CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2019 |
11-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7585 |
0.7565 |
-0.0020 |
-0.3% |
0.7484 |
| High |
0.7585 |
0.7597 |
0.0012 |
0.2% |
0.7600 |
| Low |
0.7554 |
0.7542 |
-0.0012 |
-0.2% |
0.7484 |
| Close |
0.7572 |
0.7547 |
-0.0025 |
-0.3% |
0.7547 |
| Range |
0.0032 |
0.0055 |
0.0023 |
73.0% |
0.0116 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.9% |
0.0000 |
| Volume |
67,657 |
64,210 |
-3,447 |
-5.1% |
374,289 |
|
| Daily Pivots for day following 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7691 |
0.7577 |
|
| R3 |
0.7671 |
0.7636 |
0.7562 |
|
| R2 |
0.7616 |
0.7616 |
0.7557 |
|
| R1 |
0.7582 |
0.7582 |
0.7552 |
0.7572 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7557 |
| S1 |
0.7527 |
0.7527 |
0.7542 |
0.7517 |
| S2 |
0.7507 |
0.7507 |
0.7537 |
|
| S3 |
0.7453 |
0.7473 |
0.7532 |
|
| S4 |
0.7398 |
0.7418 |
0.7517 |
|
|
| Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7891 |
0.7835 |
0.7611 |
|
| R3 |
0.7775 |
0.7719 |
0.7579 |
|
| R2 |
0.7659 |
0.7659 |
0.7568 |
|
| R1 |
0.7603 |
0.7603 |
0.7558 |
0.7631 |
| PP |
0.7543 |
0.7543 |
0.7543 |
0.7557 |
| S1 |
0.7487 |
0.7487 |
0.7536 |
0.7515 |
| S2 |
0.7427 |
0.7427 |
0.7526 |
|
| S3 |
0.7311 |
0.7371 |
0.7515 |
|
| S4 |
0.7195 |
0.7255 |
0.7483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7600 |
0.7484 |
0.0116 |
1.5% |
0.0046 |
0.6% |
55% |
False |
False |
74,857 |
| 10 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0052 |
0.7% |
81% |
False |
False |
77,763 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0046 |
0.6% |
81% |
False |
False |
74,943 |
| 40 |
0.7633 |
0.7330 |
0.0303 |
4.0% |
0.0047 |
0.6% |
72% |
False |
False |
41,827 |
| 60 |
0.7754 |
0.7330 |
0.0424 |
5.6% |
0.0044 |
0.6% |
51% |
False |
False |
27,952 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
42% |
False |
False |
20,982 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
42% |
False |
False |
16,794 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
42% |
False |
False |
13,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7828 |
|
2.618 |
0.7739 |
|
1.618 |
0.7685 |
|
1.000 |
0.7651 |
|
0.618 |
0.7630 |
|
HIGH |
0.7597 |
|
0.618 |
0.7576 |
|
0.500 |
0.7569 |
|
0.382 |
0.7563 |
|
LOW |
0.7542 |
|
0.618 |
0.7508 |
|
1.000 |
0.7487 |
|
1.618 |
0.7454 |
|
2.618 |
0.7399 |
|
4.250 |
0.7310 |
|
|
| Fisher Pivots for day following 11-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7569 |
0.7571 |
| PP |
0.7562 |
0.7563 |
| S1 |
0.7554 |
0.7555 |
|