CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 30-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2019 |
30-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7567 |
0.7569 |
0.0002 |
0.0% |
0.7563 |
| High |
0.7572 |
0.7642 |
0.0070 |
0.9% |
0.7589 |
| Low |
0.7552 |
0.7568 |
0.0016 |
0.2% |
0.7504 |
| Close |
0.7552 |
0.7642 |
0.0090 |
1.2% |
0.7584 |
| Range |
0.0020 |
0.0074 |
0.0054 |
267.5% |
0.0084 |
| ATR |
0.0038 |
0.0041 |
0.0004 |
9.8% |
0.0000 |
| Volume |
40 |
173 |
133 |
332.5% |
581 |
|
| Daily Pivots for day following 30-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7838 |
0.7813 |
0.7682 |
|
| R3 |
0.7764 |
0.7740 |
0.7662 |
|
| R2 |
0.7691 |
0.7691 |
0.7655 |
|
| R1 |
0.7666 |
0.7666 |
0.7648 |
0.7678 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7623 |
| S1 |
0.7593 |
0.7593 |
0.7635 |
0.7605 |
| S2 |
0.7543 |
0.7543 |
0.7628 |
|
| S3 |
0.7470 |
0.7519 |
0.7621 |
|
| S4 |
0.7396 |
0.7445 |
0.7601 |
|
|
| 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 |
0.7642 |
0.7504 |
0.0138 |
1.8% |
0.0046 |
0.6% |
100% |
True |
False |
103 |
| 10 |
0.7642 |
0.7504 |
0.0138 |
1.8% |
0.0040 |
0.5% |
100% |
True |
False |
110 |
| 20 |
0.7642 |
0.7350 |
0.0292 |
3.8% |
0.0041 |
0.5% |
100% |
True |
False |
97 |
| 40 |
0.7642 |
0.7347 |
0.0295 |
3.9% |
0.0037 |
0.5% |
100% |
True |
False |
114 |
| 60 |
0.7674 |
0.7347 |
0.0327 |
4.3% |
0.0033 |
0.4% |
90% |
False |
False |
83 |
| 80 |
0.7772 |
0.7347 |
0.0425 |
5.6% |
0.0029 |
0.4% |
69% |
False |
False |
66 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
58% |
False |
False |
54 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0024 |
0.3% |
58% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7954 |
|
2.618 |
0.7834 |
|
1.618 |
0.7760 |
|
1.000 |
0.7715 |
|
0.618 |
0.7687 |
|
HIGH |
0.7642 |
|
0.618 |
0.7613 |
|
0.500 |
0.7605 |
|
0.382 |
0.7596 |
|
LOW |
0.7568 |
|
0.618 |
0.7523 |
|
1.000 |
0.7494 |
|
1.618 |
0.7449 |
|
2.618 |
0.7376 |
|
4.250 |
0.7256 |
|
|
| Fisher Pivots for day following 30-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7629 |
0.7627 |
| PP |
0.7617 |
0.7612 |
| S1 |
0.7605 |
0.7597 |
|