CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 07-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7432 |
0.7484 |
0.0052 |
0.7% |
0.7346 |
| High |
0.7490 |
0.7544 |
0.0054 |
0.7% |
0.7490 |
| Low |
0.7425 |
0.7484 |
0.0059 |
0.8% |
0.7330 |
| Close |
0.7479 |
0.7533 |
0.0055 |
0.7% |
0.7479 |
| Range |
0.0065 |
0.0060 |
-0.0005 |
-8.4% |
0.0160 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
2.3% |
0.0000 |
| Volume |
94,945 |
71,448 |
-23,497 |
-24.7% |
334,742 |
|
| Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7700 |
0.7677 |
0.7566 |
|
| R3 |
0.7640 |
0.7617 |
0.7550 |
|
| R2 |
0.7580 |
0.7580 |
0.7544 |
|
| R1 |
0.7557 |
0.7557 |
0.7539 |
0.7568 |
| PP |
0.7520 |
0.7520 |
0.7520 |
0.7526 |
| S1 |
0.7497 |
0.7497 |
0.7528 |
0.7508 |
| S2 |
0.7460 |
0.7460 |
0.7522 |
|
| S3 |
0.7400 |
0.7437 |
0.7517 |
|
| S4 |
0.7340 |
0.7377 |
0.7500 |
|
|
| 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 |
0.7544 |
0.7330 |
0.0214 |
2.8% |
0.0062 |
0.8% |
95% |
True |
False |
81,238 |
| 10 |
0.7544 |
0.7330 |
0.0214 |
2.8% |
0.0051 |
0.7% |
95% |
True |
False |
72,017 |
| 20 |
0.7562 |
0.7330 |
0.0232 |
3.1% |
0.0048 |
0.6% |
88% |
False |
False |
66,497 |
| 40 |
0.7657 |
0.7330 |
0.0327 |
4.3% |
0.0047 |
0.6% |
62% |
False |
False |
34,281 |
| 60 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0043 |
0.6% |
47% |
False |
False |
22,913 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
39% |
False |
False |
17,198 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
39% |
False |
False |
13,766 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
39% |
False |
False |
11,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7701 |
|
1.618 |
0.7641 |
|
1.000 |
0.7604 |
|
0.618 |
0.7581 |
|
HIGH |
0.7544 |
|
0.618 |
0.7521 |
|
0.500 |
0.7514 |
|
0.382 |
0.7506 |
|
LOW |
0.7484 |
|
0.618 |
0.7446 |
|
1.000 |
0.7424 |
|
1.618 |
0.7386 |
|
2.618 |
0.7326 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 07-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7527 |
0.7502 |
| PP |
0.7520 |
0.7471 |
| S1 |
0.7514 |
0.7440 |
|