CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 29-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
0.7546 |
0.7564 |
0.0018 |
0.2% |
0.7618 |
High |
0.7565 |
0.7564 |
-0.0001 |
0.0% |
0.7621 |
Low |
0.7515 |
0.7559 |
0.0044 |
0.6% |
0.7539 |
Close |
0.7564 |
0.7562 |
-0.0002 |
0.0% |
0.7604 |
Range |
0.0050 |
0.0005 |
-0.0045 |
-90.0% |
0.0082 |
ATR |
0.0034 |
0.0032 |
-0.0002 |
-6.1% |
0.0000 |
Volume |
121 |
7 |
-114 |
-94.2% |
180 |
|
Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7576 |
0.7574 |
0.7564 |
|
R3 |
0.7571 |
0.7569 |
0.7563 |
|
R2 |
0.7566 |
0.7566 |
0.7562 |
|
R1 |
0.7564 |
0.7564 |
0.7562 |
0.7563 |
PP |
0.7562 |
0.7562 |
0.7562 |
0.7561 |
S1 |
0.7559 |
0.7559 |
0.7561 |
0.7558 |
S2 |
0.7557 |
0.7557 |
0.7561 |
|
S3 |
0.7552 |
0.7554 |
0.7560 |
|
S4 |
0.7547 |
0.7549 |
0.7559 |
|
|
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 |
0.7611 |
0.7515 |
0.0096 |
1.3% |
0.0028 |
0.4% |
48% |
False |
False |
44 |
10 |
0.7643 |
0.7515 |
0.0128 |
1.7% |
0.0031 |
0.4% |
36% |
False |
False |
32 |
20 |
0.7675 |
0.7515 |
0.0160 |
2.1% |
0.0024 |
0.3% |
29% |
False |
False |
22 |
40 |
0.7775 |
0.7515 |
0.0260 |
3.4% |
0.0021 |
0.3% |
18% |
False |
False |
18 |
60 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0019 |
0.3% |
14% |
False |
False |
15 |
80 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0018 |
0.2% |
14% |
False |
False |
13 |
100 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0017 |
0.2% |
14% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7585 |
2.618 |
0.7577 |
1.618 |
0.7572 |
1.000 |
0.7569 |
0.618 |
0.7567 |
HIGH |
0.7564 |
0.618 |
0.7562 |
0.500 |
0.7562 |
0.382 |
0.7561 |
LOW |
0.7559 |
0.618 |
0.7556 |
1.000 |
0.7554 |
1.618 |
0.7551 |
2.618 |
0.7546 |
4.250 |
0.7538 |
|
|
Fisher Pivots for day following 29-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
0.7562 |
0.7554 |
PP |
0.7562 |
0.7547 |
S1 |
0.7562 |
0.7540 |
|