CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 05-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7660 |
0.7652 |
-0.0008 |
-0.1% |
0.7595 |
High |
0.7664 |
0.7654 |
-0.0009 |
-0.1% |
0.7675 |
Low |
0.7634 |
0.7630 |
-0.0004 |
-0.1% |
0.7552 |
Close |
0.7644 |
0.7632 |
-0.0012 |
-0.2% |
0.7664 |
Range |
0.0029 |
0.0024 |
-0.0005 |
-18.6% |
0.0123 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
62 |
182 |
120 |
193.5% |
757 |
|
Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7711 |
0.7695 |
0.7645 |
|
R3 |
0.7687 |
0.7671 |
0.7638 |
|
R2 |
0.7663 |
0.7663 |
0.7636 |
|
R1 |
0.7647 |
0.7647 |
0.7634 |
0.7643 |
PP |
0.7639 |
0.7639 |
0.7639 |
0.7636 |
S1 |
0.7623 |
0.7623 |
0.7629 |
0.7619 |
S2 |
0.7614 |
0.7614 |
0.7627 |
|
S3 |
0.7590 |
0.7599 |
0.7625 |
|
S4 |
0.7566 |
0.7575 |
0.7618 |
|
|
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 |
0.7568 |
0.0107 |
1.4% |
0.0039 |
0.5% |
59% |
False |
False |
174 |
10 |
0.7675 |
0.7504 |
0.0171 |
2.2% |
0.0038 |
0.5% |
75% |
False |
False |
131 |
20 |
0.7675 |
0.7504 |
0.0171 |
2.2% |
0.0035 |
0.5% |
75% |
False |
False |
111 |
40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
87% |
False |
False |
123 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0034 |
0.4% |
87% |
False |
False |
94 |
80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0030 |
0.4% |
68% |
False |
False |
75 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
56% |
False |
False |
61 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
56% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7756 |
2.618 |
0.7717 |
1.618 |
0.7693 |
1.000 |
0.7678 |
0.618 |
0.7669 |
HIGH |
0.7654 |
0.618 |
0.7645 |
0.500 |
0.7642 |
0.382 |
0.7639 |
LOW |
0.7630 |
0.618 |
0.7615 |
1.000 |
0.7606 |
1.618 |
0.7591 |
2.618 |
0.7567 |
4.250 |
0.7528 |
|
|
Fisher Pivots for day following 05-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7642 |
0.7652 |
PP |
0.7639 |
0.7645 |
S1 |
0.7635 |
0.7638 |
|