CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7556 |
0.7542 |
-0.0014 |
-0.2% |
0.7551 |
| High |
0.7559 |
0.7570 |
0.0011 |
0.1% |
0.7572 |
| Low |
0.7519 |
0.7531 |
0.0013 |
0.2% |
0.7519 |
| Close |
0.7547 |
0.7546 |
-0.0002 |
0.0% |
0.7546 |
| Range |
0.0041 |
0.0039 |
-0.0002 |
-3.7% |
0.0054 |
| ATR |
0.0045 |
0.0044 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
74,080 |
60,381 |
-13,699 |
-18.5% |
290,369 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7666 |
0.7645 |
0.7567 |
|
| R3 |
0.7627 |
0.7606 |
0.7556 |
|
| R2 |
0.7588 |
0.7588 |
0.7553 |
|
| R1 |
0.7567 |
0.7567 |
0.7549 |
0.7577 |
| PP |
0.7549 |
0.7549 |
0.7549 |
0.7554 |
| S1 |
0.7528 |
0.7528 |
0.7542 |
0.7538 |
| S2 |
0.7510 |
0.7510 |
0.7538 |
|
| S3 |
0.7471 |
0.7489 |
0.7535 |
|
| S4 |
0.7432 |
0.7450 |
0.7524 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7706 |
0.7679 |
0.7575 |
|
| R3 |
0.7652 |
0.7626 |
0.7560 |
|
| R2 |
0.7599 |
0.7599 |
0.7555 |
|
| R1 |
0.7572 |
0.7572 |
0.7550 |
0.7559 |
| PP |
0.7545 |
0.7545 |
0.7545 |
0.7539 |
| S1 |
0.7519 |
0.7519 |
0.7541 |
0.7505 |
| S2 |
0.7492 |
0.7492 |
0.7536 |
|
| S3 |
0.7438 |
0.7465 |
0.7531 |
|
| S4 |
0.7385 |
0.7412 |
0.7516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7572 |
0.7519 |
0.0054 |
0.7% |
0.0034 |
0.5% |
50% |
False |
False |
58,073 |
| 10 |
0.7600 |
0.7484 |
0.0116 |
1.5% |
0.0040 |
0.5% |
53% |
False |
False |
66,465 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0045 |
0.6% |
80% |
False |
False |
70,464 |
| 40 |
0.7615 |
0.7330 |
0.0285 |
3.8% |
0.0046 |
0.6% |
76% |
False |
False |
48,895 |
| 60 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0044 |
0.6% |
55% |
False |
False |
32,784 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
42% |
False |
False |
24,607 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
42% |
False |
False |
19,697 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0037 |
0.5% |
42% |
False |
False |
16,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7736 |
|
2.618 |
0.7672 |
|
1.618 |
0.7633 |
|
1.000 |
0.7609 |
|
0.618 |
0.7594 |
|
HIGH |
0.7570 |
|
0.618 |
0.7555 |
|
0.500 |
0.7551 |
|
0.382 |
0.7546 |
|
LOW |
0.7531 |
|
0.618 |
0.7507 |
|
1.000 |
0.7492 |
|
1.618 |
0.7468 |
|
2.618 |
0.7429 |
|
4.250 |
0.7365 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7551 |
0.7545 |
| PP |
0.7549 |
0.7545 |
| S1 |
0.7547 |
0.7544 |
|