CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 09-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7662 |
0.7610 |
-0.0052 |
-0.7% |
0.7664 |
High |
0.7662 |
0.7610 |
-0.0052 |
-0.7% |
0.7674 |
Low |
0.7616 |
0.7592 |
-0.0024 |
-0.3% |
0.7592 |
Close |
0.7616 |
0.7599 |
-0.0017 |
-0.2% |
0.7599 |
Range |
0.0047 |
0.0018 |
-0.0029 |
-61.3% |
0.0082 |
ATR |
0.0030 |
0.0030 |
0.0000 |
-1.6% |
0.0000 |
Volume |
6 |
23 |
17 |
283.3% |
45 |
|
Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7654 |
0.7644 |
0.7608 |
|
R3 |
0.7636 |
0.7626 |
0.7603 |
|
R2 |
0.7618 |
0.7618 |
0.7602 |
|
R1 |
0.7608 |
0.7608 |
0.7600 |
0.7604 |
PP |
0.7600 |
0.7600 |
0.7600 |
0.7598 |
S1 |
0.7590 |
0.7590 |
0.7597 |
0.7586 |
S2 |
0.7582 |
0.7582 |
0.7595 |
|
S3 |
0.7564 |
0.7572 |
0.7594 |
|
S4 |
0.7546 |
0.7554 |
0.7589 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7866 |
0.7814 |
0.7643 |
|
R3 |
0.7784 |
0.7732 |
0.7621 |
|
R2 |
0.7703 |
0.7703 |
0.7613 |
|
R1 |
0.7651 |
0.7651 |
0.7606 |
0.7636 |
PP |
0.7621 |
0.7621 |
0.7621 |
0.7614 |
S1 |
0.7569 |
0.7569 |
0.7591 |
0.7555 |
S2 |
0.7540 |
0.7540 |
0.7584 |
|
S3 |
0.7458 |
0.7488 |
0.7576 |
|
S4 |
0.7377 |
0.7406 |
0.7554 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7674 |
0.7592 |
0.0082 |
1.1% |
0.0021 |
0.3% |
8% |
False |
True |
9 |
10 |
0.7675 |
0.7592 |
0.0083 |
1.1% |
0.0018 |
0.2% |
8% |
False |
True |
9 |
20 |
0.7765 |
0.7592 |
0.0173 |
2.3% |
0.0018 |
0.2% |
4% |
False |
True |
16 |
40 |
0.7857 |
0.7592 |
0.0265 |
3.5% |
0.0015 |
0.2% |
2% |
False |
True |
12 |
60 |
0.7857 |
0.7592 |
0.0265 |
3.5% |
0.0017 |
0.2% |
2% |
False |
True |
11 |
80 |
0.7857 |
0.7592 |
0.0265 |
3.5% |
0.0015 |
0.2% |
2% |
False |
True |
9 |
100 |
0.7857 |
0.7542 |
0.0316 |
4.2% |
0.0016 |
0.2% |
18% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7687 |
2.618 |
0.7657 |
1.618 |
0.7639 |
1.000 |
0.7628 |
0.618 |
0.7621 |
HIGH |
0.7610 |
0.618 |
0.7603 |
0.500 |
0.7601 |
0.382 |
0.7599 |
LOW |
0.7592 |
0.618 |
0.7581 |
1.000 |
0.7574 |
1.618 |
0.7563 |
2.618 |
0.7545 |
4.250 |
0.7516 |
|
|
Fisher Pivots for day following 09-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7601 |
0.7633 |
PP |
0.7600 |
0.7621 |
S1 |
0.7599 |
0.7610 |
|