CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 31-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7544 |
0.7613 |
0.0069 |
0.9% |
0.7551 |
| High |
0.7632 |
0.7630 |
-0.0002 |
0.0% |
0.7577 |
| Low |
0.7538 |
0.7604 |
0.0066 |
0.9% |
0.7486 |
| Close |
0.7626 |
0.7625 |
-0.0001 |
0.0% |
0.7569 |
| Range |
0.0094 |
0.0026 |
-0.0068 |
-72.3% |
0.0091 |
| ATR |
0.0049 |
0.0047 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
89,074 |
98,642 |
9,568 |
10.7% |
262,725 |
|
| Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7697 |
0.7687 |
0.7639 |
|
| R3 |
0.7671 |
0.7661 |
0.7632 |
|
| R2 |
0.7645 |
0.7645 |
0.7629 |
|
| R1 |
0.7635 |
0.7635 |
0.7627 |
0.7640 |
| PP |
0.7620 |
0.7620 |
0.7620 |
0.7622 |
| S1 |
0.7609 |
0.7609 |
0.7622 |
0.7614 |
| S2 |
0.7594 |
0.7594 |
0.7620 |
|
| S3 |
0.7568 |
0.7583 |
0.7617 |
|
| S4 |
0.7542 |
0.7557 |
0.7610 |
|
|
| 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 |
0.7632 |
0.7495 |
0.0138 |
1.8% |
0.0055 |
0.7% |
95% |
False |
False |
72,318 |
| 10 |
0.7632 |
0.7486 |
0.0147 |
1.9% |
0.0048 |
0.6% |
95% |
False |
False |
68,771 |
| 20 |
0.7632 |
0.7336 |
0.0297 |
3.9% |
0.0049 |
0.6% |
97% |
False |
False |
71,323 |
| 40 |
0.7632 |
0.7330 |
0.0302 |
4.0% |
0.0047 |
0.6% |
98% |
False |
False |
62,542 |
| 60 |
0.7671 |
0.7330 |
0.0341 |
4.5% |
0.0045 |
0.6% |
86% |
False |
False |
41,966 |
| 80 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
68% |
False |
False |
31,518 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
57% |
False |
False |
25,225 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
57% |
False |
False |
21,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7740 |
|
2.618 |
0.7698 |
|
1.618 |
0.7672 |
|
1.000 |
0.7656 |
|
0.618 |
0.7646 |
|
HIGH |
0.7630 |
|
0.618 |
0.7620 |
|
0.500 |
0.7617 |
|
0.382 |
0.7614 |
|
LOW |
0.7604 |
|
0.618 |
0.7588 |
|
1.000 |
0.7578 |
|
1.618 |
0.7562 |
|
2.618 |
0.7536 |
|
4.250 |
0.7494 |
|
|
| Fisher Pivots for day following 31-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7611 |
| PP |
0.7620 |
0.7598 |
| S1 |
0.7617 |
0.7584 |
|