CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 31-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2019 |
31-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7569 |
0.7635 |
0.0067 |
0.9% |
0.7563 |
High |
0.7642 |
0.7644 |
0.0002 |
0.0% |
0.7589 |
Low |
0.7568 |
0.7622 |
0.0054 |
0.7% |
0.7504 |
Close |
0.7642 |
0.7641 |
-0.0001 |
0.0% |
0.7584 |
Range |
0.0074 |
0.0021 |
-0.0052 |
-70.8% |
0.0084 |
ATR |
0.0041 |
0.0040 |
-0.0001 |
-3.4% |
0.0000 |
Volume |
173 |
360 |
187 |
108.1% |
581 |
|
Daily Pivots for day following 31-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7700 |
0.7692 |
0.7652 |
|
R3 |
0.7678 |
0.7670 |
0.7646 |
|
R2 |
0.7657 |
0.7657 |
0.7644 |
|
R1 |
0.7649 |
0.7649 |
0.7642 |
0.7653 |
PP |
0.7635 |
0.7635 |
0.7635 |
0.7637 |
S1 |
0.7627 |
0.7627 |
0.7639 |
0.7631 |
S2 |
0.7614 |
0.7614 |
0.7637 |
|
S3 |
0.7592 |
0.7606 |
0.7635 |
|
S4 |
0.7571 |
0.7584 |
0.7629 |
|
|
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 |
0.7644 |
0.7514 |
0.0129 |
1.7% |
0.0047 |
0.6% |
98% |
True |
False |
153 |
10 |
0.7644 |
0.7504 |
0.0139 |
1.8% |
0.0040 |
0.5% |
98% |
True |
False |
142 |
20 |
0.7644 |
0.7350 |
0.0294 |
3.8% |
0.0040 |
0.5% |
99% |
True |
False |
113 |
40 |
0.7644 |
0.7347 |
0.0297 |
3.9% |
0.0037 |
0.5% |
99% |
True |
False |
122 |
60 |
0.7674 |
0.7347 |
0.0327 |
4.3% |
0.0033 |
0.4% |
90% |
False |
False |
89 |
80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0029 |
0.4% |
70% |
False |
False |
70 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
58% |
False |
False |
58 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0024 |
0.3% |
58% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7735 |
2.618 |
0.7700 |
1.618 |
0.7678 |
1.000 |
0.7665 |
0.618 |
0.7657 |
HIGH |
0.7644 |
0.618 |
0.7635 |
0.500 |
0.7633 |
0.382 |
0.7630 |
LOW |
0.7622 |
0.618 |
0.7609 |
1.000 |
0.7601 |
1.618 |
0.7587 |
2.618 |
0.7566 |
4.250 |
0.7531 |
|
|
Fisher Pivots for day following 31-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7638 |
0.7626 |
PP |
0.7635 |
0.7612 |
S1 |
0.7633 |
0.7598 |
|