CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 07-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7648 |
0.7666 |
0.0018 |
0.2% |
0.7671 |
| High |
0.7648 |
0.7674 |
0.0026 |
0.3% |
0.7675 |
| Low |
0.7637 |
0.7658 |
0.0021 |
0.3% |
0.7622 |
| Close |
0.7639 |
0.7663 |
0.0025 |
0.3% |
0.7654 |
| Range |
0.0011 |
0.0016 |
0.0005 |
45.4% |
0.0053 |
| ATR |
0.0029 |
0.0029 |
0.0000 |
1.6% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7713 |
0.7704 |
0.7672 |
|
| R3 |
0.7697 |
0.7688 |
0.7667 |
|
| R2 |
0.7681 |
0.7681 |
0.7666 |
|
| R1 |
0.7672 |
0.7672 |
0.7664 |
0.7668 |
| PP |
0.7665 |
0.7665 |
0.7665 |
0.7663 |
| S1 |
0.7656 |
0.7656 |
0.7662 |
0.7652 |
| S2 |
0.7649 |
0.7649 |
0.7660 |
|
| S3 |
0.7633 |
0.7640 |
0.7659 |
|
| S4 |
0.7617 |
0.7624 |
0.7654 |
|
|
| 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 |
0.7637 |
0.0038 |
0.5% |
0.0011 |
0.1% |
69% |
False |
False |
7 |
| 10 |
0.7697 |
0.7622 |
0.0075 |
1.0% |
0.0017 |
0.2% |
55% |
False |
False |
13 |
| 20 |
0.7765 |
0.7622 |
0.0143 |
1.9% |
0.0016 |
0.2% |
29% |
False |
False |
15 |
| 40 |
0.7857 |
0.7622 |
0.0235 |
3.1% |
0.0014 |
0.2% |
17% |
False |
False |
11 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
23% |
False |
False |
11 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
32% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7741 |
|
2.618 |
0.7715 |
|
1.618 |
0.7699 |
|
1.000 |
0.7689 |
|
0.618 |
0.7683 |
|
HIGH |
0.7674 |
|
0.618 |
0.7667 |
|
0.500 |
0.7666 |
|
0.382 |
0.7664 |
|
LOW |
0.7658 |
|
0.618 |
0.7648 |
|
1.000 |
0.7642 |
|
1.618 |
0.7632 |
|
2.618 |
0.7616 |
|
4.250 |
0.7590 |
|
|
| Fisher Pivots for day following 07-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7666 |
0.7660 |
| PP |
0.7665 |
0.7658 |
| S1 |
0.7664 |
0.7655 |
|