CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 28-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7564 |
0.7541 |
-0.0023 |
-0.3% |
0.7627 |
High |
0.7572 |
0.7567 |
-0.0005 |
-0.1% |
0.7627 |
Low |
0.7520 |
0.7504 |
-0.0017 |
-0.2% |
0.7528 |
Close |
0.7537 |
0.7552 |
0.0015 |
0.2% |
0.7592 |
Range |
0.0052 |
0.0064 |
0.0012 |
23.3% |
0.0099 |
ATR |
0.0041 |
0.0043 |
0.0002 |
3.9% |
0.0000 |
Volume |
283 |
1,061 |
778 |
274.9% |
1,576 |
|
Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7731 |
0.7705 |
0.7587 |
|
R3 |
0.7668 |
0.7642 |
0.7569 |
|
R2 |
0.7604 |
0.7604 |
0.7564 |
|
R1 |
0.7578 |
0.7578 |
0.7558 |
0.7591 |
PP |
0.7541 |
0.7541 |
0.7541 |
0.7547 |
S1 |
0.7515 |
0.7515 |
0.7546 |
0.7528 |
S2 |
0.7477 |
0.7477 |
0.7540 |
|
S3 |
0.7414 |
0.7451 |
0.7535 |
|
S4 |
0.7350 |
0.7388 |
0.7517 |
|
|
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 |
0.7601 |
0.7504 |
0.0098 |
1.3% |
0.0048 |
0.6% |
50% |
False |
True |
445 |
10 |
0.7633 |
0.7504 |
0.0130 |
1.7% |
0.0046 |
0.6% |
37% |
False |
True |
989 |
20 |
0.7682 |
0.7504 |
0.0178 |
2.4% |
0.0041 |
0.5% |
27% |
False |
True |
634 |
40 |
0.7820 |
0.7504 |
0.0317 |
4.2% |
0.0039 |
0.5% |
15% |
False |
True |
366 |
60 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0037 |
0.5% |
14% |
False |
True |
265 |
80 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0035 |
0.5% |
14% |
False |
True |
205 |
100 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0032 |
0.4% |
14% |
False |
True |
166 |
120 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0030 |
0.4% |
14% |
False |
True |
143 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7837 |
2.618 |
0.7733 |
1.618 |
0.7670 |
1.000 |
0.7631 |
0.618 |
0.7606 |
HIGH |
0.7567 |
0.618 |
0.7543 |
0.500 |
0.7535 |
0.382 |
0.7528 |
LOW |
0.7504 |
0.618 |
0.7464 |
1.000 |
0.7440 |
1.618 |
0.7401 |
2.618 |
0.7337 |
4.250 |
0.7234 |
|
|
Fisher Pivots for day following 28-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7546 |
0.7551 |
PP |
0.7541 |
0.7550 |
S1 |
0.7535 |
0.7549 |
|