CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7631 |
0.7626 |
-0.0005 |
-0.1% |
0.7575 |
| High |
0.7640 |
0.7626 |
-0.0014 |
-0.2% |
0.7660 |
| Low |
0.7610 |
0.7574 |
-0.0037 |
-0.5% |
0.7536 |
| Close |
0.7616 |
0.7581 |
-0.0035 |
-0.5% |
0.7648 |
| Range |
0.0030 |
0.0053 |
0.0022 |
75.0% |
0.0124 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.1% |
0.0000 |
| Volume |
48,633 |
65,752 |
17,119 |
35.2% |
382,334 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7751 |
0.7719 |
0.7610 |
|
| R3 |
0.7699 |
0.7666 |
0.7595 |
|
| R2 |
0.7646 |
0.7646 |
0.7591 |
|
| R1 |
0.7614 |
0.7614 |
0.7586 |
0.7604 |
| PP |
0.7594 |
0.7594 |
0.7594 |
0.7589 |
| S1 |
0.7561 |
0.7561 |
0.7576 |
0.7551 |
| S2 |
0.7541 |
0.7541 |
0.7571 |
|
| S3 |
0.7489 |
0.7509 |
0.7567 |
|
| S4 |
0.7436 |
0.7456 |
0.7552 |
|
|
| 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 |
0.7574 |
0.0086 |
1.1% |
0.0039 |
0.5% |
9% |
False |
True |
73,003 |
| 10 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0047 |
0.6% |
55% |
False |
False |
68,276 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0044 |
0.6% |
55% |
False |
False |
67,131 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0045 |
0.6% |
76% |
False |
False |
68,470 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0045 |
0.6% |
76% |
False |
False |
46,398 |
| 80 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
58% |
False |
False |
34,845 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
49% |
False |
False |
27,887 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
49% |
False |
False |
23,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7849 |
|
2.618 |
0.7763 |
|
1.618 |
0.7711 |
|
1.000 |
0.7679 |
|
0.618 |
0.7658 |
|
HIGH |
0.7626 |
|
0.618 |
0.7606 |
|
0.500 |
0.7600 |
|
0.382 |
0.7594 |
|
LOW |
0.7574 |
|
0.618 |
0.7541 |
|
1.000 |
0.7521 |
|
1.618 |
0.7489 |
|
2.618 |
0.7436 |
|
4.250 |
0.7350 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7600 |
0.7612 |
| PP |
0.7594 |
0.7601 |
| S1 |
0.7587 |
0.7591 |
|