CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 22-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7595 |
0.7562 |
-0.0033 |
-0.4% |
0.7552 |
| High |
0.7602 |
0.7619 |
0.0017 |
0.2% |
0.7619 |
| Low |
0.7561 |
0.7556 |
-0.0005 |
-0.1% |
0.7534 |
| Close |
0.7567 |
0.7616 |
0.0049 |
0.6% |
0.7616 |
| Range |
0.0041 |
0.0063 |
0.0022 |
51.8% |
0.0084 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
2.7% |
0.0000 |
| Volume |
73,029 |
64,891 |
-8,138 |
-11.1% |
277,339 |
|
| Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7786 |
0.7764 |
0.7650 |
|
| R3 |
0.7723 |
0.7701 |
0.7633 |
|
| R2 |
0.7660 |
0.7660 |
0.7627 |
|
| R1 |
0.7638 |
0.7638 |
0.7621 |
0.7649 |
| PP |
0.7597 |
0.7597 |
0.7597 |
0.7602 |
| S1 |
0.7575 |
0.7575 |
0.7610 |
0.7586 |
| S2 |
0.7534 |
0.7534 |
0.7604 |
|
| S3 |
0.7471 |
0.7512 |
0.7598 |
|
| S4 |
0.7408 |
0.7449 |
0.7581 |
|
|
| Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7843 |
0.7814 |
0.7662 |
|
| R3 |
0.7758 |
0.7729 |
0.7639 |
|
| R2 |
0.7674 |
0.7674 |
0.7631 |
|
| R1 |
0.7645 |
0.7645 |
0.7623 |
0.7659 |
| PP |
0.7589 |
0.7589 |
0.7589 |
0.7597 |
| S1 |
0.7560 |
0.7560 |
0.7608 |
0.7575 |
| S2 |
0.7505 |
0.7505 |
0.7600 |
|
| S3 |
0.7420 |
0.7476 |
0.7592 |
|
| S4 |
0.7336 |
0.7391 |
0.7569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7619 |
0.7517 |
0.0102 |
1.3% |
0.0045 |
0.6% |
97% |
True |
False |
64,779 |
| 10 |
0.7619 |
0.7501 |
0.0118 |
1.5% |
0.0046 |
0.6% |
97% |
True |
False |
63,790 |
| 20 |
0.7660 |
0.7495 |
0.0165 |
2.2% |
0.0048 |
0.6% |
73% |
False |
False |
67,018 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0046 |
0.6% |
87% |
False |
False |
67,581 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
87% |
False |
False |
58,116 |
| 80 |
0.7682 |
0.7330 |
0.0352 |
4.6% |
0.0045 |
0.6% |
81% |
False |
False |
43,733 |
| 100 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0043 |
0.6% |
55% |
False |
False |
35,004 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.5% |
55% |
False |
False |
29,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7886 |
|
2.618 |
0.7783 |
|
1.618 |
0.7720 |
|
1.000 |
0.7682 |
|
0.618 |
0.7657 |
|
HIGH |
0.7619 |
|
0.618 |
0.7594 |
|
0.500 |
0.7587 |
|
0.382 |
0.7580 |
|
LOW |
0.7556 |
|
0.618 |
0.7517 |
|
1.000 |
0.7493 |
|
1.618 |
0.7454 |
|
2.618 |
0.7391 |
|
4.250 |
0.7288 |
|
|
| Fisher Pivots for day following 22-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7606 |
| PP |
0.7597 |
0.7597 |
| S1 |
0.7587 |
0.7587 |
|