CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 16-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7587 |
0.7643 |
0.0056 |
0.7% |
0.7614 |
High |
0.7625 |
0.7643 |
0.0019 |
0.2% |
0.7643 |
Low |
0.7587 |
0.7626 |
0.0039 |
0.5% |
0.7573 |
Close |
0.7624 |
0.7626 |
0.0002 |
0.0% |
0.7626 |
Range |
0.0038 |
0.0018 |
-0.0020 |
-53.9% |
0.0070 |
ATR |
0.0029 |
0.0028 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
8 |
4 |
-4 |
-50.0% |
56 |
|
Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7684 |
0.7672 |
0.7635 |
|
R3 |
0.7666 |
0.7655 |
0.7630 |
|
R2 |
0.7649 |
0.7649 |
0.7629 |
|
R1 |
0.7637 |
0.7637 |
0.7627 |
0.7634 |
PP |
0.7631 |
0.7631 |
0.7631 |
0.7630 |
S1 |
0.7620 |
0.7620 |
0.7624 |
0.7617 |
S2 |
0.7614 |
0.7614 |
0.7622 |
|
S3 |
0.7596 |
0.7602 |
0.7621 |
|
S4 |
0.7579 |
0.7585 |
0.7616 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7824 |
0.7795 |
0.7664 |
|
R3 |
0.7754 |
0.7725 |
0.7645 |
|
R2 |
0.7684 |
0.7684 |
0.7638 |
|
R1 |
0.7655 |
0.7655 |
0.7632 |
0.7669 |
PP |
0.7614 |
0.7614 |
0.7614 |
0.7621 |
S1 |
0.7585 |
0.7585 |
0.7619 |
0.7599 |
S2 |
0.7544 |
0.7544 |
0.7613 |
|
S3 |
0.7474 |
0.7515 |
0.7606 |
|
S4 |
0.7404 |
0.7445 |
0.7587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7643 |
0.7573 |
0.0070 |
0.9% |
0.0021 |
0.3% |
75% |
True |
False |
11 |
10 |
0.7674 |
0.7573 |
0.0101 |
1.3% |
0.0021 |
0.3% |
52% |
False |
False |
10 |
20 |
0.7726 |
0.7573 |
0.0153 |
2.0% |
0.0019 |
0.2% |
34% |
False |
False |
18 |
40 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
18% |
False |
False |
13 |
60 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0018 |
0.2% |
18% |
False |
False |
11 |
80 |
0.7857 |
0.7573 |
0.0284 |
3.7% |
0.0016 |
0.2% |
18% |
False |
False |
10 |
100 |
0.7857 |
0.7560 |
0.0297 |
3.9% |
0.0016 |
0.2% |
22% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7717 |
2.618 |
0.7689 |
1.618 |
0.7671 |
1.000 |
0.7661 |
0.618 |
0.7654 |
HIGH |
0.7643 |
0.618 |
0.7636 |
0.500 |
0.7634 |
0.382 |
0.7632 |
LOW |
0.7626 |
0.618 |
0.7615 |
1.000 |
0.7608 |
1.618 |
0.7597 |
2.618 |
0.7580 |
4.250 |
0.7551 |
|
|
Fisher Pivots for day following 16-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7634 |
0.7620 |
PP |
0.7631 |
0.7614 |
S1 |
0.7628 |
0.7609 |
|