CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7550 |
-0.0025 |
-0.3% |
0.7551 |
| High |
0.7583 |
0.7561 |
-0.0022 |
-0.3% |
0.7577 |
| Low |
0.7536 |
0.7536 |
0.0000 |
0.0% |
0.7486 |
| Close |
0.7553 |
0.7537 |
-0.0016 |
-0.2% |
0.7569 |
| Range |
0.0047 |
0.0025 |
-0.0022 |
-47.4% |
0.0091 |
| ATR |
0.0047 |
0.0045 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
53,681 |
49,136 |
-4,545 |
-8.5% |
262,725 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7620 |
0.7603 |
0.7550 |
|
| R3 |
0.7595 |
0.7578 |
0.7543 |
|
| R2 |
0.7570 |
0.7570 |
0.7541 |
|
| R1 |
0.7553 |
0.7553 |
0.7539 |
0.7549 |
| PP |
0.7545 |
0.7545 |
0.7545 |
0.7542 |
| S1 |
0.7528 |
0.7528 |
0.7534 |
0.7524 |
| S2 |
0.7520 |
0.7520 |
0.7532 |
|
| S3 |
0.7495 |
0.7503 |
0.7530 |
|
| S4 |
0.7470 |
0.7478 |
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 |
0.7583 |
0.7486 |
0.0098 |
1.3% |
0.0044 |
0.6% |
52% |
False |
False |
57,424 |
| 10 |
0.7583 |
0.7486 |
0.0098 |
1.3% |
0.0043 |
0.6% |
52% |
False |
False |
60,598 |
| 20 |
0.7600 |
0.7330 |
0.0270 |
3.6% |
0.0047 |
0.6% |
77% |
False |
False |
68,247 |
| 40 |
0.7615 |
0.7330 |
0.0285 |
3.8% |
0.0046 |
0.6% |
72% |
False |
False |
57,968 |
| 60 |
0.7682 |
0.7330 |
0.0352 |
4.7% |
0.0045 |
0.6% |
59% |
False |
False |
38,862 |
| 80 |
0.7797 |
0.7330 |
0.0467 |
6.2% |
0.0043 |
0.6% |
44% |
False |
False |
29,172 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
40% |
False |
False |
23,350 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
40% |
False |
False |
19,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7667 |
|
2.618 |
0.7626 |
|
1.618 |
0.7601 |
|
1.000 |
0.7586 |
|
0.618 |
0.7576 |
|
HIGH |
0.7561 |
|
0.618 |
0.7551 |
|
0.500 |
0.7549 |
|
0.382 |
0.7546 |
|
LOW |
0.7536 |
|
0.618 |
0.7521 |
|
1.000 |
0.7511 |
|
1.618 |
0.7496 |
|
2.618 |
0.7471 |
|
4.250 |
0.7430 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7549 |
0.7539 |
| PP |
0.7545 |
0.7538 |
| S1 |
0.7541 |
0.7537 |
|