CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 12-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2019 |
12-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7552 |
0.7538 |
-0.0014 |
-0.2% |
0.7660 |
| High |
0.7558 |
0.7576 |
0.0018 |
0.2% |
0.7664 |
| Low |
0.7533 |
0.7535 |
0.0002 |
0.0% |
0.7525 |
| Close |
0.7542 |
0.7574 |
0.0032 |
0.4% |
0.7558 |
| Range |
0.0025 |
0.0041 |
0.0016 |
64.0% |
0.0138 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.1% |
0.0000 |
| Volume |
182 |
98 |
-84 |
-46.2% |
1,118 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7685 |
0.7670 |
0.7596 |
|
| R3 |
0.7644 |
0.7629 |
0.7585 |
|
| R2 |
0.7603 |
0.7603 |
0.7581 |
|
| R1 |
0.7588 |
0.7588 |
0.7577 |
0.7595 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7565 |
| S1 |
0.7547 |
0.7547 |
0.7570 |
0.7554 |
| S2 |
0.7521 |
0.7521 |
0.7566 |
|
| S3 |
0.7480 |
0.7506 |
0.7562 |
|
| S4 |
0.7439 |
0.7465 |
0.7551 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7916 |
0.7634 |
|
| R3 |
0.7859 |
0.7778 |
0.7596 |
|
| R2 |
0.7721 |
0.7721 |
0.7583 |
|
| R1 |
0.7639 |
0.7639 |
0.7571 |
0.7611 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7568 |
| S1 |
0.7501 |
0.7501 |
0.7545 |
0.7472 |
| S2 |
0.7444 |
0.7444 |
0.7533 |
|
| S3 |
0.7305 |
0.7362 |
0.7520 |
|
| S4 |
0.7167 |
0.7224 |
0.7482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7640 |
0.7525 |
0.0115 |
1.5% |
0.0043 |
0.6% |
42% |
False |
False |
230 |
| 10 |
0.7675 |
0.7525 |
0.0150 |
2.0% |
0.0041 |
0.5% |
32% |
False |
False |
202 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0038 |
0.5% |
41% |
False |
False |
149 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
69% |
False |
False |
124 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
69% |
False |
False |
112 |
| 80 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0031 |
0.4% |
60% |
False |
False |
89 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0028 |
0.4% |
44% |
False |
False |
72 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0026 |
0.3% |
44% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7750 |
|
2.618 |
0.7683 |
|
1.618 |
0.7642 |
|
1.000 |
0.7617 |
|
0.618 |
0.7601 |
|
HIGH |
0.7576 |
|
0.618 |
0.7560 |
|
0.500 |
0.7556 |
|
0.382 |
0.7551 |
|
LOW |
0.7535 |
|
0.618 |
0.7510 |
|
1.000 |
0.7494 |
|
1.618 |
0.7469 |
|
2.618 |
0.7428 |
|
4.250 |
0.7361 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7566 |
| PP |
0.7562 |
0.7559 |
| S1 |
0.7556 |
0.7551 |
|