CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 23-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2019 |
23-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7551 |
0.7499 |
-0.0052 |
-0.7% |
0.7551 |
| High |
0.7556 |
0.7526 |
-0.0030 |
-0.4% |
0.7572 |
| Low |
0.7496 |
0.7488 |
-0.0008 |
-0.1% |
0.7519 |
| Close |
0.7501 |
0.7501 |
0.0001 |
0.0% |
0.7546 |
| Range |
0.0061 |
0.0039 |
-0.0022 |
-36.4% |
0.0054 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
78,422 |
58,444 |
-19,978 |
-25.5% |
290,369 |
|
| Daily Pivots for day following 23-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7599 |
0.7522 |
|
| R3 |
0.7582 |
0.7561 |
0.7512 |
|
| R2 |
0.7543 |
0.7543 |
0.7508 |
|
| R1 |
0.7522 |
0.7522 |
0.7505 |
0.7533 |
| PP |
0.7505 |
0.7505 |
0.7505 |
0.7510 |
| S1 |
0.7484 |
0.7484 |
0.7497 |
0.7494 |
| S2 |
0.7466 |
0.7466 |
0.7494 |
|
| S3 |
0.7428 |
0.7445 |
0.7490 |
|
| S4 |
0.7389 |
0.7407 |
0.7480 |
|
|
| 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 |
0.7570 |
0.7488 |
0.0083 |
1.1% |
0.0041 |
0.6% |
16% |
False |
True |
64,031 |
| 10 |
0.7600 |
0.7488 |
0.0112 |
1.5% |
0.0041 |
0.5% |
12% |
False |
True |
65,985 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0045 |
0.6% |
63% |
False |
False |
67,581 |
| 40 |
0.7615 |
0.7330 |
0.0285 |
3.8% |
0.0046 |
0.6% |
60% |
False |
False |
52,300 |
| 60 |
0.7682 |
0.7330 |
0.0352 |
4.7% |
0.0044 |
0.6% |
49% |
False |
False |
35,059 |
| 80 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
33% |
False |
False |
26,316 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0041 |
0.5% |
33% |
False |
False |
21,065 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0038 |
0.5% |
33% |
False |
False |
17,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7690 |
|
2.618 |
0.7627 |
|
1.618 |
0.7588 |
|
1.000 |
0.7565 |
|
0.618 |
0.7550 |
|
HIGH |
0.7526 |
|
0.618 |
0.7511 |
|
0.500 |
0.7507 |
|
0.382 |
0.7502 |
|
LOW |
0.7488 |
|
0.618 |
0.7464 |
|
1.000 |
0.7449 |
|
1.618 |
0.7425 |
|
2.618 |
0.7387 |
|
4.250 |
0.7324 |
|
|
| Fisher Pivots for day following 23-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7507 |
0.7529 |
| PP |
0.7505 |
0.7520 |
| S1 |
0.7503 |
0.7510 |
|