CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 15-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7541 |
-0.0011 |
-0.1% |
0.7484 |
| High |
0.7557 |
0.7572 |
0.0016 |
0.2% |
0.7600 |
| Low |
0.7532 |
0.7534 |
0.0002 |
0.0% |
0.7484 |
| Close |
0.7549 |
0.7541 |
-0.0008 |
-0.1% |
0.7547 |
| Range |
0.0025 |
0.0039 |
0.0014 |
54.0% |
0.0116 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
49,927 |
57,152 |
7,225 |
14.5% |
374,289 |
|
| Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7664 |
0.7641 |
0.7562 |
|
| R3 |
0.7626 |
0.7602 |
0.7551 |
|
| R2 |
0.7587 |
0.7587 |
0.7548 |
|
| R1 |
0.7564 |
0.7564 |
0.7544 |
0.7560 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7547 |
| S1 |
0.7525 |
0.7525 |
0.7537 |
0.7521 |
| S2 |
0.7510 |
0.7510 |
0.7533 |
|
| S3 |
0.7472 |
0.7487 |
0.7530 |
|
| S4 |
0.7433 |
0.7448 |
0.7519 |
|
|
| 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 |
0.7532 |
0.0068 |
0.9% |
0.0041 |
0.5% |
13% |
False |
False |
67,940 |
| 10 |
0.7600 |
0.7332 |
0.0267 |
3.5% |
0.0051 |
0.7% |
78% |
False |
False |
77,775 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0046 |
0.6% |
78% |
False |
False |
72,870 |
| 40 |
0.7633 |
0.7330 |
0.0303 |
4.0% |
0.0047 |
0.6% |
69% |
False |
False |
44,489 |
| 60 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0044 |
0.6% |
53% |
False |
False |
29,734 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
41% |
False |
False |
22,319 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
41% |
False |
False |
17,864 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
41% |
False |
False |
14,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7736 |
|
2.618 |
0.7673 |
|
1.618 |
0.7634 |
|
1.000 |
0.7611 |
|
0.618 |
0.7596 |
|
HIGH |
0.7572 |
|
0.618 |
0.7557 |
|
0.500 |
0.7553 |
|
0.382 |
0.7548 |
|
LOW |
0.7534 |
|
0.618 |
0.7510 |
|
1.000 |
0.7495 |
|
1.618 |
0.7471 |
|
2.618 |
0.7433 |
|
4.250 |
0.7370 |
|
|
| Fisher Pivots for day following 15-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7553 |
0.7564 |
| PP |
0.7549 |
0.7556 |
| S1 |
0.7545 |
0.7548 |
|