CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 17-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2019 |
17-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7562 |
0.7562 |
0.0000 |
0.0% |
0.7501 |
High |
0.7577 |
0.7572 |
-0.0005 |
-0.1% |
0.7611 |
Low |
0.7559 |
0.7537 |
-0.0022 |
-0.3% |
0.7501 |
Close |
0.7574 |
0.7562 |
-0.0011 |
-0.2% |
0.7562 |
Range |
0.0018 |
0.0035 |
0.0017 |
91.7% |
0.0110 |
ATR |
0.0037 |
0.0037 |
0.0000 |
-0.2% |
0.0000 |
Volume |
46 |
109 |
63 |
137.0% |
382 |
|
Daily Pivots for day following 17-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7660 |
0.7646 |
0.7581 |
|
R3 |
0.7626 |
0.7611 |
0.7571 |
|
R2 |
0.7591 |
0.7591 |
0.7568 |
|
R1 |
0.7577 |
0.7577 |
0.7565 |
0.7579 |
PP |
0.7557 |
0.7557 |
0.7557 |
0.7558 |
S1 |
0.7542 |
0.7542 |
0.7559 |
0.7545 |
S2 |
0.7522 |
0.7522 |
0.7556 |
|
S3 |
0.7488 |
0.7508 |
0.7553 |
|
S4 |
0.7453 |
0.7473 |
0.7543 |
|
|
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 |
0.7609 |
0.7537 |
0.0071 |
0.9% |
0.0029 |
0.4% |
35% |
False |
True |
70 |
10 |
0.7611 |
0.7441 |
0.0170 |
2.2% |
0.0034 |
0.5% |
71% |
False |
False |
80 |
20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0036 |
0.5% |
82% |
False |
False |
94 |
40 |
0.7621 |
0.7347 |
0.0274 |
3.6% |
0.0035 |
0.5% |
78% |
False |
False |
98 |
60 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0030 |
0.4% |
57% |
False |
False |
71 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
42% |
False |
False |
55 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
42% |
False |
False |
46 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0022 |
0.3% |
42% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7718 |
2.618 |
0.7662 |
1.618 |
0.7627 |
1.000 |
0.7606 |
0.618 |
0.7593 |
HIGH |
0.7572 |
0.618 |
0.7558 |
0.500 |
0.7554 |
0.382 |
0.7550 |
LOW |
0.7537 |
0.618 |
0.7516 |
1.000 |
0.7503 |
1.618 |
0.7481 |
2.618 |
0.7447 |
4.250 |
0.7390 |
|
|
Fisher Pivots for day following 17-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7559 |
0.7562 |
PP |
0.7557 |
0.7561 |
S1 |
0.7554 |
0.7561 |
|