CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 29-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7541 |
0.7551 |
0.0011 |
0.1% |
0.7627 |
High |
0.7567 |
0.7560 |
-0.0007 |
-0.1% |
0.7627 |
Low |
0.7504 |
0.7529 |
0.0026 |
0.3% |
0.7528 |
Close |
0.7552 |
0.7550 |
-0.0002 |
0.0% |
0.7592 |
Range |
0.0064 |
0.0031 |
-0.0033 |
-51.2% |
0.0099 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.0% |
0.0000 |
Volume |
1,061 |
369 |
-692 |
-65.2% |
1,576 |
|
Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7639 |
0.7626 |
0.7567 |
|
R3 |
0.7608 |
0.7595 |
0.7559 |
|
R2 |
0.7577 |
0.7577 |
0.7556 |
|
R1 |
0.7564 |
0.7564 |
0.7553 |
0.7555 |
PP |
0.7546 |
0.7546 |
0.7546 |
0.7542 |
S1 |
0.7533 |
0.7533 |
0.7547 |
0.7524 |
S2 |
0.7515 |
0.7515 |
0.7544 |
|
S3 |
0.7484 |
0.7502 |
0.7541 |
|
S4 |
0.7453 |
0.7471 |
0.7533 |
|
|
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% |
0.0044 |
0.6% |
48% |
False |
False |
468 |
10 |
0.7633 |
0.7504 |
0.0130 |
1.7% |
0.0047 |
0.6% |
36% |
False |
False |
978 |
20 |
0.7682 |
0.7504 |
0.0178 |
2.4% |
0.0041 |
0.5% |
26% |
False |
False |
650 |
40 |
0.7797 |
0.7504 |
0.0294 |
3.9% |
0.0039 |
0.5% |
16% |
False |
False |
375 |
60 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0037 |
0.5% |
14% |
False |
False |
270 |
80 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0035 |
0.5% |
14% |
False |
False |
210 |
100 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0032 |
0.4% |
14% |
False |
False |
170 |
120 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0030 |
0.4% |
14% |
False |
False |
146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7641 |
1.618 |
0.7610 |
1.000 |
0.7591 |
0.618 |
0.7579 |
HIGH |
0.7560 |
0.618 |
0.7548 |
0.500 |
0.7545 |
0.382 |
0.7541 |
LOW |
0.7529 |
0.618 |
0.7510 |
1.000 |
0.7498 |
1.618 |
0.7479 |
2.618 |
0.7448 |
4.250 |
0.7397 |
|
|
Fisher Pivots for day following 29-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7548 |
0.7546 |
PP |
0.7546 |
0.7542 |
S1 |
0.7545 |
0.7538 |
|