CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 07-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2019 |
07-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7489 |
0.7442 |
-0.0047 |
-0.6% |
0.7618 |
| High |
0.7491 |
0.7457 |
-0.0033 |
-0.4% |
0.7630 |
| Low |
0.7433 |
0.7427 |
-0.0006 |
-0.1% |
0.7517 |
| Close |
0.7453 |
0.7433 |
-0.0021 |
-0.3% |
0.7522 |
| Range |
0.0058 |
0.0030 |
-0.0027 |
-47.8% |
0.0113 |
| ATR |
0.0048 |
0.0047 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
98,331 |
78,191 |
-20,140 |
-20.5% |
357,585 |
|
| Daily Pivots for day following 07-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7529 |
0.7511 |
0.7449 |
|
| R3 |
0.7499 |
0.7481 |
0.7441 |
|
| R2 |
0.7469 |
0.7469 |
0.7438 |
|
| R1 |
0.7451 |
0.7451 |
0.7435 |
0.7445 |
| PP |
0.7439 |
0.7439 |
0.7439 |
0.7436 |
| S1 |
0.7421 |
0.7421 |
0.7430 |
0.7415 |
| S2 |
0.7409 |
0.7409 |
0.7427 |
|
| S3 |
0.7379 |
0.7391 |
0.7424 |
|
| S4 |
0.7349 |
0.7361 |
0.7416 |
|
|
| 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 |
0.7620 |
0.7427 |
0.0193 |
2.6% |
0.0051 |
0.7% |
3% |
False |
True |
82,325 |
| 10 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0049 |
0.7% |
3% |
False |
True |
71,948 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0047 |
0.6% |
3% |
False |
True |
68,350 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0046 |
0.6% |
2% |
False |
True |
67,740 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
31% |
False |
False |
68,430 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
31% |
False |
False |
51,886 |
| 100 |
0.7761 |
0.7330 |
0.0431 |
5.8% |
0.0044 |
0.6% |
24% |
False |
False |
41,546 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0042 |
0.6% |
20% |
False |
False |
34,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7585 |
|
2.618 |
0.7536 |
|
1.618 |
0.7506 |
|
1.000 |
0.7487 |
|
0.618 |
0.7476 |
|
HIGH |
0.7457 |
|
0.618 |
0.7446 |
|
0.500 |
0.7442 |
|
0.382 |
0.7438 |
|
LOW |
0.7427 |
|
0.618 |
0.7408 |
|
1.000 |
0.7397 |
|
1.618 |
0.7378 |
|
2.618 |
0.7348 |
|
4.250 |
0.7299 |
|
|
| Fisher Pivots for day following 07-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7442 |
0.7471 |
| PP |
0.7439 |
0.7458 |
| S1 |
0.7436 |
0.7445 |
|