CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 01-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2019 |
01-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7635 |
0.7629 |
-0.0006 |
-0.1% |
0.7595 |
High |
0.7644 |
0.7675 |
0.0032 |
0.4% |
0.7675 |
Low |
0.7622 |
0.7629 |
0.0007 |
0.1% |
0.7552 |
Close |
0.7641 |
0.7664 |
0.0024 |
0.3% |
0.7664 |
Range |
0.0021 |
0.0046 |
0.0025 |
114.0% |
0.0123 |
ATR |
0.0040 |
0.0040 |
0.0000 |
1.1% |
0.0000 |
Volume |
360 |
93 |
-267 |
-74.2% |
757 |
|
Daily Pivots for day following 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7794 |
0.7775 |
0.7689 |
|
R3 |
0.7748 |
0.7729 |
0.7677 |
|
R2 |
0.7702 |
0.7702 |
0.7672 |
|
R1 |
0.7683 |
0.7683 |
0.7668 |
0.7692 |
PP |
0.7656 |
0.7656 |
0.7656 |
0.7661 |
S1 |
0.7637 |
0.7637 |
0.7660 |
0.7647 |
S2 |
0.7610 |
0.7610 |
0.7656 |
|
S3 |
0.7564 |
0.7591 |
0.7651 |
|
S4 |
0.7518 |
0.7545 |
0.7639 |
|
|
Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7999 |
0.7955 |
0.7732 |
|
R3 |
0.7876 |
0.7832 |
0.7698 |
|
R2 |
0.7753 |
0.7753 |
0.7687 |
|
R1 |
0.7709 |
0.7709 |
0.7675 |
0.7731 |
PP |
0.7630 |
0.7630 |
0.7630 |
0.7642 |
S1 |
0.7586 |
0.7586 |
0.7653 |
0.7608 |
S2 |
0.7507 |
0.7507 |
0.7641 |
|
S3 |
0.7384 |
0.7463 |
0.7630 |
|
S4 |
0.7261 |
0.7340 |
0.7596 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7675 |
0.7552 |
0.0123 |
1.6% |
0.0041 |
0.5% |
91% |
True |
False |
151 |
10 |
0.7675 |
0.7504 |
0.0171 |
2.2% |
0.0041 |
0.5% |
94% |
True |
False |
140 |
20 |
0.7675 |
0.7441 |
0.0234 |
3.1% |
0.0038 |
0.5% |
95% |
True |
False |
110 |
40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
97% |
True |
False |
124 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0034 |
0.4% |
97% |
True |
False |
90 |
80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0030 |
0.4% |
76% |
False |
False |
72 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
62% |
False |
False |
59 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
62% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7870 |
2.618 |
0.7795 |
1.618 |
0.7749 |
1.000 |
0.7721 |
0.618 |
0.7703 |
HIGH |
0.7675 |
0.618 |
0.7657 |
0.500 |
0.7652 |
0.382 |
0.7647 |
LOW |
0.7629 |
0.618 |
0.7601 |
1.000 |
0.7583 |
1.618 |
0.7555 |
2.618 |
0.7509 |
4.250 |
0.7434 |
|
|
Fisher Pivots for day following 01-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7660 |
0.7650 |
PP |
0.7656 |
0.7636 |
S1 |
0.7652 |
0.7622 |
|