CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 16-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2019 |
16-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7541 |
0.7547 |
0.0007 |
0.1% |
0.7484 |
| High |
0.7572 |
0.7567 |
-0.0006 |
-0.1% |
0.7600 |
| Low |
0.7534 |
0.7539 |
0.0005 |
0.1% |
0.7484 |
| Close |
0.7541 |
0.7559 |
0.0018 |
0.2% |
0.7547 |
| Range |
0.0039 |
0.0028 |
-0.0011 |
-27.3% |
0.0116 |
| ATR |
0.0047 |
0.0045 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
57,152 |
48,829 |
-8,323 |
-14.6% |
374,289 |
|
| Daily Pivots for day following 16-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7639 |
0.7627 |
0.7574 |
|
| R3 |
0.7611 |
0.7599 |
0.7566 |
|
| R2 |
0.7583 |
0.7583 |
0.7564 |
|
| R1 |
0.7571 |
0.7571 |
0.7561 |
0.7577 |
| PP |
0.7555 |
0.7555 |
0.7555 |
0.7558 |
| S1 |
0.7543 |
0.7543 |
0.7556 |
0.7549 |
| S2 |
0.7527 |
0.7527 |
0.7553 |
|
| S3 |
0.7499 |
0.7515 |
0.7551 |
|
| S4 |
0.7471 |
0.7487 |
0.7543 |
|
|
| 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 |
0.7597 |
0.7532 |
0.0065 |
0.9% |
0.0036 |
0.5% |
42% |
False |
False |
57,555 |
| 10 |
0.7600 |
0.7336 |
0.0264 |
3.5% |
0.0049 |
0.6% |
84% |
False |
False |
73,875 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0046 |
0.6% |
85% |
False |
False |
72,231 |
| 40 |
0.7627 |
0.7330 |
0.0297 |
3.9% |
0.0047 |
0.6% |
77% |
False |
False |
45,556 |
| 60 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0043 |
0.6% |
58% |
False |
False |
30,545 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
44% |
False |
False |
22,928 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
44% |
False |
False |
18,353 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
44% |
False |
False |
15,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7686 |
|
2.618 |
0.7640 |
|
1.618 |
0.7612 |
|
1.000 |
0.7595 |
|
0.618 |
0.7584 |
|
HIGH |
0.7567 |
|
0.618 |
0.7556 |
|
0.500 |
0.7553 |
|
0.382 |
0.7549 |
|
LOW |
0.7539 |
|
0.618 |
0.7521 |
|
1.000 |
0.7511 |
|
1.618 |
0.7493 |
|
2.618 |
0.7465 |
|
4.250 |
0.7420 |
|
|
| Fisher Pivots for day following 16-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7557 |
0.7556 |
| PP |
0.7555 |
0.7554 |
| S1 |
0.7553 |
0.7552 |
|