CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 01-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2019 |
01-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7607 |
0.7595 |
-0.0012 |
-0.2% |
0.7618 |
High |
0.7614 |
0.7620 |
0.0006 |
0.1% |
0.7630 |
Low |
0.7575 |
0.7517 |
-0.0058 |
-0.8% |
0.7517 |
Close |
0.7613 |
0.7522 |
-0.0091 |
-1.2% |
0.7522 |
Range |
0.0040 |
0.0103 |
0.0063 |
159.5% |
0.0113 |
ATR |
0.0046 |
0.0050 |
0.0004 |
8.9% |
0.0000 |
Volume |
70,915 |
114,616 |
43,701 |
61.6% |
357,585 |
|
Daily Pivots for day following 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7860 |
0.7793 |
0.7578 |
|
R3 |
0.7758 |
0.7691 |
0.7550 |
|
R2 |
0.7655 |
0.7655 |
0.7540 |
|
R1 |
0.7588 |
0.7588 |
0.7531 |
0.7571 |
PP |
0.7553 |
0.7553 |
0.7553 |
0.7544 |
S1 |
0.7486 |
0.7486 |
0.7512 |
0.7468 |
S2 |
0.7450 |
0.7450 |
0.7503 |
|
S3 |
0.7348 |
0.7383 |
0.7493 |
|
S4 |
0.7245 |
0.7281 |
0.7465 |
|
|
Weekly Pivots for week ending 01-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7895 |
0.7821 |
0.7584 |
|
R3 |
0.7782 |
0.7708 |
0.7553 |
|
R2 |
0.7669 |
0.7669 |
0.7542 |
|
R1 |
0.7595 |
0.7595 |
0.7532 |
0.7576 |
PP |
0.7556 |
0.7556 |
0.7556 |
0.7546 |
S1 |
0.7482 |
0.7482 |
0.7511 |
0.7463 |
S2 |
0.7443 |
0.7443 |
0.7501 |
|
S3 |
0.7330 |
0.7369 |
0.7490 |
|
S4 |
0.7217 |
0.7256 |
0.7459 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7630 |
0.7517 |
0.0113 |
1.5% |
0.0054 |
0.7% |
4% |
False |
True |
71,517 |
10 |
0.7630 |
0.7517 |
0.0114 |
1.5% |
0.0050 |
0.7% |
4% |
False |
False |
68,148 |
20 |
0.7660 |
0.7501 |
0.0159 |
2.1% |
0.0048 |
0.6% |
13% |
False |
False |
66,818 |
40 |
0.7660 |
0.7336 |
0.0324 |
4.3% |
0.0048 |
0.6% |
57% |
False |
False |
69,071 |
60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0048 |
0.6% |
58% |
False |
False |
63,967 |
80 |
0.7671 |
0.7330 |
0.0341 |
4.5% |
0.0046 |
0.6% |
56% |
False |
False |
48,179 |
100 |
0.7761 |
0.7330 |
0.0431 |
5.7% |
0.0045 |
0.6% |
44% |
False |
False |
38,578 |
120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0042 |
0.6% |
37% |
False |
False |
32,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8055 |
2.618 |
0.7888 |
1.618 |
0.7785 |
1.000 |
0.7722 |
0.618 |
0.7683 |
HIGH |
0.7620 |
0.618 |
0.7580 |
0.500 |
0.7568 |
0.382 |
0.7556 |
LOW |
0.7517 |
0.618 |
0.7454 |
1.000 |
0.7414 |
1.618 |
0.7351 |
2.618 |
0.7249 |
4.250 |
0.7081 |
|
|
Fisher Pivots for day following 01-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7568 |
0.7572 |
PP |
0.7553 |
0.7555 |
S1 |
0.7537 |
0.7538 |
|