CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7610 |
0.7532 |
-0.0077 |
-1.0% |
0.7602 |
| High |
0.7618 |
0.7576 |
-0.0042 |
-0.6% |
0.7633 |
| Low |
0.7528 |
0.7528 |
0.0000 |
0.0% |
0.7560 |
| Close |
0.7528 |
0.7564 |
0.0036 |
0.5% |
0.7615 |
| Range |
0.0090 |
0.0048 |
-0.0042 |
-46.9% |
0.0073 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
1.3% |
0.0000 |
| Volume |
466 |
257 |
-209 |
-44.8% |
7,181 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7678 |
0.7590 |
|
| R3 |
0.7651 |
0.7631 |
0.7577 |
|
| R2 |
0.7603 |
0.7603 |
0.7572 |
|
| R1 |
0.7583 |
0.7583 |
0.7568 |
0.7593 |
| PP |
0.7556 |
0.7556 |
0.7556 |
0.7561 |
| S1 |
0.7536 |
0.7536 |
0.7559 |
0.7546 |
| S2 |
0.7508 |
0.7508 |
0.7555 |
|
| S3 |
0.7461 |
0.7488 |
0.7550 |
|
| S4 |
0.7413 |
0.7441 |
0.7537 |
|
|
| 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 |
0.7528 |
0.0105 |
1.4% |
0.0049 |
0.6% |
34% |
False |
True |
1,488 |
| 10 |
0.7657 |
0.7528 |
0.0129 |
1.7% |
0.0041 |
0.5% |
28% |
False |
True |
890 |
| 20 |
0.7699 |
0.7528 |
0.0171 |
2.3% |
0.0038 |
0.5% |
21% |
False |
True |
565 |
| 40 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0039 |
0.5% |
11% |
False |
True |
324 |
| 60 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0036 |
0.5% |
11% |
False |
True |
235 |
| 80 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0033 |
0.4% |
11% |
False |
True |
182 |
| 100 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0031 |
0.4% |
11% |
False |
True |
147 |
| 120 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0030 |
0.4% |
11% |
False |
True |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7777 |
|
2.618 |
0.7700 |
|
1.618 |
0.7652 |
|
1.000 |
0.7623 |
|
0.618 |
0.7605 |
|
HIGH |
0.7576 |
|
0.618 |
0.7557 |
|
0.500 |
0.7552 |
|
0.382 |
0.7546 |
|
LOW |
0.7528 |
|
0.618 |
0.7499 |
|
1.000 |
0.7481 |
|
1.618 |
0.7451 |
|
2.618 |
0.7404 |
|
4.250 |
0.7326 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7560 |
0.7578 |
| PP |
0.7556 |
0.7573 |
| S1 |
0.7552 |
0.7568 |
|