CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7348 |
0.7432 |
0.0084 |
1.1% |
0.7346 |
| High |
0.7438 |
0.7490 |
0.0053 |
0.7% |
0.7490 |
| Low |
0.7336 |
0.7425 |
0.0089 |
1.2% |
0.7330 |
| Close |
0.7432 |
0.7479 |
0.0046 |
0.6% |
0.7479 |
| Range |
0.0102 |
0.0065 |
-0.0037 |
-35.8% |
0.0160 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.6% |
0.0000 |
| Volume |
113,617 |
94,945 |
-18,672 |
-16.4% |
334,742 |
|
| Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7635 |
0.7515 |
|
| R3 |
0.7595 |
0.7570 |
0.7497 |
|
| R2 |
0.7530 |
0.7530 |
0.7491 |
|
| R1 |
0.7504 |
0.7504 |
0.7485 |
0.7517 |
| PP |
0.7464 |
0.7464 |
0.7464 |
0.7471 |
| S1 |
0.7439 |
0.7439 |
0.7472 |
0.7452 |
| S2 |
0.7399 |
0.7399 |
0.7466 |
|
| S3 |
0.7333 |
0.7373 |
0.7460 |
|
| S4 |
0.7268 |
0.7308 |
0.7442 |
|
|
| Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7913 |
0.7856 |
0.7567 |
|
| R3 |
0.7753 |
0.7696 |
0.7523 |
|
| R2 |
0.7593 |
0.7593 |
0.7508 |
|
| R1 |
0.7536 |
0.7536 |
0.7493 |
0.7564 |
| PP |
0.7433 |
0.7433 |
0.7433 |
0.7447 |
| S1 |
0.7376 |
0.7376 |
0.7464 |
0.7404 |
| S2 |
0.7273 |
0.7273 |
0.7449 |
|
| S3 |
0.7113 |
0.7216 |
0.7435 |
|
| S4 |
0.6953 |
0.7056 |
0.7391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7490 |
0.7330 |
0.0160 |
2.1% |
0.0057 |
0.8% |
93% |
True |
False |
80,668 |
| 10 |
0.7490 |
0.7330 |
0.0160 |
2.1% |
0.0050 |
0.7% |
93% |
True |
False |
74,462 |
| 20 |
0.7562 |
0.7330 |
0.0232 |
3.1% |
0.0048 |
0.6% |
64% |
False |
False |
63,267 |
| 40 |
0.7671 |
0.7330 |
0.0341 |
4.6% |
0.0047 |
0.6% |
44% |
False |
False |
32,497 |
| 60 |
0.7761 |
0.7330 |
0.0431 |
5.8% |
0.0044 |
0.6% |
34% |
False |
False |
21,724 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0040 |
0.5% |
29% |
False |
False |
16,307 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0038 |
0.5% |
29% |
False |
False |
13,052 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0036 |
0.5% |
29% |
False |
False |
10,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7661 |
|
1.618 |
0.7596 |
|
1.000 |
0.7555 |
|
0.618 |
0.7530 |
|
HIGH |
0.7490 |
|
0.618 |
0.7465 |
|
0.500 |
0.7457 |
|
0.382 |
0.7450 |
|
LOW |
0.7425 |
|
0.618 |
0.7384 |
|
1.000 |
0.7359 |
|
1.618 |
0.7319 |
|
2.618 |
0.7253 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 04-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7471 |
0.7456 |
| PP |
0.7464 |
0.7434 |
| S1 |
0.7457 |
0.7411 |
|