CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 06-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2019 |
06-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7652 |
0.7640 |
-0.0013 |
-0.2% |
0.7595 |
| High |
0.7654 |
0.7640 |
-0.0014 |
-0.2% |
0.7675 |
| Low |
0.7630 |
0.7594 |
-0.0037 |
-0.5% |
0.7552 |
| Close |
0.7632 |
0.7597 |
-0.0035 |
-0.5% |
0.7664 |
| Range |
0.0024 |
0.0047 |
0.0023 |
93.7% |
0.0123 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.5% |
0.0000 |
| Volume |
182 |
308 |
126 |
69.2% |
757 |
|
| Daily Pivots for day following 06-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7750 |
0.7720 |
0.7622 |
|
| R3 |
0.7703 |
0.7673 |
0.7609 |
|
| R2 |
0.7657 |
0.7657 |
0.7605 |
|
| R1 |
0.7627 |
0.7627 |
0.7601 |
0.7618 |
| PP |
0.7610 |
0.7610 |
0.7610 |
0.7606 |
| S1 |
0.7580 |
0.7580 |
0.7592 |
0.7572 |
| S2 |
0.7563 |
0.7563 |
0.7588 |
|
| S3 |
0.7517 |
0.7533 |
0.7584 |
|
| S4 |
0.7470 |
0.7487 |
0.7571 |
|
|
| 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 |
0.7594 |
0.0082 |
1.1% |
0.0033 |
0.4% |
4% |
False |
True |
201 |
| 10 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0040 |
0.5% |
54% |
False |
False |
152 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0036 |
0.5% |
54% |
False |
False |
125 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
76% |
False |
False |
127 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0034 |
0.4% |
76% |
False |
False |
99 |
| 80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0030 |
0.4% |
60% |
False |
False |
78 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
49% |
False |
False |
64 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0025 |
0.3% |
49% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7838 |
|
2.618 |
0.7762 |
|
1.618 |
0.7715 |
|
1.000 |
0.7687 |
|
0.618 |
0.7669 |
|
HIGH |
0.7640 |
|
0.618 |
0.7622 |
|
0.500 |
0.7617 |
|
0.382 |
0.7611 |
|
LOW |
0.7594 |
|
0.618 |
0.7565 |
|
1.000 |
0.7547 |
|
1.618 |
0.7518 |
|
2.618 |
0.7472 |
|
4.250 |
0.7396 |
|
|
| Fisher Pivots for day following 06-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7617 |
0.7629 |
| PP |
0.7610 |
0.7618 |
| S1 |
0.7603 |
0.7607 |
|