CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 01-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7613 |
0.7626 |
0.0013 |
0.2% |
0.7575 |
| High |
0.7630 |
0.7660 |
0.0030 |
0.4% |
0.7660 |
| Low |
0.7604 |
0.7609 |
0.0004 |
0.1% |
0.7536 |
| Close |
0.7625 |
0.7648 |
0.0024 |
0.3% |
0.7648 |
| Range |
0.0026 |
0.0051 |
0.0025 |
96.2% |
0.0124 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.6% |
0.0000 |
| Volume |
98,642 |
91,801 |
-6,841 |
-6.9% |
382,334 |
|
| Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7792 |
0.7771 |
0.7676 |
|
| R3 |
0.7741 |
0.7720 |
0.7662 |
|
| R2 |
0.7690 |
0.7690 |
0.7657 |
|
| R1 |
0.7669 |
0.7669 |
0.7653 |
0.7679 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7644 |
| S1 |
0.7618 |
0.7618 |
0.7643 |
0.7628 |
| S2 |
0.7588 |
0.7588 |
0.7639 |
|
| S3 |
0.7537 |
0.7567 |
0.7634 |
|
| S4 |
0.7486 |
0.7516 |
0.7620 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7986 |
0.7941 |
0.7716 |
|
| R3 |
0.7862 |
0.7817 |
0.7682 |
|
| R2 |
0.7738 |
0.7738 |
0.7671 |
|
| R1 |
0.7693 |
0.7693 |
0.7659 |
0.7716 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7626 |
| S1 |
0.7569 |
0.7569 |
0.7637 |
0.7592 |
| S2 |
0.7490 |
0.7490 |
0.7625 |
|
| S3 |
0.7366 |
0.7445 |
0.7614 |
|
| S4 |
0.7242 |
0.7321 |
0.7580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7660 |
0.7536 |
0.0124 |
1.6% |
0.0049 |
0.6% |
91% |
True |
False |
76,466 |
| 10 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0049 |
0.6% |
93% |
True |
False |
70,544 |
| 20 |
0.7660 |
0.7425 |
0.0235 |
3.1% |
0.0046 |
0.6% |
95% |
True |
False |
70,233 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
97% |
True |
False |
64,716 |
| 60 |
0.7671 |
0.7330 |
0.0341 |
4.5% |
0.0046 |
0.6% |
93% |
False |
False |
43,494 |
| 80 |
0.7761 |
0.7330 |
0.0431 |
5.6% |
0.0044 |
0.6% |
74% |
False |
False |
32,665 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.7% |
0.0042 |
0.5% |
62% |
False |
False |
26,143 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.7% |
0.0039 |
0.5% |
62% |
False |
False |
21,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7876 |
|
2.618 |
0.7793 |
|
1.618 |
0.7742 |
|
1.000 |
0.7711 |
|
0.618 |
0.7691 |
|
HIGH |
0.7660 |
|
0.618 |
0.7640 |
|
0.500 |
0.7634 |
|
0.382 |
0.7628 |
|
LOW |
0.7609 |
|
0.618 |
0.7577 |
|
1.000 |
0.7558 |
|
1.618 |
0.7526 |
|
2.618 |
0.7475 |
|
4.250 |
0.7392 |
|
|
| Fisher Pivots for day following 01-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7643 |
0.7632 |
| PP |
0.7639 |
0.7615 |
| S1 |
0.7634 |
0.7599 |
|