CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7547 |
-0.0004 |
-0.1% |
0.7578 |
| High |
0.7560 |
0.7547 |
-0.0013 |
-0.2% |
0.7595 |
| Low |
0.7529 |
0.7518 |
-0.0011 |
-0.1% |
0.7504 |
| Close |
0.7550 |
0.7541 |
-0.0009 |
-0.1% |
0.7541 |
| Range |
0.0031 |
0.0029 |
-0.0002 |
-6.4% |
0.0092 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
369 |
3,250 |
2,881 |
780.8% |
5,177 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7622 |
0.7611 |
0.7557 |
|
| R3 |
0.7593 |
0.7582 |
0.7549 |
|
| R2 |
0.7564 |
0.7564 |
0.7546 |
|
| R1 |
0.7553 |
0.7553 |
0.7544 |
0.7544 |
| PP |
0.7535 |
0.7535 |
0.7535 |
0.7531 |
| S1 |
0.7524 |
0.7524 |
0.7538 |
0.7515 |
| S2 |
0.7506 |
0.7506 |
0.7536 |
|
| S3 |
0.7477 |
0.7495 |
0.7533 |
|
| S4 |
0.7448 |
0.7466 |
0.7525 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7821 |
0.7773 |
0.7591 |
|
| R3 |
0.7730 |
0.7681 |
0.7566 |
|
| R2 |
0.7638 |
0.7638 |
0.7558 |
|
| R1 |
0.7590 |
0.7590 |
0.7549 |
0.7568 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7536 |
| S1 |
0.7498 |
0.7498 |
0.7533 |
0.7477 |
| S2 |
0.7455 |
0.7455 |
0.7524 |
|
| S3 |
0.7364 |
0.7407 |
0.7516 |
|
| S4 |
0.7272 |
0.7315 |
0.7491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7595 |
0.7504 |
0.0092 |
1.2% |
0.0042 |
0.6% |
41% |
False |
False |
1,035 |
| 10 |
0.7633 |
0.7504 |
0.0130 |
1.7% |
0.0045 |
0.6% |
29% |
False |
False |
1,292 |
| 20 |
0.7682 |
0.7504 |
0.0178 |
2.4% |
0.0040 |
0.5% |
21% |
False |
False |
796 |
| 40 |
0.7772 |
0.7504 |
0.0269 |
3.6% |
0.0039 |
0.5% |
14% |
False |
False |
456 |
| 60 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0037 |
0.5% |
11% |
False |
False |
323 |
| 80 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0034 |
0.5% |
11% |
False |
False |
250 |
| 100 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0032 |
0.4% |
11% |
False |
False |
203 |
| 120 |
0.7846 |
0.7504 |
0.0343 |
4.5% |
0.0031 |
0.4% |
11% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7670 |
|
2.618 |
0.7623 |
|
1.618 |
0.7594 |
|
1.000 |
0.7576 |
|
0.618 |
0.7565 |
|
HIGH |
0.7547 |
|
0.618 |
0.7536 |
|
0.500 |
0.7533 |
|
0.382 |
0.7529 |
|
LOW |
0.7518 |
|
0.618 |
0.7500 |
|
1.000 |
0.7489 |
|
1.618 |
0.7471 |
|
2.618 |
0.7442 |
|
4.250 |
0.7395 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7539 |
| PP |
0.7535 |
0.7537 |
| S1 |
0.7533 |
0.7535 |
|