CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 10-Jan-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2019 |
10-Jan-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7575 |
0.7585 |
0.0010 |
0.1% |
0.7372 |
| High |
0.7611 |
0.7595 |
-0.0016 |
-0.2% |
0.7500 |
| Low |
0.7575 |
0.7572 |
-0.0003 |
0.0% |
0.7347 |
| Close |
0.7591 |
0.7586 |
-0.0005 |
-0.1% |
0.7492 |
| Range |
0.0036 |
0.0023 |
-0.0013 |
-36.1% |
0.0153 |
| ATR |
0.0042 |
0.0040 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
178 |
20 |
-158 |
-88.8% |
437 |
|
| Daily Pivots for day following 10-Jan-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7653 |
0.7643 |
0.7599 |
|
| R3 |
0.7630 |
0.7620 |
0.7592 |
|
| R2 |
0.7607 |
0.7607 |
0.7590 |
|
| R1 |
0.7597 |
0.7597 |
0.7588 |
0.7602 |
| PP |
0.7584 |
0.7584 |
0.7584 |
0.7587 |
| S1 |
0.7574 |
0.7574 |
0.7584 |
0.7579 |
| S2 |
0.7561 |
0.7561 |
0.7582 |
|
| S3 |
0.7538 |
0.7551 |
0.7580 |
|
| S4 |
0.7515 |
0.7528 |
0.7573 |
|
|
| 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 |
0.7611 |
0.7441 |
0.0170 |
2.2% |
0.0039 |
0.5% |
86% |
False |
False |
89 |
| 10 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0042 |
0.6% |
91% |
False |
False |
85 |
| 20 |
0.7611 |
0.7347 |
0.0264 |
3.5% |
0.0035 |
0.5% |
91% |
False |
False |
109 |
| 40 |
0.7643 |
0.7347 |
0.0296 |
3.9% |
0.0034 |
0.4% |
81% |
False |
False |
90 |
| 60 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0028 |
0.4% |
57% |
False |
False |
66 |
| 80 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
47% |
False |
False |
51 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0023 |
0.3% |
47% |
False |
False |
43 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0021 |
0.3% |
47% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7692 |
|
2.618 |
0.7655 |
|
1.618 |
0.7632 |
|
1.000 |
0.7618 |
|
0.618 |
0.7609 |
|
HIGH |
0.7595 |
|
0.618 |
0.7586 |
|
0.500 |
0.7583 |
|
0.382 |
0.7580 |
|
LOW |
0.7572 |
|
0.618 |
0.7557 |
|
1.000 |
0.7549 |
|
1.618 |
0.7534 |
|
2.618 |
0.7511 |
|
4.250 |
0.7474 |
|
|
| Fisher Pivots for day following 10-Jan-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7585 |
0.7582 |
| PP |
0.7584 |
0.7578 |
| S1 |
0.7583 |
0.7573 |
|