CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7609 |
0.7627 |
0.0019 |
0.2% |
0.7602 |
| High |
0.7633 |
0.7627 |
-0.0006 |
-0.1% |
0.7633 |
| Low |
0.7605 |
0.7594 |
-0.0012 |
-0.2% |
0.7560 |
| Close |
0.7615 |
0.7605 |
-0.0010 |
-0.1% |
0.7615 |
| Range |
0.0028 |
0.0034 |
0.0006 |
19.6% |
0.0073 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
6,174 |
440 |
-5,734 |
-92.9% |
7,181 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7709 |
0.7691 |
0.7623 |
|
| R3 |
0.7676 |
0.7657 |
0.7614 |
|
| R2 |
0.7642 |
0.7642 |
0.7611 |
|
| R1 |
0.7624 |
0.7624 |
0.7608 |
0.7616 |
| PP |
0.7609 |
0.7609 |
0.7609 |
0.7605 |
| S1 |
0.7590 |
0.7590 |
0.7602 |
0.7583 |
| S2 |
0.7575 |
0.7575 |
0.7599 |
|
| S3 |
0.7542 |
0.7557 |
0.7596 |
|
| S4 |
0.7508 |
0.7523 |
0.7587 |
|
|
| 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% |
62% |
False |
False |
1,510 |
| 10 |
0.7671 |
0.7560 |
0.0111 |
1.5% |
0.0034 |
0.5% |
41% |
False |
False |
836 |
| 20 |
0.7725 |
0.7560 |
0.0165 |
2.2% |
0.0036 |
0.5% |
27% |
False |
False |
542 |
| 40 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0036 |
0.5% |
16% |
False |
False |
309 |
| 60 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0035 |
0.5% |
16% |
False |
False |
224 |
| 80 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0032 |
0.4% |
16% |
False |
False |
173 |
| 100 |
0.7846 |
0.7560 |
0.0286 |
3.8% |
0.0030 |
0.4% |
16% |
False |
False |
140 |
| 120 |
0.7846 |
0.7540 |
0.0306 |
4.0% |
0.0029 |
0.4% |
21% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7769 |
|
2.618 |
0.7715 |
|
1.618 |
0.7681 |
|
1.000 |
0.7661 |
|
0.618 |
0.7648 |
|
HIGH |
0.7627 |
|
0.618 |
0.7614 |
|
0.500 |
0.7610 |
|
0.382 |
0.7606 |
|
LOW |
0.7594 |
|
0.618 |
0.7573 |
|
1.000 |
0.7560 |
|
1.618 |
0.7539 |
|
2.618 |
0.7506 |
|
4.250 |
0.7451 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7610 |
0.7603 |
| PP |
0.7609 |
0.7602 |
| S1 |
0.7607 |
0.7600 |
|