CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7574 |
0.7592 |
0.0019 |
0.2% |
0.7664 |
| High |
0.7580 |
0.7592 |
0.0012 |
0.2% |
0.7674 |
| Low |
0.7573 |
0.7575 |
0.0002 |
0.0% |
0.7592 |
| Close |
0.7574 |
0.7591 |
0.0017 |
0.2% |
0.7599 |
| Range |
0.0007 |
0.0018 |
0.0011 |
169.2% |
0.0082 |
| ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
12 |
14 |
2 |
16.7% |
45 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7638 |
0.7632 |
0.7600 |
|
| R3 |
0.7621 |
0.7614 |
0.7595 |
|
| R2 |
0.7603 |
0.7603 |
0.7594 |
|
| R1 |
0.7597 |
0.7597 |
0.7592 |
0.7591 |
| PP |
0.7586 |
0.7586 |
0.7586 |
0.7583 |
| S1 |
0.7579 |
0.7579 |
0.7589 |
0.7574 |
| S2 |
0.7568 |
0.7568 |
0.7587 |
|
| S3 |
0.7551 |
0.7562 |
0.7586 |
|
| S4 |
0.7533 |
0.7544 |
0.7581 |
|
|
| 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 |
0.7662 |
0.7573 |
0.0089 |
1.2% |
0.0023 |
0.3% |
20% |
False |
False |
14 |
| 10 |
0.7675 |
0.7573 |
0.0102 |
1.3% |
0.0017 |
0.2% |
17% |
False |
False |
11 |
| 20 |
0.7726 |
0.7573 |
0.0153 |
2.0% |
0.0018 |
0.2% |
11% |
False |
False |
17 |
| 40 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0017 |
0.2% |
6% |
False |
False |
13 |
| 60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0017 |
0.2% |
6% |
False |
False |
12 |
| 80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0015 |
0.2% |
6% |
False |
False |
10 |
| 100 |
0.7857 |
0.7542 |
0.0316 |
4.2% |
0.0016 |
0.2% |
16% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7666 |
|
2.618 |
0.7638 |
|
1.618 |
0.7620 |
|
1.000 |
0.7610 |
|
0.618 |
0.7603 |
|
HIGH |
0.7592 |
|
0.618 |
0.7585 |
|
0.500 |
0.7583 |
|
0.382 |
0.7581 |
|
LOW |
0.7575 |
|
0.618 |
0.7564 |
|
1.000 |
0.7557 |
|
1.618 |
0.7546 |
|
2.618 |
0.7529 |
|
4.250 |
0.7500 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7588 |
0.7593 |
| PP |
0.7586 |
0.7592 |
| S1 |
0.7583 |
0.7591 |
|