CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7546 |
0.7585 |
0.0039 |
0.5% |
0.7346 |
| High |
0.7600 |
0.7585 |
-0.0015 |
-0.2% |
0.7490 |
| Low |
0.7546 |
0.7554 |
0.0008 |
0.1% |
0.7330 |
| Close |
0.7576 |
0.7572 |
-0.0004 |
-0.1% |
0.7479 |
| Range |
0.0054 |
0.0032 |
-0.0023 |
-41.7% |
0.0160 |
| ATR |
0.0050 |
0.0048 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
100,756 |
67,657 |
-33,099 |
-32.9% |
334,742 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7665 |
0.7650 |
0.7589 |
|
| R3 |
0.7633 |
0.7618 |
0.7580 |
|
| R2 |
0.7602 |
0.7602 |
0.7577 |
|
| R1 |
0.7587 |
0.7587 |
0.7574 |
0.7578 |
| PP |
0.7570 |
0.7570 |
0.7570 |
0.7566 |
| S1 |
0.7555 |
0.7555 |
0.7569 |
0.7547 |
| S2 |
0.7539 |
0.7539 |
0.7566 |
|
| S3 |
0.7507 |
0.7524 |
0.7563 |
|
| S4 |
0.7476 |
0.7492 |
0.7554 |
|
|
| 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 |
0.7425 |
0.0175 |
2.3% |
0.0049 |
0.6% |
84% |
False |
False |
81,004 |
| 10 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0051 |
0.7% |
90% |
False |
False |
78,703 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0045 |
0.6% |
90% |
False |
False |
74,832 |
| 40 |
0.7633 |
0.7330 |
0.0303 |
4.0% |
0.0047 |
0.6% |
80% |
False |
False |
40,231 |
| 60 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
56% |
False |
False |
26,887 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
47% |
False |
False |
20,180 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
47% |
False |
False |
16,152 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0036 |
0.5% |
47% |
False |
False |
13,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7719 |
|
2.618 |
0.7667 |
|
1.618 |
0.7636 |
|
1.000 |
0.7617 |
|
0.618 |
0.7604 |
|
HIGH |
0.7585 |
|
0.618 |
0.7573 |
|
0.500 |
0.7569 |
|
0.382 |
0.7566 |
|
LOW |
0.7554 |
|
0.618 |
0.7534 |
|
1.000 |
0.7522 |
|
1.618 |
0.7503 |
|
2.618 |
0.7471 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7571 |
0.7567 |
| PP |
0.7570 |
0.7563 |
| S1 |
0.7569 |
0.7559 |
|