CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 02-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2018 |
02-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7372 |
0.7353 |
-0.0019 |
-0.3% |
0.7382 |
| High |
0.7372 |
0.7390 |
0.0018 |
0.2% |
0.7394 |
| Low |
0.7347 |
0.7350 |
0.0003 |
0.0% |
0.7348 |
| Close |
0.7365 |
0.7386 |
0.0021 |
0.3% |
0.7358 |
| Range |
0.0025 |
0.0040 |
0.0015 |
60.0% |
0.0046 |
| ATR |
0.0034 |
0.0035 |
0.0000 |
1.2% |
0.0000 |
| Volume |
65 |
51 |
-14 |
-21.5% |
327 |
|
| Daily Pivots for day following 02-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7495 |
0.7481 |
0.7408 |
|
| R3 |
0.7455 |
0.7441 |
0.7397 |
|
| R2 |
0.7415 |
0.7415 |
0.7393 |
|
| R1 |
0.7401 |
0.7401 |
0.7390 |
0.7408 |
| PP |
0.7375 |
0.7375 |
0.7375 |
0.7379 |
| S1 |
0.7361 |
0.7361 |
0.7382 |
0.7368 |
| S2 |
0.7335 |
0.7335 |
0.7379 |
|
| S3 |
0.7295 |
0.7321 |
0.7375 |
|
| S4 |
0.7255 |
0.7281 |
0.7364 |
|
|
| Weekly Pivots for week ending 28-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7505 |
0.7477 |
0.7383 |
|
| R3 |
0.7459 |
0.7431 |
0.7370 |
|
| R2 |
0.7413 |
0.7413 |
0.7366 |
|
| R1 |
0.7385 |
0.7385 |
0.7362 |
0.7376 |
| PP |
0.7367 |
0.7367 |
0.7367 |
0.7362 |
| S1 |
0.7339 |
0.7339 |
0.7353 |
0.7330 |
| S2 |
0.7320 |
0.7320 |
0.7349 |
|
| S3 |
0.7274 |
0.7293 |
0.7345 |
|
| S4 |
0.7228 |
0.7247 |
0.7332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7391 |
0.7347 |
0.0044 |
0.6% |
0.0029 |
0.4% |
89% |
False |
False |
72 |
| 10 |
0.7486 |
0.7347 |
0.0139 |
1.9% |
0.0034 |
0.5% |
28% |
False |
False |
102 |
| 20 |
0.7605 |
0.7347 |
0.0258 |
3.5% |
0.0034 |
0.5% |
15% |
False |
False |
132 |
| 40 |
0.7674 |
0.7347 |
0.0327 |
4.4% |
0.0030 |
0.4% |
12% |
False |
False |
77 |
| 60 |
0.7765 |
0.7347 |
0.0418 |
5.7% |
0.0026 |
0.3% |
9% |
False |
False |
56 |
| 80 |
0.7857 |
0.7347 |
0.0510 |
6.9% |
0.0022 |
0.3% |
8% |
False |
False |
44 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.9% |
0.0021 |
0.3% |
8% |
False |
False |
37 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.9% |
0.0019 |
0.3% |
8% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7560 |
|
2.618 |
0.7495 |
|
1.618 |
0.7455 |
|
1.000 |
0.7430 |
|
0.618 |
0.7415 |
|
HIGH |
0.7390 |
|
0.618 |
0.7375 |
|
0.500 |
0.7370 |
|
0.382 |
0.7365 |
|
LOW |
0.7350 |
|
0.618 |
0.7325 |
|
1.000 |
0.7310 |
|
1.618 |
0.7285 |
|
2.618 |
0.7245 |
|
4.250 |
0.7180 |
|
|
| Fisher Pivots for day following 02-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7381 |
0.7380 |
| PP |
0.7375 |
0.7374 |
| S1 |
0.7370 |
0.7369 |
|