CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7596 |
0.7607 |
0.0012 |
0.2% |
0.7552 |
| High |
0.7627 |
0.7614 |
-0.0013 |
-0.2% |
0.7619 |
| Low |
0.7593 |
0.7575 |
-0.0019 |
-0.2% |
0.7534 |
| Close |
0.7608 |
0.7613 |
0.0005 |
0.1% |
0.7616 |
| Range |
0.0034 |
0.0040 |
0.0006 |
16.2% |
0.0084 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
57,343 |
70,915 |
13,572 |
23.7% |
277,339 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7719 |
0.7706 |
0.7635 |
|
| R3 |
0.7680 |
0.7666 |
0.7624 |
|
| R2 |
0.7640 |
0.7640 |
0.7620 |
|
| R1 |
0.7627 |
0.7627 |
0.7617 |
0.7633 |
| PP |
0.7601 |
0.7601 |
0.7601 |
0.7604 |
| S1 |
0.7587 |
0.7587 |
0.7609 |
0.7594 |
| S2 |
0.7561 |
0.7561 |
0.7606 |
|
| S3 |
0.7522 |
0.7548 |
0.7602 |
|
| S4 |
0.7482 |
0.7508 |
0.7591 |
|
|
| 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% |
0.0046 |
0.6% |
77% |
False |
False |
61,572 |
| 10 |
0.7630 |
0.7501 |
0.0129 |
1.7% |
0.0046 |
0.6% |
87% |
False |
False |
63,874 |
| 20 |
0.7660 |
0.7501 |
0.0159 |
2.1% |
0.0044 |
0.6% |
71% |
False |
False |
66,019 |
| 40 |
0.7660 |
0.7332 |
0.0327 |
4.3% |
0.0047 |
0.6% |
86% |
False |
False |
68,401 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.3% |
0.0047 |
0.6% |
86% |
False |
False |
62,082 |
| 80 |
0.7682 |
0.7330 |
0.0352 |
4.6% |
0.0045 |
0.6% |
81% |
False |
False |
46,761 |
| 100 |
0.7772 |
0.7330 |
0.0442 |
5.8% |
0.0044 |
0.6% |
64% |
False |
False |
37,432 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0042 |
0.5% |
55% |
False |
False |
31,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7782 |
|
2.618 |
0.7717 |
|
1.618 |
0.7678 |
|
1.000 |
0.7654 |
|
0.618 |
0.7638 |
|
HIGH |
0.7614 |
|
0.618 |
0.7599 |
|
0.500 |
0.7594 |
|
0.382 |
0.7590 |
|
LOW |
0.7575 |
|
0.618 |
0.7550 |
|
1.000 |
0.7535 |
|
1.618 |
0.7511 |
|
2.618 |
0.7471 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7607 |
0.7606 |
| PP |
0.7601 |
0.7600 |
| S1 |
0.7594 |
0.7593 |
|