CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7618 |
0.7621 |
0.0003 |
0.0% |
0.7614 |
High |
0.7620 |
0.7621 |
0.0001 |
0.0% |
0.7643 |
Low |
0.7609 |
0.7539 |
-0.0070 |
-0.9% |
0.7573 |
Close |
0.7616 |
0.7539 |
-0.0076 |
-1.0% |
0.7626 |
Range |
0.0011 |
0.0082 |
0.0071 |
680.9% |
0.0070 |
ATR |
0.0027 |
0.0031 |
0.0004 |
14.5% |
0.0000 |
Volume |
16 |
48 |
32 |
200.0% |
56 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7812 |
0.7758 |
0.7584 |
|
R3 |
0.7730 |
0.7676 |
0.7562 |
|
R2 |
0.7648 |
0.7648 |
0.7554 |
|
R1 |
0.7594 |
0.7594 |
0.7547 |
0.7580 |
PP |
0.7566 |
0.7566 |
0.7566 |
0.7560 |
S1 |
0.7512 |
0.7512 |
0.7531 |
0.7498 |
S2 |
0.7484 |
0.7484 |
0.7524 |
|
S3 |
0.7402 |
0.7430 |
0.7516 |
|
S4 |
0.7320 |
0.7348 |
0.7494 |
|
|
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 |
0.7539 |
0.0104 |
1.4% |
0.0033 |
0.4% |
0% |
False |
True |
18 |
10 |
0.7674 |
0.7539 |
0.0134 |
1.8% |
0.0028 |
0.4% |
0% |
False |
True |
15 |
20 |
0.7726 |
0.7539 |
0.0186 |
2.5% |
0.0023 |
0.3% |
0% |
False |
True |
16 |
40 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0020 |
0.3% |
0% |
False |
True |
14 |
60 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0019 |
0.2% |
0% |
False |
True |
12 |
80 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0017 |
0.2% |
0% |
False |
True |
10 |
100 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0016 |
0.2% |
0% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7969 |
2.618 |
0.7836 |
1.618 |
0.7754 |
1.000 |
0.7703 |
0.618 |
0.7672 |
HIGH |
0.7621 |
0.618 |
0.7590 |
0.500 |
0.7580 |
0.382 |
0.7570 |
LOW |
0.7539 |
0.618 |
0.7488 |
1.000 |
0.7457 |
1.618 |
0.7406 |
2.618 |
0.7324 |
4.250 |
0.7191 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7580 |
0.7591 |
PP |
0.7566 |
0.7574 |
S1 |
0.7553 |
0.7556 |
|