CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 26-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2019 |
26-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7618 |
0.7586 |
-0.0032 |
-0.4% |
0.7552 |
| High |
0.7630 |
0.7605 |
-0.0025 |
-0.3% |
0.7619 |
| Low |
0.7582 |
0.7559 |
-0.0023 |
-0.3% |
0.7534 |
| Close |
0.7583 |
0.7598 |
0.0015 |
0.2% |
0.7616 |
| Range |
0.0049 |
0.0047 |
-0.0002 |
-4.1% |
0.0084 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
62,572 |
52,139 |
-10,433 |
-16.7% |
277,339 |
|
| Daily Pivots for day following 26-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7727 |
0.7709 |
0.7624 |
|
| R3 |
0.7680 |
0.7662 |
0.7611 |
|
| R2 |
0.7634 |
0.7634 |
0.7607 |
|
| R1 |
0.7616 |
0.7616 |
0.7602 |
0.7625 |
| PP |
0.7587 |
0.7587 |
0.7587 |
0.7592 |
| S1 |
0.7569 |
0.7569 |
0.7594 |
0.7578 |
| S2 |
0.7541 |
0.7541 |
0.7589 |
|
| S3 |
0.7494 |
0.7523 |
0.7585 |
|
| S4 |
0.7448 |
0.7476 |
0.7572 |
|
|
| 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 |
0.7556 |
0.0075 |
1.0% |
0.0048 |
0.6% |
57% |
False |
False |
64,729 |
| 10 |
0.7630 |
0.7501 |
0.0129 |
1.7% |
0.0047 |
0.6% |
75% |
False |
False |
62,156 |
| 20 |
0.7660 |
0.7501 |
0.0159 |
2.1% |
0.0047 |
0.6% |
61% |
False |
False |
66,517 |
| 40 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
81% |
False |
False |
67,868 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
81% |
False |
False |
60,005 |
| 80 |
0.7682 |
0.7330 |
0.0352 |
4.6% |
0.0045 |
0.6% |
76% |
False |
False |
45,162 |
| 100 |
0.7820 |
0.7330 |
0.0490 |
6.4% |
0.0044 |
0.6% |
55% |
False |
False |
36,150 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.5% |
52% |
False |
False |
30,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7803 |
|
2.618 |
0.7727 |
|
1.618 |
0.7680 |
|
1.000 |
0.7652 |
|
0.618 |
0.7634 |
|
HIGH |
0.7605 |
|
0.618 |
0.7587 |
|
0.500 |
0.7582 |
|
0.382 |
0.7576 |
|
LOW |
0.7559 |
|
0.618 |
0.7530 |
|
1.000 |
0.7512 |
|
1.618 |
0.7483 |
|
2.618 |
0.7437 |
|
4.250 |
0.7361 |
|
|
| Fisher Pivots for day following 26-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7593 |
0.7596 |
| PP |
0.7587 |
0.7595 |
| S1 |
0.7582 |
0.7593 |
|