CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 18-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2019 |
18-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7562 |
0.7556 |
-0.0006 |
-0.1% |
0.7561 |
| High |
0.7572 |
0.7580 |
0.0008 |
0.1% |
0.7585 |
| Low |
0.7537 |
0.7547 |
0.0010 |
0.1% |
0.7537 |
| Close |
0.7562 |
0.7561 |
-0.0002 |
0.0% |
0.7561 |
| Range |
0.0035 |
0.0033 |
-0.0002 |
-4.4% |
0.0047 |
| ATR |
0.0037 |
0.0037 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
109 |
68 |
-41 |
-37.6% |
313 |
|
| Daily Pivots for day following 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7661 |
0.7644 |
0.7579 |
|
| R3 |
0.7628 |
0.7611 |
0.7570 |
|
| R2 |
0.7595 |
0.7595 |
0.7567 |
|
| R1 |
0.7578 |
0.7578 |
0.7564 |
0.7587 |
| PP |
0.7563 |
0.7563 |
0.7563 |
0.7567 |
| S1 |
0.7545 |
0.7545 |
0.7557 |
0.7554 |
| S2 |
0.7530 |
0.7530 |
0.7554 |
|
| S3 |
0.7497 |
0.7512 |
0.7551 |
|
| S4 |
0.7464 |
0.7479 |
0.7542 |
|
|
| Weekly Pivots for week ending 18-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7703 |
0.7679 |
0.7587 |
|
| R3 |
0.7656 |
0.7632 |
0.7574 |
|
| R2 |
0.7608 |
0.7608 |
0.7569 |
|
| R1 |
0.7584 |
0.7584 |
0.7565 |
0.7573 |
| PP |
0.7561 |
0.7561 |
0.7561 |
0.7555 |
| S1 |
0.7537 |
0.7537 |
0.7556 |
0.7525 |
| S2 |
0.7513 |
0.7513 |
0.7552 |
|
| S3 |
0.7466 |
0.7489 |
0.7547 |
|
| S4 |
0.7418 |
0.7442 |
0.7534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7585 |
0.7537 |
0.0047 |
0.6% |
0.0026 |
0.3% |
49% |
False |
False |
62 |
| 10 |
0.7611 |
0.7501 |
0.0110 |
1.4% |
0.0032 |
0.4% |
54% |
False |
False |
69 |
| 20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0036 |
0.5% |
81% |
False |
False |
90 |
| 40 |
0.7617 |
0.7347 |
0.0270 |
3.6% |
0.0034 |
0.4% |
79% |
False |
False |
98 |
| 60 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0030 |
0.4% |
56% |
False |
False |
71 |
| 80 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0027 |
0.4% |
42% |
False |
False |
56 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
42% |
False |
False |
47 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0023 |
0.3% |
42% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7720 |
|
2.618 |
0.7666 |
|
1.618 |
0.7633 |
|
1.000 |
0.7613 |
|
0.618 |
0.7600 |
|
HIGH |
0.7580 |
|
0.618 |
0.7567 |
|
0.500 |
0.7564 |
|
0.382 |
0.7560 |
|
LOW |
0.7547 |
|
0.618 |
0.7527 |
|
1.000 |
0.7514 |
|
1.618 |
0.7494 |
|
2.618 |
0.7461 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 18-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7564 |
0.7560 |
| PP |
0.7563 |
0.7559 |
| S1 |
0.7562 |
0.7559 |
|