CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 03-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2019 |
03-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7353 |
0.7350 |
-0.0003 |
0.0% |
0.7382 |
High |
0.7390 |
0.7446 |
0.0056 |
0.8% |
0.7394 |
Low |
0.7350 |
0.7350 |
0.0000 |
0.0% |
0.7348 |
Close |
0.7386 |
0.7446 |
0.0060 |
0.8% |
0.7358 |
Range |
0.0040 |
0.0096 |
0.0056 |
140.0% |
0.0046 |
ATR |
0.0035 |
0.0039 |
0.0004 |
12.7% |
0.0000 |
Volume |
51 |
148 |
97 |
190.2% |
327 |
|
Daily Pivots for day following 03-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7702 |
0.7670 |
0.7498 |
|
R3 |
0.7606 |
0.7574 |
0.7472 |
|
R2 |
0.7510 |
0.7510 |
0.7463 |
|
R1 |
0.7478 |
0.7478 |
0.7454 |
0.7494 |
PP |
0.7414 |
0.7414 |
0.7414 |
0.7422 |
S1 |
0.7382 |
0.7382 |
0.7437 |
0.7398 |
S2 |
0.7318 |
0.7318 |
0.7428 |
|
S3 |
0.7222 |
0.7286 |
0.7419 |
|
S4 |
0.7126 |
0.7190 |
0.7393 |
|
|
Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7505 |
0.7477 |
0.7383 |
|
R3 |
0.7459 |
0.7431 |
0.7370 |
|
R2 |
0.7413 |
0.7413 |
0.7366 |
|
R1 |
0.7385 |
0.7385 |
0.7362 |
0.7376 |
PP |
0.7367 |
0.7367 |
0.7367 |
0.7362 |
S1 |
0.7339 |
0.7339 |
0.7353 |
0.7330 |
S2 |
0.7320 |
0.7320 |
0.7349 |
|
S3 |
0.7274 |
0.7293 |
0.7345 |
|
S4 |
0.7228 |
0.7247 |
0.7332 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7446 |
0.7347 |
0.0099 |
1.3% |
0.0045 |
0.6% |
99% |
True |
False |
81 |
10 |
0.7475 |
0.7347 |
0.0128 |
1.7% |
0.0039 |
0.5% |
77% |
False |
False |
109 |
20 |
0.7566 |
0.7347 |
0.0219 |
2.9% |
0.0038 |
0.5% |
45% |
False |
False |
138 |
40 |
0.7674 |
0.7347 |
0.0327 |
4.4% |
0.0032 |
0.4% |
30% |
False |
False |
81 |
60 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0027 |
0.4% |
24% |
False |
False |
59 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0024 |
0.3% |
19% |
False |
False |
46 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0022 |
0.3% |
19% |
False |
False |
39 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0020 |
0.3% |
19% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7854 |
2.618 |
0.7697 |
1.618 |
0.7601 |
1.000 |
0.7542 |
0.618 |
0.7505 |
HIGH |
0.7446 |
0.618 |
0.7409 |
0.500 |
0.7398 |
0.382 |
0.7387 |
LOW |
0.7350 |
0.618 |
0.7291 |
1.000 |
0.7254 |
1.618 |
0.7195 |
2.618 |
0.7099 |
4.250 |
0.6942 |
|
|
Fisher Pivots for day following 03-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7430 |
0.7429 |
PP |
0.7414 |
0.7413 |
S1 |
0.7398 |
0.7397 |
|