CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 09-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2019 |
09-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7556 |
0.7575 |
0.0019 |
0.3% |
0.7372 |
| High |
0.7558 |
0.7611 |
0.0053 |
0.7% |
0.7500 |
| Low |
0.7536 |
0.7575 |
0.0039 |
0.5% |
0.7347 |
| Close |
0.7555 |
0.7591 |
0.0036 |
0.5% |
0.7492 |
| Range |
0.0022 |
0.0036 |
0.0014 |
67.4% |
0.0153 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.7% |
0.0000 |
| Volume |
37 |
178 |
141 |
381.1% |
437 |
|
| Daily Pivots for day following 09-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7700 |
0.7681 |
0.7610 |
|
| R3 |
0.7664 |
0.7645 |
0.7600 |
|
| R2 |
0.7628 |
0.7628 |
0.7597 |
|
| R1 |
0.7609 |
0.7609 |
0.7594 |
0.7619 |
| PP |
0.7592 |
0.7592 |
0.7592 |
0.7597 |
| S1 |
0.7573 |
0.7573 |
0.7587 |
0.7583 |
| S2 |
0.7556 |
0.7556 |
0.7584 |
|
| S3 |
0.7520 |
0.7537 |
0.7581 |
|
| S4 |
0.7484 |
0.7501 |
0.7571 |
|
|
| 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 |
0.7611 |
0.7350 |
0.0261 |
3.4% |
0.0054 |
0.7% |
92% |
True |
False |
115 |
| 10 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0041 |
0.5% |
92% |
True |
False |
94 |
| 20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0035 |
0.5% |
92% |
True |
False |
122 |
| 40 |
0.7643 |
0.7347 |
0.0296 |
3.9% |
0.0034 |
0.4% |
82% |
False |
False |
90 |
| 60 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0028 |
0.4% |
58% |
False |
False |
66 |
| 80 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0024 |
0.3% |
48% |
False |
False |
51 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0023 |
0.3% |
48% |
False |
False |
43 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0021 |
0.3% |
48% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7764 |
|
2.618 |
0.7705 |
|
1.618 |
0.7669 |
|
1.000 |
0.7647 |
|
0.618 |
0.7633 |
|
HIGH |
0.7611 |
|
0.618 |
0.7597 |
|
0.500 |
0.7593 |
|
0.382 |
0.7588 |
|
LOW |
0.7575 |
|
0.618 |
0.7552 |
|
1.000 |
0.7539 |
|
1.618 |
0.7516 |
|
2.618 |
0.7480 |
|
4.250 |
0.7422 |
|
|
| Fisher Pivots for day following 09-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7579 |
| PP |
0.7592 |
0.7567 |
| S1 |
0.7591 |
0.7556 |
|