CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 08-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2019 |
08-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7501 |
0.7556 |
0.0055 |
0.7% |
0.7372 |
High |
0.7557 |
0.7558 |
0.0001 |
0.0% |
0.7500 |
Low |
0.7501 |
0.7536 |
0.0035 |
0.5% |
0.7347 |
Close |
0.7547 |
0.7555 |
0.0008 |
0.1% |
0.7492 |
Range |
0.0056 |
0.0022 |
-0.0035 |
-61.6% |
0.0153 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-3.5% |
0.0000 |
Volume |
41 |
37 |
-4 |
-9.8% |
437 |
|
Daily Pivots for day following 08-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7614 |
0.7606 |
0.7566 |
|
R3 |
0.7592 |
0.7584 |
0.7560 |
|
R2 |
0.7571 |
0.7571 |
0.7558 |
|
R1 |
0.7563 |
0.7563 |
0.7556 |
0.7556 |
PP |
0.7549 |
0.7549 |
0.7549 |
0.7546 |
S1 |
0.7541 |
0.7541 |
0.7553 |
0.7535 |
S2 |
0.7528 |
0.7528 |
0.7551 |
|
S3 |
0.7506 |
0.7520 |
0.7549 |
|
S4 |
0.7485 |
0.7498 |
0.7543 |
|
|
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 |
0.7558 |
0.7350 |
0.0208 |
2.7% |
0.0055 |
0.7% |
99% |
True |
False |
90 |
10 |
0.7558 |
0.7347 |
0.0211 |
2.8% |
0.0040 |
0.5% |
99% |
True |
False |
84 |
20 |
0.7558 |
0.7347 |
0.0211 |
2.8% |
0.0037 |
0.5% |
99% |
True |
False |
130 |
40 |
0.7643 |
0.7347 |
0.0296 |
3.9% |
0.0033 |
0.4% |
70% |
False |
False |
87 |
60 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0028 |
0.4% |
50% |
False |
False |
63 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0024 |
0.3% |
41% |
False |
False |
49 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0023 |
0.3% |
41% |
False |
False |
41 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0021 |
0.3% |
41% |
False |
False |
35 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7649 |
2.618 |
0.7614 |
1.618 |
0.7592 |
1.000 |
0.7579 |
0.618 |
0.7571 |
HIGH |
0.7558 |
0.618 |
0.7549 |
0.500 |
0.7547 |
0.382 |
0.7544 |
LOW |
0.7536 |
0.618 |
0.7523 |
1.000 |
0.7514 |
1.618 |
0.7501 |
2.618 |
0.7480 |
4.250 |
0.7445 |
|
|
Fisher Pivots for day following 08-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7552 |
0.7536 |
PP |
0.7549 |
0.7518 |
S1 |
0.7547 |
0.7499 |
|