CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 05-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2019 |
05-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7660 |
0.7652 |
-0.0008 |
-0.1% |
0.7595 |
| High |
0.7664 |
0.7654 |
-0.0009 |
-0.1% |
0.7675 |
| Low |
0.7634 |
0.7630 |
-0.0004 |
-0.1% |
0.7552 |
| Close |
0.7644 |
0.7632 |
-0.0012 |
-0.2% |
0.7664 |
| Range |
0.0029 |
0.0024 |
-0.0005 |
-18.6% |
0.0123 |
| ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
62 |
182 |
120 |
193.5% |
757 |
|
| Daily Pivots for day following 05-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7695 |
0.7645 |
|
| R3 |
0.7687 |
0.7671 |
0.7638 |
|
| R2 |
0.7663 |
0.7663 |
0.7636 |
|
| R1 |
0.7647 |
0.7647 |
0.7634 |
0.7643 |
| PP |
0.7639 |
0.7639 |
0.7639 |
0.7636 |
| S1 |
0.7623 |
0.7623 |
0.7629 |
0.7619 |
| S2 |
0.7614 |
0.7614 |
0.7627 |
|
| S3 |
0.7590 |
0.7599 |
0.7625 |
|
| S4 |
0.7566 |
0.7575 |
0.7618 |
|
|
| Weekly Pivots for week ending 01-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7999 |
0.7955 |
0.7732 |
|
| R3 |
0.7876 |
0.7832 |
0.7698 |
|
| R2 |
0.7753 |
0.7753 |
0.7687 |
|
| R1 |
0.7709 |
0.7709 |
0.7675 |
0.7731 |
| PP |
0.7630 |
0.7630 |
0.7630 |
0.7642 |
| S1 |
0.7586 |
0.7586 |
0.7653 |
0.7608 |
| S2 |
0.7507 |
0.7507 |
0.7641 |
|
| S3 |
0.7384 |
0.7463 |
0.7630 |
|
| S4 |
0.7261 |
0.7340 |
0.7596 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7675 |
0.7568 |
0.0107 |
1.4% |
0.0039 |
0.5% |
59% |
False |
False |
174 |
| 10 |
0.7675 |
0.7504 |
0.0171 |
2.2% |
0.0038 |
0.5% |
75% |
False |
False |
131 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.2% |
0.0035 |
0.5% |
75% |
False |
False |
111 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
87% |
False |
False |
123 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0034 |
0.4% |
87% |
False |
False |
94 |
| 80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0030 |
0.4% |
68% |
False |
False |
75 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
56% |
False |
False |
61 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
56% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7756 |
|
2.618 |
0.7717 |
|
1.618 |
0.7693 |
|
1.000 |
0.7678 |
|
0.618 |
0.7669 |
|
HIGH |
0.7654 |
|
0.618 |
0.7645 |
|
0.500 |
0.7642 |
|
0.382 |
0.7639 |
|
LOW |
0.7630 |
|
0.618 |
0.7615 |
|
1.000 |
0.7606 |
|
1.618 |
0.7591 |
|
2.618 |
0.7567 |
|
4.250 |
0.7528 |
|
|
| Fisher Pivots for day following 05-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7642 |
0.7652 |
| PP |
0.7639 |
0.7645 |
| S1 |
0.7635 |
0.7638 |
|