CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 20-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2019 |
20-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7552 |
0.7573 |
0.0021 |
0.3% |
0.7541 |
| High |
0.7578 |
0.7610 |
0.0033 |
0.4% |
0.7584 |
| Low |
0.7534 |
0.7572 |
0.0038 |
0.5% |
0.7501 |
| Close |
0.7574 |
0.7607 |
0.0034 |
0.4% |
0.7552 |
| Range |
0.0043 |
0.0038 |
-0.0005 |
-11.5% |
0.0083 |
| ATR |
0.0046 |
0.0046 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
68,404 |
71,015 |
2,611 |
3.8% |
278,503 |
|
| Daily Pivots for day following 20-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7712 |
0.7698 |
0.7628 |
|
| R3 |
0.7673 |
0.7659 |
0.7618 |
|
| R2 |
0.7635 |
0.7635 |
0.7614 |
|
| R1 |
0.7621 |
0.7621 |
0.7611 |
0.7628 |
| PP |
0.7596 |
0.7596 |
0.7596 |
0.7600 |
| S1 |
0.7582 |
0.7582 |
0.7603 |
0.7589 |
| S2 |
0.7558 |
0.7558 |
0.7600 |
|
| S3 |
0.7519 |
0.7544 |
0.7596 |
|
| S4 |
0.7481 |
0.7505 |
0.7586 |
|
|
| 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 |
0.7610 |
0.7501 |
0.0109 |
1.4% |
0.0045 |
0.6% |
97% |
True |
False |
63,923 |
| 10 |
0.7626 |
0.7501 |
0.0125 |
1.6% |
0.0047 |
0.6% |
85% |
False |
False |
64,024 |
| 20 |
0.7660 |
0.7486 |
0.0174 |
2.3% |
0.0046 |
0.6% |
70% |
False |
False |
65,785 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0046 |
0.6% |
84% |
False |
False |
67,687 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0046 |
0.6% |
84% |
False |
False |
55,827 |
| 80 |
0.7699 |
0.7330 |
0.0369 |
4.8% |
0.0044 |
0.6% |
75% |
False |
False |
42,012 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0043 |
0.6% |
54% |
False |
False |
33,626 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0041 |
0.5% |
54% |
False |
False |
28,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7774 |
|
2.618 |
0.7711 |
|
1.618 |
0.7672 |
|
1.000 |
0.7648 |
|
0.618 |
0.7634 |
|
HIGH |
0.7610 |
|
0.618 |
0.7595 |
|
0.500 |
0.7591 |
|
0.382 |
0.7586 |
|
LOW |
0.7572 |
|
0.618 |
0.7548 |
|
1.000 |
0.7533 |
|
1.618 |
0.7509 |
|
2.618 |
0.7471 |
|
4.250 |
0.7408 |
|
|
| Fisher Pivots for day following 20-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7602 |
0.7592 |
| PP |
0.7596 |
0.7578 |
| S1 |
0.7591 |
0.7563 |
|