CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 08-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7666 |
0.7662 |
-0.0004 |
-0.1% |
0.7671 |
| High |
0.7674 |
0.7662 |
-0.0011 |
-0.1% |
0.7675 |
| Low |
0.7658 |
0.7616 |
-0.0042 |
-0.5% |
0.7622 |
| Close |
0.7663 |
0.7616 |
-0.0048 |
-0.6% |
0.7654 |
| Range |
0.0016 |
0.0047 |
0.0031 |
190.6% |
0.0053 |
| ATR |
0.0029 |
0.0030 |
0.0001 |
4.5% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
50 |
|
| Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7771 |
0.7740 |
0.7641 |
|
| R3 |
0.7724 |
0.7693 |
0.7628 |
|
| R2 |
0.7678 |
0.7678 |
0.7624 |
|
| R1 |
0.7647 |
0.7647 |
0.7620 |
0.7639 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7627 |
| S1 |
0.7600 |
0.7600 |
0.7611 |
0.7592 |
| S2 |
0.7584 |
0.7584 |
0.7607 |
|
| S3 |
0.7538 |
0.7553 |
0.7603 |
|
| S4 |
0.7491 |
0.7507 |
0.7590 |
|
|
| 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 |
0.7674 |
0.7616 |
0.0058 |
0.8% |
0.0019 |
0.2% |
0% |
False |
True |
5 |
| 10 |
0.7675 |
0.7616 |
0.0060 |
0.8% |
0.0019 |
0.2% |
0% |
False |
True |
13 |
| 20 |
0.7765 |
0.7616 |
0.0150 |
2.0% |
0.0017 |
0.2% |
0% |
False |
True |
15 |
| 40 |
0.7857 |
0.7616 |
0.0242 |
3.2% |
0.0015 |
0.2% |
0% |
False |
True |
11 |
| 60 |
0.7857 |
0.7606 |
0.0251 |
3.3% |
0.0016 |
0.2% |
4% |
False |
False |
11 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
15% |
False |
False |
9 |
| 100 |
0.7857 |
0.7542 |
0.0316 |
4.1% |
0.0015 |
0.2% |
23% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7860 |
|
2.618 |
0.7784 |
|
1.618 |
0.7737 |
|
1.000 |
0.7709 |
|
0.618 |
0.7691 |
|
HIGH |
0.7662 |
|
0.618 |
0.7644 |
|
0.500 |
0.7639 |
|
0.382 |
0.7633 |
|
LOW |
0.7616 |
|
0.618 |
0.7587 |
|
1.000 |
0.7569 |
|
1.618 |
0.7540 |
|
2.618 |
0.7494 |
|
4.250 |
0.7418 |
|
|
| Fisher Pivots for day following 08-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7639 |
0.7645 |
| PP |
0.7631 |
0.7635 |
| S1 |
0.7623 |
0.7625 |
|