CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 21-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7621 |
0.7553 |
-0.0068 |
-0.9% |
0.7614 |
High |
0.7621 |
0.7575 |
-0.0046 |
-0.6% |
0.7643 |
Low |
0.7539 |
0.7553 |
0.0014 |
0.2% |
0.7573 |
Close |
0.7539 |
0.7575 |
0.0035 |
0.5% |
0.7626 |
Range |
0.0082 |
0.0022 |
-0.0060 |
-73.2% |
0.0070 |
ATR |
0.0031 |
0.0031 |
0.0000 |
1.1% |
0.0000 |
Volume |
48 |
29 |
-19 |
-39.6% |
56 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7634 |
0.7626 |
0.7587 |
|
R3 |
0.7612 |
0.7604 |
0.7581 |
|
R2 |
0.7590 |
0.7590 |
0.7579 |
|
R1 |
0.7582 |
0.7582 |
0.7577 |
0.7586 |
PP |
0.7568 |
0.7568 |
0.7568 |
0.7569 |
S1 |
0.7560 |
0.7560 |
0.7572 |
0.7564 |
S2 |
0.7545 |
0.7545 |
0.7570 |
|
S3 |
0.7523 |
0.7538 |
0.7568 |
|
S4 |
0.7501 |
0.7516 |
0.7562 |
|
|
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% |
0.0034 |
0.4% |
34% |
False |
False |
21 |
10 |
0.7662 |
0.7539 |
0.0123 |
1.6% |
0.0029 |
0.4% |
29% |
False |
False |
17 |
20 |
0.7697 |
0.7539 |
0.0158 |
2.1% |
0.0023 |
0.3% |
22% |
False |
False |
15 |
40 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0019 |
0.3% |
11% |
False |
False |
15 |
60 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0019 |
0.2% |
11% |
False |
False |
13 |
80 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0017 |
0.2% |
11% |
False |
False |
11 |
100 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0016 |
0.2% |
11% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7669 |
2.618 |
0.7633 |
1.618 |
0.7611 |
1.000 |
0.7597 |
0.618 |
0.7589 |
HIGH |
0.7575 |
0.618 |
0.7567 |
0.500 |
0.7564 |
0.382 |
0.7561 |
LOW |
0.7553 |
0.618 |
0.7539 |
1.000 |
0.7531 |
1.618 |
0.7517 |
2.618 |
0.7495 |
4.250 |
0.7459 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7571 |
0.7580 |
PP |
0.7568 |
0.7578 |
S1 |
0.7564 |
0.7576 |
|