CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 25-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2019 |
25-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7520 |
0.7534 |
0.0014 |
0.2% |
0.7563 |
| High |
0.7524 |
0.7589 |
0.0065 |
0.9% |
0.7589 |
| Low |
0.7504 |
0.7514 |
0.0010 |
0.1% |
0.7504 |
| Close |
0.7515 |
0.7584 |
0.0070 |
0.9% |
0.7584 |
| Range |
0.0020 |
0.0074 |
0.0055 |
272.5% |
0.0084 |
| ATR |
0.0036 |
0.0039 |
0.0003 |
7.6% |
0.0000 |
| Volume |
106 |
105 |
-1 |
-0.9% |
581 |
|
| Daily Pivots for day following 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7759 |
0.7625 |
|
| R3 |
0.7711 |
0.7685 |
0.7604 |
|
| R2 |
0.7637 |
0.7637 |
0.7598 |
|
| R1 |
0.7610 |
0.7610 |
0.7591 |
0.7624 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7569 |
| S1 |
0.7536 |
0.7536 |
0.7577 |
0.7549 |
| S2 |
0.7488 |
0.7488 |
0.7570 |
|
| S3 |
0.7413 |
0.7461 |
0.7564 |
|
| S4 |
0.7339 |
0.7387 |
0.7543 |
|
|
| Weekly Pivots for week ending 25-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7812 |
0.7783 |
0.7630 |
|
| R3 |
0.7728 |
0.7698 |
0.7607 |
|
| R2 |
0.7643 |
0.7643 |
0.7599 |
|
| R1 |
0.7614 |
0.7614 |
0.7592 |
0.7629 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7566 |
| S1 |
0.7529 |
0.7529 |
0.7576 |
0.7544 |
| S2 |
0.7474 |
0.7474 |
0.7569 |
|
| S3 |
0.7390 |
0.7445 |
0.7561 |
|
| S4 |
0.7305 |
0.7360 |
0.7538 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7589 |
0.7504 |
0.0084 |
1.1% |
0.0041 |
0.5% |
95% |
True |
False |
129 |
| 10 |
0.7609 |
0.7504 |
0.0104 |
1.4% |
0.0035 |
0.5% |
77% |
False |
False |
100 |
| 20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0039 |
0.5% |
90% |
False |
False |
92 |
| 40 |
0.7617 |
0.7347 |
0.0270 |
3.6% |
0.0035 |
0.5% |
88% |
False |
False |
110 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0031 |
0.4% |
72% |
False |
False |
78 |
| 80 |
0.7841 |
0.7347 |
0.0494 |
6.5% |
0.0028 |
0.4% |
48% |
False |
False |
63 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
46% |
False |
False |
52 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0024 |
0.3% |
46% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7905 |
|
2.618 |
0.7784 |
|
1.618 |
0.7709 |
|
1.000 |
0.7663 |
|
0.618 |
0.7635 |
|
HIGH |
0.7589 |
|
0.618 |
0.7560 |
|
0.500 |
0.7551 |
|
0.382 |
0.7542 |
|
LOW |
0.7514 |
|
0.618 |
0.7468 |
|
1.000 |
0.7440 |
|
1.618 |
0.7393 |
|
2.618 |
0.7319 |
|
4.250 |
0.7197 |
|
|
| Fisher Pivots for day following 25-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7573 |
0.7571 |
| PP |
0.7562 |
0.7559 |
| S1 |
0.7551 |
0.7546 |
|