CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 01-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2018 |
01-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7644 |
0.7666 |
0.0021 |
0.3% |
0.7667 |
| High |
0.7647 |
0.7675 |
0.0028 |
0.4% |
0.7726 |
| Low |
0.7622 |
0.7666 |
0.0043 |
0.6% |
0.7643 |
| Close |
0.7622 |
0.7669 |
0.0047 |
0.6% |
0.7669 |
| Range |
0.0025 |
0.0010 |
-0.0016 |
-62.0% |
0.0083 |
| ATR |
0.0030 |
0.0031 |
0.0002 |
5.6% |
0.0000 |
| Volume |
4 |
16 |
12 |
300.0% |
213 |
|
| Daily Pivots for day following 01-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7698 |
0.7693 |
0.7674 |
|
| R3 |
0.7689 |
0.7684 |
0.7672 |
|
| R2 |
0.7679 |
0.7679 |
0.7671 |
|
| R1 |
0.7674 |
0.7674 |
0.7670 |
0.7677 |
| PP |
0.7670 |
0.7670 |
0.7670 |
0.7671 |
| S1 |
0.7665 |
0.7665 |
0.7668 |
0.7667 |
| S2 |
0.7660 |
0.7660 |
0.7667 |
|
| S3 |
0.7651 |
0.7655 |
0.7666 |
|
| S4 |
0.7641 |
0.7646 |
0.7664 |
|
|
| Weekly Pivots for week ending 26-Oct-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7927 |
0.7880 |
0.7714 |
|
| R3 |
0.7844 |
0.7798 |
0.7692 |
|
| R2 |
0.7762 |
0.7762 |
0.7684 |
|
| R1 |
0.7715 |
0.7715 |
0.7677 |
0.7739 |
| PP |
0.7679 |
0.7679 |
0.7679 |
0.7691 |
| S1 |
0.7633 |
0.7633 |
0.7661 |
0.7656 |
| S2 |
0.7597 |
0.7597 |
0.7654 |
|
| S3 |
0.7514 |
0.7550 |
0.7646 |
|
| S4 |
0.7432 |
0.7468 |
0.7624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7675 |
0.7622 |
0.0053 |
0.7% |
0.0019 |
0.2% |
89% |
True |
False |
21 |
| 10 |
0.7726 |
0.7622 |
0.0103 |
1.3% |
0.0017 |
0.2% |
45% |
False |
False |
26 |
| 20 |
0.7772 |
0.7622 |
0.0150 |
2.0% |
0.0018 |
0.2% |
31% |
False |
False |
15 |
| 40 |
0.7857 |
0.7622 |
0.0235 |
3.1% |
0.0016 |
0.2% |
20% |
False |
False |
11 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0015 |
0.2% |
25% |
False |
False |
11 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0014 |
0.2% |
34% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7715 |
|
2.618 |
0.7700 |
|
1.618 |
0.7690 |
|
1.000 |
0.7685 |
|
0.618 |
0.7681 |
|
HIGH |
0.7675 |
|
0.618 |
0.7671 |
|
0.500 |
0.7670 |
|
0.382 |
0.7669 |
|
LOW |
0.7666 |
|
0.618 |
0.7660 |
|
1.000 |
0.7656 |
|
1.618 |
0.7650 |
|
2.618 |
0.7641 |
|
4.250 |
0.7625 |
|
|
| Fisher Pivots for day following 01-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7670 |
0.7662 |
| PP |
0.7670 |
0.7655 |
| S1 |
0.7669 |
0.7649 |
|