CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 07-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2019 |
07-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7446 |
0.7501 |
0.0055 |
0.7% |
0.7372 |
High |
0.7500 |
0.7557 |
0.0057 |
0.8% |
0.7500 |
Low |
0.7441 |
0.7501 |
0.0060 |
0.8% |
0.7347 |
Close |
0.7492 |
0.7547 |
0.0055 |
0.7% |
0.7492 |
Range |
0.0059 |
0.0056 |
-0.0003 |
-5.1% |
0.0153 |
ATR |
0.0040 |
0.0042 |
0.0002 |
4.3% |
0.0000 |
Volume |
173 |
41 |
-132 |
-76.3% |
437 |
|
Daily Pivots for day following 07-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7681 |
0.7577 |
|
R3 |
0.7647 |
0.7625 |
0.7562 |
|
R2 |
0.7591 |
0.7591 |
0.7557 |
|
R1 |
0.7569 |
0.7569 |
0.7552 |
0.7580 |
PP |
0.7535 |
0.7535 |
0.7535 |
0.7540 |
S1 |
0.7513 |
0.7513 |
0.7541 |
0.7524 |
S2 |
0.7479 |
0.7479 |
0.7536 |
|
S3 |
0.7423 |
0.7457 |
0.7531 |
|
S4 |
0.7367 |
0.7401 |
0.7516 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7905 |
0.7852 |
0.7576 |
|
R3 |
0.7752 |
0.7699 |
0.7534 |
|
R2 |
0.7599 |
0.7599 |
0.7520 |
|
R1 |
0.7546 |
0.7546 |
0.7506 |
0.7573 |
PP |
0.7446 |
0.7446 |
0.7446 |
0.7460 |
S1 |
0.7393 |
0.7393 |
0.7478 |
0.7420 |
S2 |
0.7293 |
0.7293 |
0.7464 |
|
S3 |
0.7140 |
0.7240 |
0.7450 |
|
S4 |
0.6987 |
0.7087 |
0.7408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7557 |
0.7347 |
0.0210 |
2.8% |
0.0055 |
0.7% |
95% |
True |
False |
95 |
10 |
0.7557 |
0.7347 |
0.0210 |
2.8% |
0.0043 |
0.6% |
95% |
True |
False |
96 |
20 |
0.7566 |
0.7347 |
0.0219 |
2.9% |
0.0039 |
0.5% |
91% |
False |
False |
134 |
40 |
0.7662 |
0.7347 |
0.0315 |
4.2% |
0.0034 |
0.4% |
63% |
False |
False |
86 |
60 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0028 |
0.4% |
48% |
False |
False |
62 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0024 |
0.3% |
39% |
False |
False |
48 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0023 |
0.3% |
39% |
False |
False |
41 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0021 |
0.3% |
39% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7795 |
2.618 |
0.7704 |
1.618 |
0.7648 |
1.000 |
0.7613 |
0.618 |
0.7592 |
HIGH |
0.7557 |
0.618 |
0.7536 |
0.500 |
0.7529 |
0.382 |
0.7522 |
LOW |
0.7501 |
0.618 |
0.7466 |
1.000 |
0.7445 |
1.618 |
0.7410 |
2.618 |
0.7354 |
4.250 |
0.7263 |
|
|
Fisher Pivots for day following 07-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7541 |
0.7516 |
PP |
0.7535 |
0.7485 |
S1 |
0.7529 |
0.7454 |
|