CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 04-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2019 |
04-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7626 |
0.7650 |
0.0024 |
0.3% |
0.7575 |
| High |
0.7660 |
0.7650 |
-0.0010 |
-0.1% |
0.7660 |
| Low |
0.7609 |
0.7614 |
0.0006 |
0.1% |
0.7536 |
| Close |
0.7648 |
0.7628 |
-0.0020 |
-0.3% |
0.7648 |
| Range |
0.0051 |
0.0036 |
-0.0016 |
-30.4% |
0.0124 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
91,801 |
60,187 |
-31,614 |
-34.4% |
382,334 |
|
| Daily Pivots for day following 04-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7737 |
0.7718 |
0.7648 |
|
| R3 |
0.7702 |
0.7683 |
0.7638 |
|
| R2 |
0.7666 |
0.7666 |
0.7635 |
|
| R1 |
0.7647 |
0.7647 |
0.7631 |
0.7639 |
| PP |
0.7631 |
0.7631 |
0.7631 |
0.7626 |
| S1 |
0.7612 |
0.7612 |
0.7625 |
0.7603 |
| S2 |
0.7595 |
0.7595 |
0.7621 |
|
| S3 |
0.7560 |
0.7576 |
0.7618 |
|
| S4 |
0.7524 |
0.7541 |
0.7608 |
|
|
| 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% |
0.0046 |
0.6% |
74% |
False |
False |
77,768 |
| 10 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0049 |
0.6% |
82% |
False |
False |
70,524 |
| 20 |
0.7660 |
0.7484 |
0.0176 |
2.3% |
0.0044 |
0.6% |
82% |
False |
False |
68,495 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0046 |
0.6% |
90% |
False |
False |
65,881 |
| 60 |
0.7671 |
0.7330 |
0.0341 |
4.5% |
0.0046 |
0.6% |
88% |
False |
False |
44,496 |
| 80 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
69% |
False |
False |
33,417 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
58% |
False |
False |
26,744 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0039 |
0.5% |
58% |
False |
False |
22,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7800 |
|
2.618 |
0.7742 |
|
1.618 |
0.7707 |
|
1.000 |
0.7685 |
|
0.618 |
0.7671 |
|
HIGH |
0.7650 |
|
0.618 |
0.7636 |
|
0.500 |
0.7632 |
|
0.382 |
0.7628 |
|
LOW |
0.7614 |
|
0.618 |
0.7592 |
|
1.000 |
0.7579 |
|
1.618 |
0.7557 |
|
2.618 |
0.7521 |
|
4.250 |
0.7463 |
|
|
| Fisher Pivots for day following 04-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7632 |
0.7632 |
| PP |
0.7631 |
0.7631 |
| S1 |
0.7629 |
0.7629 |
|