CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7562 |
0.7547 |
-0.0015 |
-0.2% |
0.7650 |
| High |
0.7584 |
0.7565 |
-0.0019 |
-0.3% |
0.7650 |
| Low |
0.7548 |
0.7501 |
-0.0047 |
-0.6% |
0.7508 |
| Close |
0.7554 |
0.7534 |
-0.0019 |
-0.3% |
0.7543 |
| Range |
0.0037 |
0.0064 |
0.0028 |
75.3% |
0.0142 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.8% |
0.0000 |
| Volume |
61,760 |
71,879 |
10,119 |
16.4% |
331,144 |
|
| Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7725 |
0.7694 |
0.7569 |
|
| R3 |
0.7661 |
0.7630 |
0.7552 |
|
| R2 |
0.7597 |
0.7597 |
0.7546 |
|
| R1 |
0.7566 |
0.7566 |
0.7540 |
0.7550 |
| PP |
0.7533 |
0.7533 |
0.7533 |
0.7525 |
| S1 |
0.7502 |
0.7502 |
0.7528 |
0.7486 |
| S2 |
0.7469 |
0.7469 |
0.7522 |
|
| S3 |
0.7405 |
0.7438 |
0.7516 |
|
| S4 |
0.7341 |
0.7374 |
0.7499 |
|
|
| 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 |
0.7584 |
0.7501 |
0.0083 |
1.1% |
0.0047 |
0.6% |
40% |
False |
True |
62,800 |
| 10 |
0.7660 |
0.7501 |
0.0159 |
2.1% |
0.0047 |
0.6% |
21% |
False |
True |
65,488 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0047 |
0.6% |
28% |
False |
False |
67,130 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0047 |
0.6% |
62% |
False |
False |
69,680 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0047 |
0.6% |
62% |
False |
False |
52,747 |
| 80 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0044 |
0.6% |
52% |
False |
False |
39,691 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0043 |
0.6% |
40% |
False |
False |
31,768 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
40% |
False |
False |
26,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7837 |
|
2.618 |
0.7733 |
|
1.618 |
0.7669 |
|
1.000 |
0.7629 |
|
0.618 |
0.7605 |
|
HIGH |
0.7565 |
|
0.618 |
0.7541 |
|
0.500 |
0.7533 |
|
0.382 |
0.7525 |
|
LOW |
0.7501 |
|
0.618 |
0.7461 |
|
1.000 |
0.7437 |
|
1.618 |
0.7397 |
|
2.618 |
0.7333 |
|
4.250 |
0.7229 |
|
|
| Fisher Pivots for day following 14-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7543 |
| PP |
0.7533 |
0.7540 |
| S1 |
0.7533 |
0.7537 |
|