CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7577 |
0.7519 |
-0.0058 |
-0.8% |
0.7650 |
| High |
0.7577 |
0.7564 |
-0.0014 |
-0.2% |
0.7650 |
| Low |
0.7516 |
0.7508 |
-0.0008 |
-0.1% |
0.7508 |
| Close |
0.7525 |
0.7543 |
0.0018 |
0.2% |
0.7543 |
| Range |
0.0062 |
0.0056 |
-0.0006 |
-9.8% |
0.0142 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.3% |
0.0000 |
| Volume |
74,513 |
82,059 |
7,546 |
10.1% |
331,144 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7705 |
0.7679 |
0.7573 |
|
| R3 |
0.7649 |
0.7624 |
0.7558 |
|
| R2 |
0.7594 |
0.7594 |
0.7553 |
|
| R1 |
0.7568 |
0.7568 |
0.7548 |
0.7581 |
| PP |
0.7538 |
0.7538 |
0.7538 |
0.7544 |
| S1 |
0.7513 |
0.7513 |
0.7537 |
0.7525 |
| S2 |
0.7483 |
0.7483 |
0.7532 |
|
| S3 |
0.7427 |
0.7457 |
0.7527 |
|
| S4 |
0.7372 |
0.7402 |
0.7512 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7991 |
0.7908 |
0.7620 |
|
| R3 |
0.7850 |
0.7767 |
0.7581 |
|
| R2 |
0.7708 |
0.7708 |
0.7568 |
|
| R1 |
0.7625 |
0.7625 |
0.7555 |
0.7596 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7552 |
| S1 |
0.7484 |
0.7484 |
0.7530 |
0.7455 |
| S2 |
0.7425 |
0.7425 |
0.7517 |
|
| S3 |
0.7284 |
0.7342 |
0.7504 |
|
| S4 |
0.7142 |
0.7201 |
0.7465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7650 |
0.7508 |
0.0142 |
1.9% |
0.0047 |
0.6% |
24% |
False |
True |
66,228 |
| 10 |
0.7660 |
0.7508 |
0.0152 |
2.0% |
0.0048 |
0.6% |
23% |
False |
True |
71,347 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0046 |
0.6% |
33% |
False |
False |
66,539 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0045 |
0.6% |
64% |
False |
False |
70,685 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
64% |
False |
False |
49,000 |
| 80 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0044 |
0.6% |
49% |
False |
False |
36,800 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
41% |
False |
False |
29,451 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0040 |
0.5% |
41% |
False |
False |
24,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7799 |
|
2.618 |
0.7709 |
|
1.618 |
0.7653 |
|
1.000 |
0.7619 |
|
0.618 |
0.7598 |
|
HIGH |
0.7564 |
|
0.618 |
0.7542 |
|
0.500 |
0.7536 |
|
0.382 |
0.7529 |
|
LOW |
0.7508 |
|
0.618 |
0.7474 |
|
1.000 |
0.7453 |
|
1.618 |
0.7418 |
|
2.618 |
0.7363 |
|
4.250 |
0.7272 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7540 |
0.7567 |
| PP |
0.7538 |
0.7559 |
| S1 |
0.7536 |
0.7551 |
|