CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 07-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2019 |
07-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7640 |
0.7578 |
-0.0062 |
-0.8% |
0.7595 |
| High |
0.7640 |
0.7580 |
-0.0061 |
-0.8% |
0.7675 |
| Low |
0.7594 |
0.7532 |
-0.0061 |
-0.8% |
0.7552 |
| Close |
0.7597 |
0.7540 |
-0.0057 |
-0.7% |
0.7664 |
| Range |
0.0047 |
0.0048 |
0.0001 |
2.1% |
0.0123 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
4.6% |
0.0000 |
| Volume |
308 |
179 |
-129 |
-41.9% |
757 |
|
| Daily Pivots for day following 07-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7693 |
0.7664 |
0.7566 |
|
| R3 |
0.7646 |
0.7617 |
0.7553 |
|
| R2 |
0.7598 |
0.7598 |
0.7549 |
|
| R1 |
0.7569 |
0.7569 |
0.7544 |
0.7560 |
| PP |
0.7551 |
0.7551 |
0.7551 |
0.7546 |
| S1 |
0.7522 |
0.7522 |
0.7536 |
0.7512 |
| S2 |
0.7503 |
0.7503 |
0.7531 |
|
| S3 |
0.7456 |
0.7474 |
0.7527 |
|
| S4 |
0.7408 |
0.7427 |
0.7514 |
|
|
| 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 |
0.7532 |
0.0143 |
1.9% |
0.0039 |
0.5% |
6% |
False |
True |
164 |
| 10 |
0.7675 |
0.7514 |
0.0161 |
2.1% |
0.0043 |
0.6% |
16% |
False |
False |
159 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0036 |
0.5% |
21% |
False |
False |
125 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0036 |
0.5% |
59% |
False |
False |
123 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.4% |
0.0035 |
0.5% |
59% |
False |
False |
102 |
| 80 |
0.7765 |
0.7347 |
0.0418 |
5.5% |
0.0030 |
0.4% |
46% |
False |
False |
80 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0027 |
0.4% |
38% |
False |
False |
66 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0026 |
0.3% |
38% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7781 |
|
2.618 |
0.7704 |
|
1.618 |
0.7656 |
|
1.000 |
0.7627 |
|
0.618 |
0.7609 |
|
HIGH |
0.7580 |
|
0.618 |
0.7561 |
|
0.500 |
0.7556 |
|
0.382 |
0.7550 |
|
LOW |
0.7532 |
|
0.618 |
0.7503 |
|
1.000 |
0.7485 |
|
1.618 |
0.7455 |
|
2.618 |
0.7408 |
|
4.250 |
0.7330 |
|
|
| Fisher Pivots for day following 07-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7556 |
0.7593 |
| PP |
0.7551 |
0.7575 |
| S1 |
0.7545 |
0.7558 |
|