CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 04-Jan-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2019 |
04-Jan-2019 |
Change |
Change % |
Previous Week |
Open |
0.7350 |
0.7446 |
0.0096 |
1.3% |
0.7372 |
High |
0.7446 |
0.7500 |
0.0054 |
0.7% |
0.7500 |
Low |
0.7350 |
0.7441 |
0.0091 |
1.2% |
0.7347 |
Close |
0.7446 |
0.7492 |
0.0047 |
0.6% |
0.7492 |
Range |
0.0096 |
0.0059 |
-0.0037 |
-38.5% |
0.0153 |
ATR |
0.0039 |
0.0040 |
0.0001 |
3.7% |
0.0000 |
Volume |
148 |
173 |
25 |
16.9% |
437 |
|
Daily Pivots for day following 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7655 |
0.7632 |
0.7524 |
|
R3 |
0.7596 |
0.7573 |
0.7508 |
|
R2 |
0.7537 |
0.7537 |
0.7503 |
|
R1 |
0.7514 |
0.7514 |
0.7497 |
0.7526 |
PP |
0.7478 |
0.7478 |
0.7478 |
0.7483 |
S1 |
0.7455 |
0.7455 |
0.7487 |
0.7467 |
S2 |
0.7419 |
0.7419 |
0.7481 |
|
S3 |
0.7360 |
0.7396 |
0.7476 |
|
S4 |
0.7301 |
0.7337 |
0.7460 |
|
|
Weekly Pivots for week ending 04-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7905 |
0.7852 |
0.7576 |
|
R3 |
0.7752 |
0.7699 |
0.7534 |
|
R2 |
0.7599 |
0.7599 |
0.7520 |
|
R1 |
0.7546 |
0.7546 |
0.7506 |
0.7573 |
PP |
0.7446 |
0.7446 |
0.7446 |
0.7460 |
S1 |
0.7393 |
0.7393 |
0.7478 |
0.7420 |
S2 |
0.7293 |
0.7293 |
0.7464 |
|
S3 |
0.7140 |
0.7240 |
0.7450 |
|
S4 |
0.6987 |
0.7087 |
0.7408 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7500 |
0.7347 |
0.0153 |
2.0% |
0.0050 |
0.7% |
95% |
True |
False |
95 |
10 |
0.7500 |
0.7347 |
0.0153 |
2.0% |
0.0041 |
0.5% |
95% |
True |
False |
111 |
20 |
0.7566 |
0.7347 |
0.0219 |
2.9% |
0.0038 |
0.5% |
66% |
False |
False |
139 |
40 |
0.7674 |
0.7347 |
0.0327 |
4.4% |
0.0033 |
0.4% |
44% |
False |
False |
85 |
60 |
0.7765 |
0.7347 |
0.0418 |
5.6% |
0.0028 |
0.4% |
35% |
False |
False |
62 |
80 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0024 |
0.3% |
28% |
False |
False |
48 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0022 |
0.3% |
28% |
False |
False |
40 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0021 |
0.3% |
28% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7751 |
2.618 |
0.7654 |
1.618 |
0.7595 |
1.000 |
0.7559 |
0.618 |
0.7536 |
HIGH |
0.7500 |
0.618 |
0.7477 |
0.500 |
0.7471 |
0.382 |
0.7464 |
LOW |
0.7441 |
0.618 |
0.7405 |
1.000 |
0.7382 |
1.618 |
0.7346 |
2.618 |
0.7287 |
4.250 |
0.7190 |
|
|
Fisher Pivots for day following 04-Jan-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7485 |
0.7470 |
PP |
0.7478 |
0.7447 |
S1 |
0.7471 |
0.7425 |
|