CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 17-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7547 |
0.7556 |
0.0009 |
0.1% |
0.7484 |
| High |
0.7567 |
0.7559 |
-0.0007 |
-0.1% |
0.7600 |
| Low |
0.7539 |
0.7519 |
-0.0020 |
-0.3% |
0.7484 |
| Close |
0.7559 |
0.7547 |
-0.0011 |
-0.2% |
0.7547 |
| Range |
0.0028 |
0.0041 |
0.0013 |
44.6% |
0.0116 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
48,829 |
74,080 |
25,251 |
51.7% |
374,289 |
|
| Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7663 |
0.7646 |
0.7569 |
|
| R3 |
0.7623 |
0.7605 |
0.7558 |
|
| R2 |
0.7582 |
0.7582 |
0.7554 |
|
| R1 |
0.7565 |
0.7565 |
0.7551 |
0.7553 |
| PP |
0.7542 |
0.7542 |
0.7542 |
0.7536 |
| S1 |
0.7524 |
0.7524 |
0.7543 |
0.7513 |
| S2 |
0.7501 |
0.7501 |
0.7540 |
|
| S3 |
0.7460 |
0.7483 |
0.7536 |
|
| S4 |
0.7420 |
0.7443 |
0.7525 |
|
|
| 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 |
0.7519 |
0.0078 |
1.0% |
0.0037 |
0.5% |
37% |
False |
True |
58,839 |
| 10 |
0.7600 |
0.7425 |
0.0175 |
2.3% |
0.0043 |
0.6% |
70% |
False |
False |
69,922 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0046 |
0.6% |
81% |
False |
False |
71,609 |
| 40 |
0.7618 |
0.7330 |
0.0288 |
3.8% |
0.0047 |
0.6% |
75% |
False |
False |
47,397 |
| 60 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0044 |
0.6% |
55% |
False |
False |
31,778 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
42% |
False |
False |
23,853 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
42% |
False |
False |
19,093 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
42% |
False |
False |
15,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7731 |
|
2.618 |
0.7665 |
|
1.618 |
0.7625 |
|
1.000 |
0.7600 |
|
0.618 |
0.7584 |
|
HIGH |
0.7559 |
|
0.618 |
0.7544 |
|
0.500 |
0.7539 |
|
0.382 |
0.7534 |
|
LOW |
0.7519 |
|
0.618 |
0.7493 |
|
1.000 |
0.7478 |
|
1.618 |
0.7453 |
|
2.618 |
0.7412 |
|
4.250 |
0.7346 |
|
|
| Fisher Pivots for day following 17-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7544 |
0.7546 |
| PP |
0.7542 |
0.7546 |
| S1 |
0.7539 |
0.7545 |
|