CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7496 |
0.7575 |
0.0079 |
1.0% |
0.7551 |
| High |
0.7577 |
0.7583 |
0.0006 |
0.1% |
0.7577 |
| Low |
0.7495 |
0.7536 |
0.0041 |
0.5% |
0.7486 |
| Close |
0.7569 |
0.7553 |
-0.0016 |
-0.2% |
0.7569 |
| Range |
0.0082 |
0.0047 |
-0.0035 |
-42.1% |
0.0091 |
| ATR |
0.0046 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
| Volume |
71,059 |
53,681 |
-17,378 |
-24.5% |
262,725 |
|
| Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7699 |
0.7673 |
0.7579 |
|
| R3 |
0.7652 |
0.7626 |
0.7566 |
|
| R2 |
0.7604 |
0.7604 |
0.7561 |
|
| R1 |
0.7578 |
0.7578 |
0.7557 |
0.7568 |
| PP |
0.7557 |
0.7557 |
0.7557 |
0.7552 |
| S1 |
0.7531 |
0.7531 |
0.7548 |
0.7520 |
| S2 |
0.7510 |
0.7510 |
0.7544 |
|
| S3 |
0.7462 |
0.7484 |
0.7539 |
|
| S4 |
0.7415 |
0.7436 |
0.7526 |
|
|
| 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 |
0.7583 |
0.7486 |
0.0098 |
1.3% |
0.0051 |
0.7% |
69% |
True |
False |
63,281 |
| 10 |
0.7583 |
0.7486 |
0.0098 |
1.3% |
0.0043 |
0.6% |
69% |
True |
False |
60,677 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0047 |
0.6% |
83% |
False |
False |
69,220 |
| 40 |
0.7615 |
0.7330 |
0.0285 |
3.8% |
0.0047 |
0.6% |
78% |
False |
False |
56,749 |
| 60 |
0.7682 |
0.7330 |
0.0352 |
4.7% |
0.0045 |
0.6% |
63% |
False |
False |
38,044 |
| 80 |
0.7820 |
0.7330 |
0.0490 |
6.5% |
0.0043 |
0.6% |
45% |
False |
False |
28,558 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
43% |
False |
False |
22,858 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
43% |
False |
False |
19,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7785 |
|
2.618 |
0.7707 |
|
1.618 |
0.7660 |
|
1.000 |
0.7630 |
|
0.618 |
0.7612 |
|
HIGH |
0.7583 |
|
0.618 |
0.7565 |
|
0.500 |
0.7559 |
|
0.382 |
0.7554 |
|
LOW |
0.7536 |
|
0.618 |
0.7506 |
|
1.000 |
0.7488 |
|
1.618 |
0.7459 |
|
2.618 |
0.7411 |
|
4.250 |
0.7334 |
|
|
| Fisher Pivots for day following 28-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7559 |
0.7546 |
| PP |
0.7557 |
0.7540 |
| S1 |
0.7555 |
0.7534 |
|