CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 15-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2019 |
15-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7561 |
0.7566 |
0.0005 |
0.1% |
0.7501 |
High |
0.7566 |
0.7585 |
0.0019 |
0.3% |
0.7611 |
Low |
0.7553 |
0.7554 |
0.0001 |
0.0% |
0.7501 |
Close |
0.7564 |
0.7556 |
-0.0008 |
-0.1% |
0.7562 |
Range |
0.0013 |
0.0031 |
0.0018 |
138.5% |
0.0110 |
ATR |
0.0039 |
0.0039 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
58 |
32 |
-26 |
-44.8% |
382 |
|
Daily Pivots for day following 15-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7658 |
0.7638 |
0.7573 |
|
R3 |
0.7627 |
0.7607 |
0.7564 |
|
R2 |
0.7596 |
0.7596 |
0.7561 |
|
R1 |
0.7576 |
0.7576 |
0.7558 |
0.7570 |
PP |
0.7565 |
0.7565 |
0.7565 |
0.7562 |
S1 |
0.7545 |
0.7545 |
0.7553 |
0.7539 |
S2 |
0.7534 |
0.7534 |
0.7550 |
|
S3 |
0.7503 |
0.7514 |
0.7547 |
|
S4 |
0.7472 |
0.7483 |
0.7538 |
|
|
Weekly Pivots for week ending 11-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7886 |
0.7834 |
0.7622 |
|
R3 |
0.7777 |
0.7724 |
0.7592 |
|
R2 |
0.7667 |
0.7667 |
0.7582 |
|
R1 |
0.7615 |
0.7615 |
0.7572 |
0.7641 |
PP |
0.7558 |
0.7558 |
0.7558 |
0.7571 |
S1 |
0.7505 |
0.7505 |
0.7552 |
0.7532 |
S2 |
0.7448 |
0.7448 |
0.7542 |
|
S3 |
0.7339 |
0.7396 |
0.7532 |
|
S4 |
0.7229 |
0.7286 |
0.7502 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7611 |
0.7553 |
0.0058 |
0.8% |
0.0031 |
0.4% |
5% |
False |
False |
78 |
10 |
0.7611 |
0.7350 |
0.0261 |
3.4% |
0.0043 |
0.6% |
79% |
False |
False |
84 |
20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0037 |
0.5% |
79% |
False |
False |
94 |
40 |
0.7643 |
0.7347 |
0.0296 |
3.9% |
0.0034 |
0.5% |
70% |
False |
False |
94 |
60 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0029 |
0.4% |
55% |
False |
False |
69 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0026 |
0.3% |
41% |
False |
False |
54 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0024 |
0.3% |
41% |
False |
False |
45 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0022 |
0.3% |
41% |
False |
False |
38 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7716 |
2.618 |
0.7666 |
1.618 |
0.7635 |
1.000 |
0.7616 |
0.618 |
0.7604 |
HIGH |
0.7585 |
0.618 |
0.7573 |
0.500 |
0.7569 |
0.382 |
0.7565 |
LOW |
0.7554 |
0.618 |
0.7534 |
1.000 |
0.7523 |
1.618 |
0.7503 |
2.618 |
0.7472 |
4.250 |
0.7422 |
|
|
Fisher Pivots for day following 15-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7569 |
0.7581 |
PP |
0.7565 |
0.7572 |
S1 |
0.7560 |
0.7564 |
|