CME Canadian Dollar Future March 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 |
0.7541 |
0.7522 |
-0.0019 |
-0.3% |
0.7650 |
| High |
0.7547 |
0.7563 |
0.0016 |
0.2% |
0.7650 |
| Low |
0.7514 |
0.7517 |
0.0003 |
0.0% |
0.7508 |
| Close |
0.7526 |
0.7558 |
0.0032 |
0.4% |
0.7543 |
| Range |
0.0033 |
0.0046 |
0.0014 |
41.5% |
0.0142 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
48,988 |
49,316 |
328 |
0.7% |
331,144 |
|
| Daily Pivots for day following 12-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7684 |
0.7667 |
0.7583 |
|
| R3 |
0.7638 |
0.7621 |
0.7571 |
|
| R2 |
0.7592 |
0.7592 |
0.7566 |
|
| R1 |
0.7575 |
0.7575 |
0.7562 |
0.7584 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7550 |
| S1 |
0.7529 |
0.7529 |
0.7554 |
0.7538 |
| S2 |
0.7500 |
0.7500 |
0.7550 |
|
| S3 |
0.7454 |
0.7483 |
0.7545 |
|
| S4 |
0.7408 |
0.7437 |
0.7533 |
|
|
| 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 |
0.7626 |
0.7508 |
0.0118 |
1.6% |
0.0050 |
0.7% |
42% |
False |
False |
64,125 |
| 10 |
0.7660 |
0.7508 |
0.0152 |
2.0% |
0.0048 |
0.6% |
33% |
False |
False |
70,896 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0046 |
0.6% |
42% |
False |
False |
65,747 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
69% |
False |
False |
69,750 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0047 |
0.6% |
69% |
False |
False |
50,625 |
| 80 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0044 |
0.6% |
58% |
False |
False |
38,024 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
44% |
False |
False |
30,433 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
44% |
False |
False |
25,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7759 |
|
2.618 |
0.7683 |
|
1.618 |
0.7637 |
|
1.000 |
0.7609 |
|
0.618 |
0.7591 |
|
HIGH |
0.7563 |
|
0.618 |
0.7545 |
|
0.500 |
0.7540 |
|
0.382 |
0.7535 |
|
LOW |
0.7517 |
|
0.618 |
0.7489 |
|
1.000 |
0.7471 |
|
1.618 |
0.7443 |
|
2.618 |
0.7397 |
|
4.250 |
0.7322 |
|
|
| Fisher Pivots for day following 12-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7552 |
0.7551 |
| PP |
0.7546 |
0.7543 |
| S1 |
0.7540 |
0.7536 |
|