CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 11-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2019 |
11-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7519 |
0.7541 |
0.0022 |
0.3% |
0.7650 |
| High |
0.7564 |
0.7547 |
-0.0017 |
-0.2% |
0.7650 |
| Low |
0.7508 |
0.7514 |
0.0006 |
0.1% |
0.7508 |
| Close |
0.7543 |
0.7526 |
-0.0017 |
-0.2% |
0.7543 |
| Range |
0.0056 |
0.0033 |
-0.0023 |
-41.4% |
0.0142 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
82,059 |
48,988 |
-33,071 |
-40.3% |
331,144 |
|
| Daily Pivots for day following 11-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7626 |
0.7609 |
0.7544 |
|
| R3 |
0.7594 |
0.7576 |
0.7535 |
|
| R2 |
0.7561 |
0.7561 |
0.7532 |
|
| R1 |
0.7544 |
0.7544 |
0.7529 |
0.7536 |
| PP |
0.7529 |
0.7529 |
0.7529 |
0.7525 |
| S1 |
0.7511 |
0.7511 |
0.7523 |
0.7504 |
| S2 |
0.7496 |
0.7496 |
0.7520 |
|
| S3 |
0.7464 |
0.7479 |
0.7517 |
|
| S4 |
0.7431 |
0.7446 |
0.7508 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7991 |
0.7908 |
0.7620 |
|
| R3 |
0.7850 |
0.7767 |
0.7581 |
|
| R2 |
0.7708 |
0.7708 |
0.7568 |
|
| R1 |
0.7625 |
0.7625 |
0.7555 |
0.7596 |
| PP |
0.7567 |
0.7567 |
0.7567 |
0.7552 |
| S1 |
0.7484 |
0.7484 |
0.7530 |
0.7455 |
| S2 |
0.7425 |
0.7425 |
0.7517 |
|
| S3 |
0.7284 |
0.7342 |
0.7504 |
|
| S4 |
0.7142 |
0.7201 |
0.7465 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7640 |
0.7508 |
0.0132 |
1.8% |
0.0046 |
0.6% |
14% |
False |
False |
63,989 |
| 10 |
0.7660 |
0.7508 |
0.0152 |
2.0% |
0.0046 |
0.6% |
12% |
False |
False |
70,878 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0044 |
0.6% |
23% |
False |
False |
65,778 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0045 |
0.6% |
59% |
False |
False |
70,360 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
59% |
False |
False |
49,811 |
| 80 |
0.7754 |
0.7330 |
0.0424 |
5.6% |
0.0044 |
0.6% |
46% |
False |
False |
37,409 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0042 |
0.6% |
38% |
False |
False |
29,941 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0040 |
0.5% |
38% |
False |
False |
24,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7685 |
|
2.618 |
0.7632 |
|
1.618 |
0.7599 |
|
1.000 |
0.7579 |
|
0.618 |
0.7567 |
|
HIGH |
0.7547 |
|
0.618 |
0.7534 |
|
0.500 |
0.7530 |
|
0.382 |
0.7526 |
|
LOW |
0.7514 |
|
0.618 |
0.7494 |
|
1.000 |
0.7482 |
|
1.618 |
0.7461 |
|
2.618 |
0.7429 |
|
4.250 |
0.7376 |
|
|
| Fisher Pivots for day following 11-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7530 |
0.7543 |
| PP |
0.7529 |
0.7537 |
| S1 |
0.7527 |
0.7532 |
|