CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 05-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7650 |
0.7631 |
-0.0019 |
-0.2% |
0.7575 |
High |
0.7650 |
0.7640 |
-0.0009 |
-0.1% |
0.7660 |
Low |
0.7614 |
0.7610 |
-0.0004 |
-0.1% |
0.7536 |
Close |
0.7628 |
0.7616 |
-0.0013 |
-0.2% |
0.7648 |
Range |
0.0036 |
0.0030 |
-0.0005 |
-15.5% |
0.0124 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
60,187 |
48,633 |
-11,554 |
-19.2% |
382,334 |
|
Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7712 |
0.7694 |
0.7632 |
|
R3 |
0.7682 |
0.7664 |
0.7624 |
|
R2 |
0.7652 |
0.7652 |
0.7621 |
|
R1 |
0.7634 |
0.7634 |
0.7618 |
0.7628 |
PP |
0.7622 |
0.7622 |
0.7622 |
0.7619 |
S1 |
0.7604 |
0.7604 |
0.7613 |
0.7598 |
S2 |
0.7592 |
0.7592 |
0.7610 |
|
S3 |
0.7562 |
0.7574 |
0.7607 |
|
S4 |
0.7532 |
0.7544 |
0.7599 |
|
|
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 |
0.7538 |
0.0122 |
1.6% |
0.0047 |
0.6% |
64% |
False |
False |
77,667 |
10 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0046 |
0.6% |
75% |
False |
False |
67,545 |
20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0043 |
0.6% |
75% |
False |
False |
67,354 |
40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0046 |
0.6% |
87% |
False |
False |
66,925 |
60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0045 |
0.6% |
87% |
False |
False |
45,305 |
80 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0043 |
0.6% |
66% |
False |
False |
34,024 |
100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
55% |
False |
False |
27,230 |
120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
55% |
False |
False |
22,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7768 |
2.618 |
0.7719 |
1.618 |
0.7689 |
1.000 |
0.7670 |
0.618 |
0.7659 |
HIGH |
0.7640 |
0.618 |
0.7629 |
0.500 |
0.7625 |
0.382 |
0.7621 |
LOW |
0.7610 |
0.618 |
0.7591 |
1.000 |
0.7580 |
1.618 |
0.7561 |
2.618 |
0.7531 |
4.250 |
0.7482 |
|
|
Fisher Pivots for day following 05-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7625 |
0.7634 |
PP |
0.7622 |
0.7628 |
S1 |
0.7619 |
0.7622 |
|