CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 10-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7575 |
0.7585 |
0.0010 |
0.1% |
0.7372 |
High |
0.7611 |
0.7595 |
-0.0016 |
-0.2% |
0.7500 |
Low |
0.7575 |
0.7572 |
-0.0003 |
0.0% |
0.7347 |
Close |
0.7591 |
0.7586 |
-0.0005 |
-0.1% |
0.7492 |
Range |
0.0036 |
0.0023 |
-0.0013 |
-36.1% |
0.0153 |
ATR |
0.0042 |
0.0040 |
-0.0001 |
-3.2% |
0.0000 |
Volume |
178 |
20 |
-158 |
-88.8% |
437 |
|
Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7653 |
0.7643 |
0.7599 |
|
R3 |
0.7630 |
0.7620 |
0.7592 |
|
R2 |
0.7607 |
0.7607 |
0.7590 |
|
R1 |
0.7597 |
0.7597 |
0.7588 |
0.7602 |
PP |
0.7584 |
0.7584 |
0.7584 |
0.7587 |
S1 |
0.7574 |
0.7574 |
0.7584 |
0.7579 |
S2 |
0.7561 |
0.7561 |
0.7582 |
|
S3 |
0.7538 |
0.7551 |
0.7580 |
|
S4 |
0.7515 |
0.7528 |
0.7573 |
|
|
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 |
0.7441 |
0.0170 |
2.2% |
0.0039 |
0.5% |
86% |
False |
False |
89 |
10 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0042 |
0.6% |
91% |
False |
False |
85 |
20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0035 |
0.5% |
91% |
False |
False |
109 |
40 |
0.7643 |
0.7347 |
0.0296 |
3.9% |
0.0034 |
0.4% |
81% |
False |
False |
90 |
60 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0028 |
0.4% |
57% |
False |
False |
66 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
47% |
False |
False |
51 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0023 |
0.3% |
47% |
False |
False |
43 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0021 |
0.3% |
47% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7692 |
2.618 |
0.7655 |
1.618 |
0.7632 |
1.000 |
0.7618 |
0.618 |
0.7609 |
HIGH |
0.7595 |
0.618 |
0.7586 |
0.500 |
0.7583 |
0.382 |
0.7580 |
LOW |
0.7572 |
0.618 |
0.7557 |
1.000 |
0.7549 |
1.618 |
0.7534 |
2.618 |
0.7511 |
4.250 |
0.7474 |
|
|
Fisher Pivots for day following 10-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7585 |
0.7582 |
PP |
0.7584 |
0.7578 |
S1 |
0.7583 |
0.7573 |
|