CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 11-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7532 |
0.7552 |
0.0020 |
0.3% |
0.7660 |
High |
0.7578 |
0.7558 |
-0.0020 |
-0.3% |
0.7664 |
Low |
0.7525 |
0.7533 |
0.0008 |
0.1% |
0.7525 |
Close |
0.7558 |
0.7542 |
-0.0017 |
-0.2% |
0.7558 |
Range |
0.0052 |
0.0025 |
-0.0027 |
-52.4% |
0.0138 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
387 |
182 |
-205 |
-53.0% |
1,118 |
|
Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7619 |
0.7605 |
0.7555 |
|
R3 |
0.7594 |
0.7580 |
0.7548 |
|
R2 |
0.7569 |
0.7569 |
0.7546 |
|
R1 |
0.7555 |
0.7555 |
0.7544 |
0.7550 |
PP |
0.7544 |
0.7544 |
0.7544 |
0.7541 |
S1 |
0.7530 |
0.7530 |
0.7539 |
0.7525 |
S2 |
0.7519 |
0.7519 |
0.7537 |
|
S3 |
0.7494 |
0.7505 |
0.7535 |
|
S4 |
0.7469 |
0.7480 |
0.7528 |
|
|
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 |
0.7654 |
0.7525 |
0.0129 |
1.7% |
0.0039 |
0.5% |
13% |
False |
False |
247 |
10 |
0.7675 |
0.7525 |
0.0150 |
2.0% |
0.0039 |
0.5% |
11% |
False |
False |
196 |
20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0037 |
0.5% |
22% |
False |
False |
147 |
40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
59% |
False |
False |
124 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0035 |
0.5% |
59% |
False |
False |
111 |
80 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0031 |
0.4% |
51% |
False |
False |
87 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0028 |
0.4% |
38% |
False |
False |
72 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0026 |
0.3% |
38% |
False |
False |
61 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7664 |
2.618 |
0.7623 |
1.618 |
0.7598 |
1.000 |
0.7583 |
0.618 |
0.7573 |
HIGH |
0.7558 |
0.618 |
0.7548 |
0.500 |
0.7545 |
0.382 |
0.7542 |
LOW |
0.7533 |
0.618 |
0.7517 |
1.000 |
0.7508 |
1.618 |
0.7492 |
2.618 |
0.7467 |
4.250 |
0.7426 |
|
|
Fisher Pivots for day following 11-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7545 |
0.7552 |
PP |
0.7544 |
0.7549 |
S1 |
0.7543 |
0.7545 |
|