7555 |
0.0291 |
3.8% |
0.0030 |
0.4% |
20% |
False |
False |
136 |
| 120 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0030 |
0.4% |
24% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7752 |
|
2.618 |
0.7706 |
|
1.618 |
0.7678 |
|
1.000 |
0.7661 |
|
0.618 |
0.7650 |
|
HIGH |
0.7633 |
|
0.618 |
0.7622 |
|
0.500 |
0.7619 |
|
0.382 |
0.7616 |
|
LOW |
0.7605 |
|
0.618 |
0.7588 |
|
1.000 |
0.7577 |
|
1.618 |
0.7560 |
|
2.618 |
0.7532 |
|
4.250 |
0.7486 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7619 |
0.7609 |
| PP |
0.7618 |
0.7604 |
| S1 |
0.7616 |
0.7599 |
|