CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 22-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2019 |
22-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7542 |
0.7551 |
0.0009 |
0.1% |
0.7551 |
| High |
0.7570 |
0.7556 |
-0.0014 |
-0.2% |
0.7572 |
| Low |
0.7531 |
0.7496 |
-0.0036 |
-0.5% |
0.7519 |
| Close |
0.7546 |
0.7501 |
-0.0045 |
-0.6% |
0.7546 |
| Range |
0.0039 |
0.0061 |
0.0022 |
55.1% |
0.0054 |
| ATR |
0.0044 |
0.0046 |
0.0001 |
2.6% |
0.0000 |
| Volume |
60,381 |
78,422 |
18,041 |
29.9% |
290,369 |
|
| Daily Pivots for day following 22-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7699 |
0.7660 |
0.7534 |
|
| R3 |
0.7638 |
0.7600 |
0.7517 |
|
| R2 |
0.7578 |
0.7578 |
0.7512 |
|
| R1 |
0.7539 |
0.7539 |
0.7506 |
0.7528 |
| PP |
0.7517 |
0.7517 |
0.7517 |
0.7512 |
| S1 |
0.7479 |
0.7479 |
0.7495 |
0.7468 |
| S2 |
0.7457 |
0.7457 |
0.7489 |
|
| S3 |
0.7396 |
0.7418 |
0.7484 |
|
| S4 |
0.7336 |
0.7358 |
0.7467 |
|
|
| 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 |
0.7496 |
0.0077 |
1.0% |
0.0041 |
0.6% |
7% |
False |
True |
63,772 |
| 10 |
0.7600 |
0.7496 |
0.0104 |
1.4% |
0.0040 |
0.5% |
5% |
False |
True |
67,163 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0046 |
0.6% |
63% |
False |
False |
69,590 |
| 40 |
0.7615 |
0.7330 |
0.0285 |
3.8% |
0.0047 |
0.6% |
60% |
False |
False |
50,849 |
| 60 |
0.7699 |
0.7330 |
0.0369 |
4.9% |
0.0044 |
0.6% |
46% |
False |
False |
34,088 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
33% |
False |
False |
25,586 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0040 |
0.5% |
33% |
False |
False |
20,480 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0038 |
0.5% |
33% |
False |
False |
17,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7813 |
|
2.618 |
0.7714 |
|
1.618 |
0.7654 |
|
1.000 |
0.7617 |
|
0.618 |
0.7593 |
|
HIGH |
0.7556 |
|
0.618 |
0.7533 |
|
0.500 |
0.7526 |
|
0.382 |
0.7519 |
|
LOW |
0.7496 |
|
0.618 |
0.7458 |
|
1.000 |
0.7435 |
|
1.618 |
0.7398 |
|
2.618 |
0.7337 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 22-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7526 |
0.7533 |
| PP |
0.7517 |
0.7522 |
| S1 |
0.7509 |
0.7511 |
|