CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7532 |
0.7578 |
0.0046 |
0.6% |
0.7627 |
High |
0.7576 |
0.7601 |
0.0026 |
0.3% |
0.7627 |
Low |
0.7528 |
0.7561 |
0.0033 |
0.4% |
0.7528 |
Close |
0.7564 |
0.7592 |
0.0029 |
0.4% |
0.7592 |
Range |
0.0048 |
0.0040 |
-0.0008 |
-15.8% |
0.0099 |
ATR |
0.0041 |
0.0041 |
0.0000 |
-0.2% |
0.0000 |
Volume |
257 |
413 |
156 |
60.7% |
1,576 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7705 |
0.7688 |
0.7614 |
|
R3 |
0.7665 |
0.7648 |
0.7603 |
|
R2 |
0.7625 |
0.7625 |
0.7599 |
|
R1 |
0.7608 |
0.7608 |
0.7596 |
0.7617 |
PP |
0.7585 |
0.7585 |
0.7585 |
0.7589 |
S1 |
0.7568 |
0.7568 |
0.7588 |
0.7577 |
S2 |
0.7545 |
0.7545 |
0.7585 |
|
S3 |
0.7505 |
0.7528 |
0.7581 |
|
S4 |
0.7465 |
0.7488 |
0.7570 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7879 |
0.7835 |
0.7646 |
|
R3 |
0.7780 |
0.7736 |
0.7619 |
|
R2 |
0.7681 |
0.7681 |
0.7610 |
|
R1 |
0.7637 |
0.7637 |
0.7601 |
0.7610 |
PP |
0.7582 |
0.7582 |
0.7582 |
0.7569 |
S1 |
0.7538 |
0.7538 |
0.7583 |
0.7511 |
S2 |
0.7483 |
0.7483 |
0.7574 |
|
S3 |
0.7384 |
0.7439 |
0.7565 |
|
S4 |
0.7285 |
0.7340 |
0.7538 |
|
|
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% |
0.0048 |
0.6% |
61% |
False |
False |
1,550 |
10 |
0.7633 |
0.7528 |
0.0105 |
1.4% |
0.0040 |
0.5% |
61% |
False |
False |
915 |
20 |
0.7682 |
0.7528 |
0.0154 |
2.0% |
0.0038 |
0.5% |
42% |
False |
False |
578 |
40 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0039 |
0.5% |
20% |
False |
False |
332 |
60 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0037 |
0.5% |
20% |
False |
False |
241 |
80 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0033 |
0.4% |
20% |
False |
False |
187 |
100 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0031 |
0.4% |
20% |
False |
False |
151 |
120 |
0.7846 |
0.7528 |
0.0318 |
4.2% |
0.0030 |
0.4% |
20% |
False |
False |
130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7771 |
2.618 |
0.7706 |
1.618 |
0.7666 |
1.000 |
0.7641 |
0.618 |
0.7626 |
HIGH |
0.7601 |
0.618 |
0.7586 |
0.500 |
0.7581 |
0.382 |
0.7576 |
LOW |
0.7561 |
0.618 |
0.7536 |
1.000 |
0.7521 |
1.618 |
0.7496 |
2.618 |
0.7456 |
4.250 |
0.7391 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7588 |
0.7586 |
PP |
0.7585 |
0.7579 |
S1 |
0.7581 |
0.7573 |
|