CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 03-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7346 |
0.7348 |
0.0002 |
0.0% |
0.7370 |
| High |
0.7382 |
0.7438 |
0.0055 |
0.8% |
0.7386 |
| Low |
0.7332 |
0.7336 |
0.0003 |
0.0% |
0.7333 |
| Close |
0.7373 |
0.7432 |
0.0060 |
0.8% |
0.7344 |
| Range |
0.0050 |
0.0102 |
0.0052 |
104.0% |
0.0053 |
| ATR |
0.0044 |
0.0048 |
0.0004 |
9.5% |
0.0000 |
| Volume |
87,823 |
113,617 |
25,794 |
29.4% |
215,369 |
|
| Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7708 |
0.7672 |
0.7488 |
|
| R3 |
0.7606 |
0.7570 |
0.7460 |
|
| R2 |
0.7504 |
0.7504 |
0.7451 |
|
| R1 |
0.7468 |
0.7468 |
0.7441 |
0.7486 |
| PP |
0.7402 |
0.7402 |
0.7402 |
0.7411 |
| S1 |
0.7366 |
0.7366 |
0.7423 |
0.7384 |
| S2 |
0.7300 |
0.7300 |
0.7413 |
|
| S3 |
0.7198 |
0.7264 |
0.7404 |
|
| S4 |
0.7096 |
0.7162 |
0.7376 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7513 |
0.7482 |
0.7373 |
|
| R3 |
0.7460 |
0.7429 |
0.7359 |
|
| R2 |
0.7407 |
0.7407 |
0.7354 |
|
| R1 |
0.7376 |
0.7376 |
0.7349 |
0.7365 |
| PP |
0.7354 |
0.7354 |
0.7354 |
0.7349 |
| S1 |
0.7323 |
0.7323 |
0.7339 |
0.7312 |
| S2 |
0.7301 |
0.7301 |
0.7334 |
|
| S3 |
0.7248 |
0.7270 |
0.7329 |
|
| S4 |
0.7195 |
0.7217 |
0.7315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7438 |
0.7330 |
0.0108 |
1.4% |
0.0054 |
0.7% |
95% |
True |
False |
76,401 |
| 10 |
0.7472 |
0.7330 |
0.0142 |
1.9% |
0.0048 |
0.6% |
72% |
False |
False |
73,296 |
| 20 |
0.7562 |
0.7330 |
0.0232 |
3.1% |
0.0048 |
0.6% |
44% |
False |
False |
59,200 |
| 40 |
0.7671 |
0.7330 |
0.0341 |
4.6% |
0.0045 |
0.6% |
30% |
False |
False |
30,125 |
| 60 |
0.7761 |
0.7330 |
0.0431 |
5.8% |
0.0043 |
0.6% |
24% |
False |
False |
20,142 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0040 |
0.5% |
20% |
False |
False |
15,121 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0038 |
0.5% |
20% |
False |
False |
12,103 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0036 |
0.5% |
20% |
False |
False |
10,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7871 |
|
2.618 |
0.7705 |
|
1.618 |
0.7603 |
|
1.000 |
0.7540 |
|
0.618 |
0.7501 |
|
HIGH |
0.7438 |
|
0.618 |
0.7399 |
|
0.500 |
0.7387 |
|
0.382 |
0.7374 |
|
LOW |
0.7336 |
|
0.618 |
0.7272 |
|
1.000 |
0.7234 |
|
1.618 |
0.7170 |
|
2.618 |
0.7068 |
|
4.250 |
0.6902 |
|
|
| Fisher Pivots for day following 03-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7417 |
0.7416 |
| PP |
0.7402 |
0.7400 |
| S1 |
0.7387 |
0.7384 |
|