CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 28-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2019 |
28-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7534 |
0.7595 |
0.0061 |
0.8% |
0.7563 |
High |
0.7589 |
0.7598 |
0.0010 |
0.1% |
0.7589 |
Low |
0.7514 |
0.7555 |
0.0041 |
0.5% |
0.7504 |
Close |
0.7584 |
0.7568 |
-0.0016 |
-0.2% |
0.7584 |
Range |
0.0074 |
0.0043 |
-0.0031 |
-42.3% |
0.0084 |
ATR |
0.0039 |
0.0039 |
0.0000 |
0.8% |
0.0000 |
Volume |
105 |
91 |
-14 |
-13.3% |
581 |
|
Daily Pivots for day following 28-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7703 |
0.7678 |
0.7592 |
|
R3 |
0.7660 |
0.7635 |
0.7580 |
|
R2 |
0.7617 |
0.7617 |
0.7576 |
|
R1 |
0.7592 |
0.7592 |
0.7572 |
0.7583 |
PP |
0.7574 |
0.7574 |
0.7574 |
0.7569 |
S1 |
0.7549 |
0.7549 |
0.7564 |
0.7540 |
S2 |
0.7531 |
0.7531 |
0.7560 |
|
S3 |
0.7488 |
0.7506 |
0.7556 |
|
S4 |
0.7445 |
0.7463 |
0.7544 |
|
|
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 |
0.7598 |
0.7504 |
0.0094 |
1.2% |
0.0043 |
0.6% |
68% |
True |
False |
134 |
10 |
0.7598 |
0.7504 |
0.0094 |
1.2% |
0.0035 |
0.5% |
68% |
True |
False |
98 |
20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0039 |
0.5% |
84% |
False |
False |
92 |
40 |
0.7617 |
0.7347 |
0.0270 |
3.6% |
0.0035 |
0.5% |
82% |
False |
False |
109 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0032 |
0.4% |
67% |
False |
False |
80 |
80 |
0.7841 |
0.7347 |
0.0494 |
6.5% |
0.0028 |
0.4% |
45% |
False |
False |
64 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
43% |
False |
False |
53 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0024 |
0.3% |
43% |
False |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7781 |
2.618 |
0.7711 |
1.618 |
0.7668 |
1.000 |
0.7641 |
0.618 |
0.7625 |
HIGH |
0.7598 |
0.618 |
0.7582 |
0.500 |
0.7577 |
0.382 |
0.7571 |
LOW |
0.7555 |
0.618 |
0.7528 |
1.000 |
0.7512 |
1.618 |
0.7485 |
2.618 |
0.7442 |
4.250 |
0.7372 |
|
|
Fisher Pivots for day following 28-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7577 |
0.7562 |
PP |
0.7574 |
0.7557 |
S1 |
0.7571 |
0.7551 |
|