CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2019 |
14-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7565 |
0.7551 |
-0.0014 |
-0.2% |
0.7484 |
| High |
0.7597 |
0.7557 |
-0.0040 |
-0.5% |
0.7600 |
| Low |
0.7542 |
0.7532 |
-0.0011 |
-0.1% |
0.7484 |
| Close |
0.7547 |
0.7549 |
0.0001 |
0.0% |
0.7547 |
| Range |
0.0055 |
0.0025 |
-0.0030 |
-54.1% |
0.0116 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
64,210 |
49,927 |
-14,283 |
-22.2% |
374,289 |
|
| Daily Pivots for day following 14-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7621 |
0.7610 |
0.7562 |
|
| R3 |
0.7596 |
0.7585 |
0.7555 |
|
| R2 |
0.7571 |
0.7571 |
0.7553 |
|
| R1 |
0.7560 |
0.7560 |
0.7551 |
0.7553 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7542 |
| S1 |
0.7535 |
0.7535 |
0.7546 |
0.7528 |
| S2 |
0.7521 |
0.7521 |
0.7544 |
|
| S3 |
0.7496 |
0.7510 |
0.7542 |
|
| S4 |
0.7471 |
0.7485 |
0.7535 |
|
|
| 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 |
0.7518 |
0.0082 |
1.1% |
0.0039 |
0.5% |
38% |
False |
False |
70,553 |
| 10 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0050 |
0.7% |
81% |
False |
False |
75,895 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0046 |
0.6% |
81% |
False |
False |
73,754 |
| 40 |
0.7633 |
0.7330 |
0.0303 |
4.0% |
0.0047 |
0.6% |
72% |
False |
False |
43,063 |
| 60 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0044 |
0.6% |
55% |
False |
False |
28,783 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
42% |
False |
False |
21,605 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
42% |
False |
False |
17,293 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
42% |
False |
False |
14,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7663 |
|
2.618 |
0.7622 |
|
1.618 |
0.7597 |
|
1.000 |
0.7582 |
|
0.618 |
0.7572 |
|
HIGH |
0.7557 |
|
0.618 |
0.7547 |
|
0.500 |
0.7544 |
|
0.382 |
0.7541 |
|
LOW |
0.7532 |
|
0.618 |
0.7516 |
|
1.000 |
0.7507 |
|
1.618 |
0.7491 |
|
2.618 |
0.7466 |
|
4.250 |
0.7425 |
|
|
| Fisher Pivots for day following 14-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7547 |
0.7564 |
| PP |
0.7546 |
0.7559 |
| S1 |
0.7544 |
0.7554 |
|