CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7553 |
0.7599 |
0.0046 |
0.6% |
0.7618 |
| High |
0.7575 |
0.7611 |
0.0036 |
0.5% |
0.7621 |
| Low |
0.7553 |
0.7582 |
0.0029 |
0.4% |
0.7539 |
| Close |
0.7575 |
0.7604 |
0.0029 |
0.4% |
0.7604 |
| Range |
0.0022 |
0.0029 |
0.0007 |
31.8% |
0.0082 |
| ATR |
0.0031 |
0.0032 |
0.0000 |
1.2% |
0.0000 |
| Volume |
29 |
87 |
58 |
200.0% |
180 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7686 |
0.7674 |
0.7619 |
|
| R3 |
0.7657 |
0.7645 |
0.7611 |
|
| R2 |
0.7628 |
0.7628 |
0.7609 |
|
| R1 |
0.7616 |
0.7616 |
0.7606 |
0.7622 |
| PP |
0.7599 |
0.7599 |
0.7599 |
0.7602 |
| S1 |
0.7587 |
0.7587 |
0.7601 |
0.7593 |
| S2 |
0.7570 |
0.7570 |
0.7598 |
|
| S3 |
0.7541 |
0.7558 |
0.7596 |
|
| S4 |
0.7512 |
0.7529 |
0.7588 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7834 |
0.7801 |
0.7649 |
|
| R3 |
0.7752 |
0.7719 |
0.7626 |
|
| R2 |
0.7670 |
0.7670 |
0.7619 |
|
| R1 |
0.7637 |
0.7637 |
0.7611 |
0.7612 |
| PP |
0.7588 |
0.7588 |
0.7588 |
0.7576 |
| S1 |
0.7555 |
0.7555 |
0.7596 |
0.7530 |
| S2 |
0.7506 |
0.7506 |
0.7588 |
|
| S3 |
0.7424 |
0.7473 |
0.7581 |
|
| S4 |
0.7342 |
0.7391 |
0.7558 |
|
|
| 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% |
0.0032 |
0.4% |
62% |
False |
False |
36 |
| 10 |
0.7643 |
0.7539 |
0.0104 |
1.4% |
0.0027 |
0.4% |
62% |
False |
False |
25 |
| 20 |
0.7675 |
0.7539 |
0.0136 |
1.8% |
0.0023 |
0.3% |
47% |
False |
False |
19 |
| 40 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0020 |
0.3% |
20% |
False |
False |
17 |
| 60 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0019 |
0.2% |
20% |
False |
False |
14 |
| 80 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0017 |
0.2% |
20% |
False |
False |
12 |
| 100 |
0.7857 |
0.7539 |
0.0318 |
4.2% |
0.0016 |
0.2% |
20% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7734 |
|
2.618 |
0.7687 |
|
1.618 |
0.7658 |
|
1.000 |
0.7640 |
|
0.618 |
0.7629 |
|
HIGH |
0.7611 |
|
0.618 |
0.7600 |
|
0.500 |
0.7597 |
|
0.382 |
0.7593 |
|
LOW |
0.7582 |
|
0.618 |
0.7564 |
|
1.000 |
0.7553 |
|
1.618 |
0.7535 |
|
2.618 |
0.7506 |
|
4.250 |
0.7459 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7601 |
0.7596 |
| PP |
0.7599 |
0.7588 |
| S1 |
0.7597 |
0.7580 |
|