CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2019 |
19-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7527 |
0.7552 |
0.0025 |
0.3% |
0.7541 |
| High |
0.7557 |
0.7578 |
0.0021 |
0.3% |
0.7584 |
| Low |
0.7517 |
0.7534 |
0.0018 |
0.2% |
0.7501 |
| Close |
0.7552 |
0.7574 |
0.0022 |
0.3% |
0.7552 |
| Range |
0.0040 |
0.0043 |
0.0003 |
8.7% |
0.0083 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
46,560 |
68,404 |
21,844 |
46.9% |
278,503 |
|
| Daily Pivots for day following 19-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7692 |
0.7676 |
0.7597 |
|
| R3 |
0.7649 |
0.7633 |
0.7585 |
|
| R2 |
0.7605 |
0.7605 |
0.7581 |
|
| R1 |
0.7589 |
0.7589 |
0.7577 |
0.7597 |
| PP |
0.7562 |
0.7562 |
0.7562 |
0.7566 |
| S1 |
0.7546 |
0.7546 |
0.7570 |
0.7554 |
| S2 |
0.7518 |
0.7518 |
0.7566 |
|
| S3 |
0.7475 |
0.7502 |
0.7562 |
|
| S4 |
0.7431 |
0.7459 |
0.7550 |
|
|
| Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7795 |
0.7756 |
0.7597 |
|
| R3 |
0.7712 |
0.7673 |
0.7574 |
|
| R2 |
0.7629 |
0.7629 |
0.7567 |
|
| R1 |
0.7590 |
0.7590 |
0.7559 |
0.7609 |
| PP |
0.7546 |
0.7546 |
0.7546 |
0.7555 |
| S1 |
0.7507 |
0.7507 |
0.7544 |
0.7526 |
| S2 |
0.7462 |
0.7462 |
0.7536 |
|
| S3 |
0.7379 |
0.7424 |
0.7529 |
|
| S4 |
0.7296 |
0.7341 |
0.7506 |
|
|
| 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% |
0.0046 |
0.6% |
87% |
False |
False |
59,583 |
| 10 |
0.7640 |
0.7501 |
0.0139 |
1.8% |
0.0046 |
0.6% |
52% |
False |
False |
61,786 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0047 |
0.6% |
51% |
False |
False |
66,155 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
74% |
False |
False |
68,309 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0047 |
0.6% |
74% |
False |
False |
54,648 |
| 80 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0045 |
0.6% |
62% |
False |
False |
41,127 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0043 |
0.6% |
47% |
False |
False |
32,917 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
47% |
False |
False |
27,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7762 |
|
2.618 |
0.7691 |
|
1.618 |
0.7648 |
|
1.000 |
0.7621 |
|
0.618 |
0.7604 |
|
HIGH |
0.7578 |
|
0.618 |
0.7561 |
|
0.500 |
0.7556 |
|
0.382 |
0.7551 |
|
LOW |
0.7534 |
|
0.618 |
0.7507 |
|
1.000 |
0.7491 |
|
1.618 |
0.7464 |
|
2.618 |
0.7420 |
|
4.250 |
0.7349 |
|
|
| Fisher Pivots for day following 19-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7568 |
0.7562 |
| PP |
0.7562 |
0.7551 |
| S1 |
0.7556 |
0.7539 |
|