CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 24-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2019 |
24-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7512 |
0.7520 |
0.0008 |
0.1% |
0.7561 |
| High |
0.7536 |
0.7524 |
-0.0012 |
-0.2% |
0.7585 |
| Low |
0.7505 |
0.7504 |
-0.0001 |
0.0% |
0.7537 |
| Close |
0.7517 |
0.7515 |
-0.0002 |
0.0% |
0.7561 |
| Range |
0.0031 |
0.0020 |
-0.0011 |
-35.5% |
0.0047 |
| ATR |
0.0037 |
0.0036 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
98 |
106 |
8 |
8.2% |
313 |
|
| Daily Pivots for day following 24-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7574 |
0.7564 |
0.7526 |
|
| R3 |
0.7554 |
0.7544 |
0.7520 |
|
| R2 |
0.7534 |
0.7534 |
0.7518 |
|
| R1 |
0.7524 |
0.7524 |
0.7516 |
0.7519 |
| PP |
0.7514 |
0.7514 |
0.7514 |
0.7512 |
| S1 |
0.7504 |
0.7504 |
0.7513 |
0.7499 |
| S2 |
0.7494 |
0.7494 |
0.7511 |
|
| S3 |
0.7474 |
0.7484 |
0.7509 |
|
| S4 |
0.7454 |
0.7464 |
0.7504 |
|
|
| 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 |
0.7580 |
0.7504 |
0.0076 |
1.0% |
0.0033 |
0.4% |
14% |
False |
True |
130 |
| 10 |
0.7609 |
0.7504 |
0.0104 |
1.4% |
0.0030 |
0.4% |
10% |
False |
True |
91 |
| 20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0036 |
0.5% |
64% |
False |
False |
92 |
| 40 |
0.7617 |
0.7347 |
0.0270 |
3.6% |
0.0034 |
0.5% |
62% |
False |
False |
107 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0030 |
0.4% |
51% |
False |
False |
77 |
| 80 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0027 |
0.4% |
33% |
False |
False |
62 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0025 |
0.3% |
33% |
False |
False |
51 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0023 |
0.3% |
33% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7609 |
|
2.618 |
0.7576 |
|
1.618 |
0.7556 |
|
1.000 |
0.7544 |
|
0.618 |
0.7536 |
|
HIGH |
0.7524 |
|
0.618 |
0.7516 |
|
0.500 |
0.7514 |
|
0.382 |
0.7512 |
|
LOW |
0.7504 |
|
0.618 |
0.7492 |
|
1.000 |
0.7484 |
|
1.618 |
0.7472 |
|
2.618 |
0.7452 |
|
4.250 |
0.7419 |
|
|
| Fisher Pivots for day following 24-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7514 |
0.7534 |
| PP |
0.7514 |
0.7527 |
| S1 |
0.7514 |
0.7521 |
|