CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7535 |
0.7546 |
0.0011 |
0.1% |
0.7346 |
| High |
0.7550 |
0.7600 |
0.0050 |
0.7% |
0.7490 |
| Low |
0.7518 |
0.7546 |
0.0028 |
0.4% |
0.7330 |
| Close |
0.7541 |
0.7576 |
0.0036 |
0.5% |
0.7479 |
| Range |
0.0032 |
0.0054 |
0.0022 |
68.8% |
0.0160 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.5% |
0.0000 |
| Volume |
70,218 |
100,756 |
30,538 |
43.5% |
334,742 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7736 |
0.7710 |
0.7606 |
|
| R3 |
0.7682 |
0.7656 |
0.7591 |
|
| R2 |
0.7628 |
0.7628 |
0.7586 |
|
| R1 |
0.7602 |
0.7602 |
0.7581 |
0.7615 |
| PP |
0.7574 |
0.7574 |
0.7574 |
0.7580 |
| S1 |
0.7548 |
0.7548 |
0.7571 |
0.7561 |
| S2 |
0.7520 |
0.7520 |
0.7566 |
|
| S3 |
0.7466 |
0.7494 |
0.7561 |
|
| S4 |
0.7412 |
0.7440 |
0.7546 |
|
|
| 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 |
0.7600 |
0.7336 |
0.0264 |
3.5% |
0.0063 |
0.8% |
91% |
True |
False |
90,196 |
| 10 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0051 |
0.7% |
91% |
True |
False |
74,896 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0045 |
0.6% |
91% |
True |
False |
72,626 |
| 40 |
0.7633 |
0.7330 |
0.0303 |
4.0% |
0.0047 |
0.6% |
81% |
False |
False |
38,541 |
| 60 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
57% |
False |
False |
25,760 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
48% |
False |
False |
19,334 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
48% |
False |
False |
15,475 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
48% |
False |
False |
12,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7829 |
|
2.618 |
0.7741 |
|
1.618 |
0.7687 |
|
1.000 |
0.7654 |
|
0.618 |
0.7633 |
|
HIGH |
0.7600 |
|
0.618 |
0.7579 |
|
0.500 |
0.7573 |
|
0.382 |
0.7566 |
|
LOW |
0.7546 |
|
0.618 |
0.7512 |
|
1.000 |
0.7492 |
|
1.618 |
0.7458 |
|
2.618 |
0.7404 |
|
4.250 |
0.7316 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7575 |
0.7565 |
| PP |
0.7574 |
0.7553 |
| S1 |
0.7573 |
0.7542 |
|