CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 29-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2019 |
29-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7567 |
-0.0029 |
-0.4% |
0.7563 |
| High |
0.7598 |
0.7572 |
-0.0026 |
-0.3% |
0.7589 |
| Low |
0.7555 |
0.7552 |
-0.0003 |
0.0% |
0.7504 |
| Close |
0.7568 |
0.7552 |
-0.0016 |
-0.2% |
0.7584 |
| Range |
0.0043 |
0.0020 |
-0.0023 |
-53.5% |
0.0084 |
| ATR |
0.0039 |
0.0038 |
-0.0001 |
-3.5% |
0.0000 |
| Volume |
91 |
40 |
-51 |
-56.0% |
581 |
|
| Daily Pivots for day following 29-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7619 |
0.7605 |
0.7563 |
|
| R3 |
0.7599 |
0.7585 |
0.7558 |
|
| R2 |
0.7579 |
0.7579 |
0.7556 |
|
| R1 |
0.7565 |
0.7565 |
0.7554 |
0.7562 |
| PP |
0.7559 |
0.7559 |
0.7559 |
0.7557 |
| S1 |
0.7545 |
0.7545 |
0.7550 |
0.7542 |
| S2 |
0.7539 |
0.7539 |
0.7548 |
|
| S3 |
0.7519 |
0.7525 |
0.7546 |
|
| S4 |
0.7499 |
0.7505 |
0.7541 |
|
|
| 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% |
0.0038 |
0.5% |
51% |
False |
False |
88 |
| 10 |
0.7598 |
0.7504 |
0.0094 |
1.2% |
0.0035 |
0.5% |
51% |
False |
False |
96 |
| 20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0039 |
0.5% |
78% |
False |
False |
92 |
| 40 |
0.7617 |
0.7347 |
0.0270 |
3.6% |
0.0036 |
0.5% |
76% |
False |
False |
110 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0032 |
0.4% |
63% |
False |
False |
80 |
| 80 |
0.7775 |
0.7347 |
0.0428 |
5.7% |
0.0028 |
0.4% |
48% |
False |
False |
64 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0026 |
0.3% |
40% |
False |
False |
53 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0024 |
0.3% |
40% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7657 |
|
2.618 |
0.7624 |
|
1.618 |
0.7604 |
|
1.000 |
0.7592 |
|
0.618 |
0.7584 |
|
HIGH |
0.7572 |
|
0.618 |
0.7564 |
|
0.500 |
0.7562 |
|
0.382 |
0.7560 |
|
LOW |
0.7552 |
|
0.618 |
0.7540 |
|
1.000 |
0.7532 |
|
1.618 |
0.7520 |
|
2.618 |
0.7500 |
|
4.250 |
0.7467 |
|
|
| Fisher Pivots for day following 29-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7562 |
0.7556 |
| PP |
0.7559 |
0.7555 |
| S1 |
0.7555 |
0.7553 |
|