CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7503 |
0.7496 |
-0.0007 |
-0.1% |
0.7551 |
| High |
0.7512 |
0.7577 |
0.0065 |
0.9% |
0.7577 |
| Low |
0.7486 |
0.7495 |
0.0009 |
0.1% |
0.7486 |
| Close |
0.7499 |
0.7569 |
0.0070 |
0.9% |
0.7569 |
| Range |
0.0026 |
0.0082 |
0.0056 |
215.4% |
0.0091 |
| ATR |
0.0044 |
0.0046 |
0.0003 |
6.3% |
0.0000 |
| Volume |
54,800 |
71,059 |
16,259 |
29.7% |
262,725 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7793 |
0.7763 |
0.7614 |
|
| R3 |
0.7711 |
0.7681 |
0.7591 |
|
| R2 |
0.7629 |
0.7629 |
0.7584 |
|
| R1 |
0.7599 |
0.7599 |
0.7576 |
0.7614 |
| PP |
0.7547 |
0.7547 |
0.7547 |
0.7554 |
| S1 |
0.7516 |
0.7516 |
0.7561 |
0.7532 |
| S2 |
0.7464 |
0.7464 |
0.7553 |
|
| S3 |
0.7382 |
0.7434 |
0.7546 |
|
| S4 |
0.7300 |
0.7352 |
0.7523 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7817 |
0.7784 |
0.7619 |
|
| R3 |
0.7726 |
0.7693 |
0.7594 |
|
| R2 |
0.7635 |
0.7635 |
0.7585 |
|
| R1 |
0.7602 |
0.7602 |
0.7577 |
0.7618 |
| PP |
0.7544 |
0.7544 |
0.7544 |
0.7552 |
| S1 |
0.7510 |
0.7510 |
0.7560 |
0.7527 |
| S2 |
0.7452 |
0.7452 |
0.7552 |
|
| S3 |
0.7361 |
0.7419 |
0.7543 |
|
| S4 |
0.7270 |
0.7328 |
0.7518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7577 |
0.7486 |
0.0091 |
1.2% |
0.0049 |
0.7% |
91% |
True |
False |
64,621 |
| 10 |
0.7597 |
0.7486 |
0.0111 |
1.5% |
0.0043 |
0.6% |
75% |
False |
False |
61,730 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0047 |
0.6% |
88% |
False |
False |
70,216 |
| 40 |
0.7615 |
0.7330 |
0.0285 |
3.8% |
0.0047 |
0.6% |
84% |
False |
False |
55,434 |
| 60 |
0.7682 |
0.7330 |
0.0352 |
4.6% |
0.0044 |
0.6% |
68% |
False |
False |
37,152 |
| 80 |
0.7831 |
0.7330 |
0.0501 |
6.6% |
0.0043 |
0.6% |
48% |
False |
False |
27,887 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
46% |
False |
False |
22,322 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0038 |
0.5% |
46% |
False |
False |
18,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7925 |
|
2.618 |
0.7791 |
|
1.618 |
0.7709 |
|
1.000 |
0.7659 |
|
0.618 |
0.7627 |
|
HIGH |
0.7577 |
|
0.618 |
0.7545 |
|
0.500 |
0.7536 |
|
0.382 |
0.7526 |
|
LOW |
0.7495 |
|
0.618 |
0.7444 |
|
1.000 |
0.7412 |
|
1.618 |
0.7362 |
|
2.618 |
0.7280 |
|
4.250 |
0.7146 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7558 |
0.7556 |
| PP |
0.7547 |
0.7544 |
| S1 |
0.7536 |
0.7531 |
|