CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 08-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2019 |
08-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7532 |
-0.0046 |
-0.6% |
0.7660 |
| High |
0.7580 |
0.7578 |
-0.0002 |
0.0% |
0.7664 |
| Low |
0.7532 |
0.7525 |
-0.0007 |
-0.1% |
0.7525 |
| Close |
0.7540 |
0.7558 |
0.0018 |
0.2% |
0.7558 |
| Range |
0.0048 |
0.0052 |
0.0005 |
10.5% |
0.0138 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.0% |
0.0000 |
| Volume |
179 |
387 |
208 |
116.2% |
1,118 |
|
| Daily Pivots for day following 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7687 |
0.7587 |
|
| R3 |
0.7658 |
0.7634 |
0.7572 |
|
| R2 |
0.7606 |
0.7606 |
0.7568 |
|
| R1 |
0.7582 |
0.7582 |
0.7563 |
0.7594 |
| PP |
0.7554 |
0.7554 |
0.7554 |
0.7560 |
| S1 |
0.7530 |
0.7530 |
0.7553 |
0.7542 |
| S2 |
0.7501 |
0.7501 |
0.7548 |
|
| S3 |
0.7449 |
0.7477 |
0.7544 |
|
| S4 |
0.7396 |
0.7425 |
0.7529 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7916 |
0.7634 |
|
| R3 |
0.7859 |
0.7778 |
0.7596 |
|
| R2 |
0.7721 |
0.7721 |
0.7583 |
|
| R1 |
0.7639 |
0.7639 |
0.7571 |
0.7611 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7568 |
| S1 |
0.7501 |
0.7501 |
0.7545 |
0.7472 |
| S2 |
0.7444 |
0.7444 |
0.7533 |
|
| S3 |
0.7305 |
0.7362 |
0.7520 |
|
| S4 |
0.7167 |
0.7224 |
0.7482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7664 |
0.7525 |
0.0138 |
1.8% |
0.0040 |
0.5% |
24% |
False |
True |
223 |
| 10 |
0.7675 |
0.7525 |
0.0150 |
2.0% |
0.0040 |
0.5% |
22% |
False |
True |
187 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0038 |
0.5% |
32% |
False |
False |
143 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
64% |
False |
False |
126 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0035 |
0.5% |
64% |
False |
False |
108 |
| 80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0030 |
0.4% |
50% |
False |
False |
85 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0027 |
0.4% |
41% |
False |
False |
70 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
41% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7801 |
|
2.618 |
0.7715 |
|
1.618 |
0.7662 |
|
1.000 |
0.7630 |
|
0.618 |
0.7610 |
|
HIGH |
0.7578 |
|
0.618 |
0.7557 |
|
0.500 |
0.7551 |
|
0.382 |
0.7545 |
|
LOW |
0.7525 |
|
0.618 |
0.7493 |
|
1.000 |
0.7473 |
|
1.618 |
0.7440 |
|
2.618 |
0.7388 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 08-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7556 |
0.7583 |
| PP |
0.7554 |
0.7574 |
| S1 |
0.7551 |
0.7566 |
|