CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 05-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2018 |
05-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7660 |
0.7664 |
0.0004 |
0.1% |
0.7671 |
High |
0.7660 |
0.7670 |
0.0010 |
0.1% |
0.7675 |
Low |
0.7654 |
0.7657 |
0.0004 |
0.0% |
0.7622 |
Close |
0.7654 |
0.7657 |
0.0004 |
0.0% |
0.7654 |
Range |
0.0007 |
0.0013 |
0.0007 |
100.0% |
0.0053 |
ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
7 |
4 |
-3 |
-42.9% |
50 |
|
Daily Pivots for day following 05-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7700 |
0.7692 |
0.7664 |
|
R3 |
0.7687 |
0.7679 |
0.7661 |
|
R2 |
0.7674 |
0.7674 |
0.7659 |
|
R1 |
0.7666 |
0.7666 |
0.7658 |
0.7664 |
PP |
0.7661 |
0.7661 |
0.7661 |
0.7660 |
S1 |
0.7653 |
0.7653 |
0.7656 |
0.7651 |
S2 |
0.7648 |
0.7648 |
0.7655 |
|
S3 |
0.7635 |
0.7640 |
0.7653 |
|
S4 |
0.7622 |
0.7627 |
0.7650 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7809 |
0.7784 |
0.7683 |
|
R3 |
0.7756 |
0.7731 |
0.7668 |
|
R2 |
0.7703 |
0.7703 |
0.7663 |
|
R1 |
0.7678 |
0.7678 |
0.7658 |
0.7664 |
PP |
0.7650 |
0.7650 |
0.7650 |
0.7643 |
S1 |
0.7625 |
0.7625 |
0.7649 |
0.7611 |
S2 |
0.7597 |
0.7597 |
0.7644 |
|
S3 |
0.7544 |
0.7572 |
0.7639 |
|
S4 |
0.7491 |
0.7519 |
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% |
0.0013 |
0.2% |
66% |
False |
False |
8 |
10 |
0.7726 |
0.7622 |
0.0103 |
1.4% |
0.0017 |
0.2% |
34% |
False |
False |
24 |
20 |
0.7765 |
0.7622 |
0.0143 |
1.9% |
0.0018 |
0.2% |
24% |
False |
False |
15 |
40 |
0.7857 |
0.7622 |
0.0235 |
3.1% |
0.0016 |
0.2% |
15% |
False |
False |
11 |
60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
20% |
False |
False |
11 |
80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0014 |
0.2% |
30% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7725 |
2.618 |
0.7704 |
1.618 |
0.7691 |
1.000 |
0.7683 |
0.618 |
0.7678 |
HIGH |
0.7670 |
0.618 |
0.7665 |
0.500 |
0.7664 |
0.382 |
0.7662 |
LOW |
0.7657 |
0.618 |
0.7649 |
1.000 |
0.7644 |
1.618 |
0.7636 |
2.618 |
0.7623 |
4.250 |
0.7602 |
|
|
Fisher Pivots for day following 05-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7664 |
0.7664 |
PP |
0.7661 |
0.7662 |
S1 |
0.7659 |
0.7659 |
|