CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7562 |
0.7618 |
0.0056 |
0.7% |
0.7552 |
| High |
0.7619 |
0.7630 |
0.0012 |
0.2% |
0.7619 |
| Low |
0.7556 |
0.7582 |
0.0026 |
0.3% |
0.7534 |
| Close |
0.7616 |
0.7583 |
-0.0033 |
-0.4% |
0.7616 |
| Range |
0.0063 |
0.0049 |
-0.0015 |
-23.0% |
0.0084 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.2% |
0.0000 |
| Volume |
64,891 |
62,572 |
-2,319 |
-3.6% |
277,339 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7744 |
0.7712 |
0.7610 |
|
| R3 |
0.7695 |
0.7663 |
0.7596 |
|
| R2 |
0.7647 |
0.7647 |
0.7592 |
|
| R1 |
0.7615 |
0.7615 |
0.7587 |
0.7607 |
| PP |
0.7598 |
0.7598 |
0.7598 |
0.7594 |
| S1 |
0.7566 |
0.7566 |
0.7579 |
0.7558 |
| S2 |
0.7550 |
0.7550 |
0.7574 |
|
| S3 |
0.7501 |
0.7518 |
0.7570 |
|
| S4 |
0.7453 |
0.7469 |
0.7556 |
|
|
| 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 |
0.7630 |
0.7534 |
0.0096 |
1.3% |
0.0047 |
0.6% |
51% |
True |
False |
67,982 |
| 10 |
0.7630 |
0.7501 |
0.0129 |
1.7% |
0.0045 |
0.6% |
64% |
True |
False |
61,841 |
| 20 |
0.7660 |
0.7501 |
0.0159 |
2.1% |
0.0047 |
0.6% |
52% |
False |
False |
66,594 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
77% |
False |
False |
68,405 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
77% |
False |
False |
59,154 |
| 80 |
0.7682 |
0.7330 |
0.0352 |
4.6% |
0.0045 |
0.6% |
72% |
False |
False |
44,513 |
| 100 |
0.7831 |
0.7330 |
0.0501 |
6.6% |
0.0043 |
0.6% |
50% |
False |
False |
35,629 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.6% |
49% |
False |
False |
29,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7836 |
|
2.618 |
0.7757 |
|
1.618 |
0.7708 |
|
1.000 |
0.7679 |
|
0.618 |
0.7660 |
|
HIGH |
0.7630 |
|
0.618 |
0.7611 |
|
0.500 |
0.7606 |
|
0.382 |
0.7600 |
|
LOW |
0.7582 |
|
0.618 |
0.7552 |
|
1.000 |
0.7533 |
|
1.618 |
0.7503 |
|
2.618 |
0.7455 |
|
4.250 |
0.7375 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7606 |
0.7593 |
| PP |
0.7598 |
0.7590 |
| S1 |
0.7591 |
0.7586 |
|