CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7484 |
0.7535 |
0.0051 |
0.7% |
0.7346 |
| High |
0.7544 |
0.7550 |
0.0006 |
0.1% |
0.7490 |
| Low |
0.7484 |
0.7518 |
0.0034 |
0.5% |
0.7330 |
| Close |
0.7533 |
0.7541 |
0.0008 |
0.1% |
0.7479 |
| Range |
0.0060 |
0.0032 |
-0.0028 |
-46.7% |
0.0160 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
71,448 |
70,218 |
-1,230 |
-1.7% |
334,742 |
|
| Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7632 |
0.7618 |
0.7558 |
|
| R3 |
0.7600 |
0.7586 |
0.7549 |
|
| R2 |
0.7568 |
0.7568 |
0.7546 |
|
| R1 |
0.7554 |
0.7554 |
0.7543 |
0.7561 |
| PP |
0.7536 |
0.7536 |
0.7536 |
0.7539 |
| S1 |
0.7522 |
0.7522 |
0.7538 |
0.7529 |
| S2 |
0.7504 |
0.7504 |
0.7535 |
|
| S3 |
0.7472 |
0.7490 |
0.7532 |
|
| S4 |
0.7440 |
0.7458 |
0.7523 |
|
|
| 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 |
0.7550 |
0.7332 |
0.0217 |
2.9% |
0.0062 |
0.8% |
96% |
True |
False |
87,610 |
| 10 |
0.7550 |
0.7330 |
0.0220 |
2.9% |
0.0048 |
0.6% |
96% |
True |
False |
69,177 |
| 20 |
0.7550 |
0.7330 |
0.0220 |
2.9% |
0.0046 |
0.6% |
96% |
True |
False |
69,810 |
| 40 |
0.7633 |
0.7330 |
0.0303 |
4.0% |
0.0046 |
0.6% |
69% |
False |
False |
36,032 |
| 60 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
49% |
False |
False |
24,083 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
41% |
False |
False |
18,076 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
41% |
False |
False |
14,468 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
41% |
False |
False |
12,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7633 |
|
1.618 |
0.7601 |
|
1.000 |
0.7581 |
|
0.618 |
0.7569 |
|
HIGH |
0.7550 |
|
0.618 |
0.7537 |
|
0.500 |
0.7534 |
|
0.382 |
0.7530 |
|
LOW |
0.7518 |
|
0.618 |
0.7498 |
|
1.000 |
0.7486 |
|
1.618 |
0.7466 |
|
2.618 |
0.7434 |
|
4.250 |
0.7382 |
|
|
| Fisher Pivots for day following 08-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7538 |
0.7523 |
| PP |
0.7536 |
0.7505 |
| S1 |
0.7534 |
0.7487 |
|