CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7564 |
0.7548 |
-0.0016 |
-0.2% |
0.7605 |
| High |
0.7564 |
0.7553 |
-0.0011 |
-0.1% |
0.7605 |
| Low |
0.7559 |
0.7546 |
-0.0014 |
-0.2% |
0.7515 |
| Close |
0.7562 |
0.7553 |
-0.0009 |
-0.1% |
0.7553 |
| Range |
0.0005 |
0.0008 |
0.0003 |
50.0% |
0.0090 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
7 |
20 |
13 |
185.7% |
157 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7573 |
0.7571 |
0.7557 |
|
| R3 |
0.7566 |
0.7563 |
0.7555 |
|
| R2 |
0.7558 |
0.7558 |
0.7554 |
|
| R1 |
0.7556 |
0.7556 |
0.7554 |
0.7557 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7551 |
| S1 |
0.7548 |
0.7548 |
0.7552 |
0.7549 |
| S2 |
0.7543 |
0.7543 |
0.7552 |
|
| S3 |
0.7536 |
0.7541 |
0.7551 |
|
| S4 |
0.7528 |
0.7533 |
0.7549 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7828 |
0.7780 |
0.7603 |
|
| R3 |
0.7738 |
0.7690 |
0.7578 |
|
| R2 |
0.7648 |
0.7648 |
0.7570 |
|
| R1 |
0.7600 |
0.7600 |
0.7561 |
0.7579 |
| PP |
0.7558 |
0.7558 |
0.7558 |
0.7547 |
| S1 |
0.7510 |
0.7510 |
0.7545 |
0.7489 |
| S2 |
0.7468 |
0.7468 |
0.7537 |
|
| S3 |
0.7378 |
0.7420 |
0.7528 |
|
| S4 |
0.7288 |
0.7330 |
0.7504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7605 |
0.7515 |
0.0090 |
1.2% |
0.0023 |
0.3% |
42% |
False |
False |
31 |
| 10 |
0.7643 |
0.7515 |
0.0128 |
1.7% |
0.0028 |
0.4% |
30% |
False |
False |
34 |
| 20 |
0.7674 |
0.7515 |
0.0159 |
2.1% |
0.0024 |
0.3% |
24% |
False |
False |
22 |
| 40 |
0.7772 |
0.7515 |
0.0257 |
3.4% |
0.0021 |
0.3% |
15% |
False |
False |
18 |
| 60 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0019 |
0.2% |
11% |
False |
False |
15 |
| 80 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0018 |
0.2% |
11% |
False |
False |
13 |
| 100 |
0.7857 |
0.7515 |
0.0342 |
4.5% |
0.0016 |
0.2% |
11% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7573 |
|
1.618 |
0.7565 |
|
1.000 |
0.7561 |
|
0.618 |
0.7558 |
|
HIGH |
0.7553 |
|
0.618 |
0.7550 |
|
0.500 |
0.7549 |
|
0.382 |
0.7548 |
|
LOW |
0.7546 |
|
0.618 |
0.7541 |
|
1.000 |
0.7538 |
|
1.618 |
0.7533 |
|
2.618 |
0.7526 |
|
4.250 |
0.7514 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7552 |
0.7549 |
| PP |
0.7551 |
0.7544 |
| S1 |
0.7549 |
0.7540 |
|