CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 08-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2019 |
08-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7442 |
0.7435 |
-0.0006 |
-0.1% |
0.7531 |
| High |
0.7457 |
0.7469 |
0.0012 |
0.2% |
0.7535 |
| Low |
0.7427 |
0.7428 |
0.0001 |
0.0% |
0.7427 |
| Close |
0.7433 |
0.7457 |
0.0025 |
0.3% |
0.7457 |
| Range |
0.0030 |
0.0042 |
0.0012 |
38.3% |
0.0108 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
78,191 |
89,938 |
11,747 |
15.0% |
386,949 |
|
| Daily Pivots for day following 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7576 |
0.7558 |
0.7480 |
|
| R3 |
0.7534 |
0.7516 |
0.7468 |
|
| R2 |
0.7493 |
0.7493 |
0.7465 |
|
| R1 |
0.7475 |
0.7475 |
0.7461 |
0.7484 |
| PP |
0.7451 |
0.7451 |
0.7451 |
0.7456 |
| S1 |
0.7433 |
0.7433 |
0.7453 |
0.7442 |
| S2 |
0.7410 |
0.7410 |
0.7449 |
|
| S3 |
0.7368 |
0.7392 |
0.7446 |
|
| S4 |
0.7327 |
0.7350 |
0.7434 |
|
|
| Weekly Pivots for week ending 08-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7797 |
0.7735 |
0.7516 |
|
| R3 |
0.7689 |
0.7627 |
0.7487 |
|
| R2 |
0.7581 |
0.7581 |
0.7477 |
|
| R1 |
0.7519 |
0.7519 |
0.7467 |
0.7496 |
| PP |
0.7473 |
0.7473 |
0.7473 |
0.7462 |
| S1 |
0.7411 |
0.7411 |
0.7447 |
0.7388 |
| S2 |
0.7365 |
0.7365 |
0.7437 |
|
| S3 |
0.7257 |
0.7303 |
0.7427 |
|
| S4 |
0.7149 |
0.7195 |
0.7398 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7535 |
0.7427 |
0.0108 |
1.4% |
0.0039 |
0.5% |
28% |
False |
False |
77,389 |
| 10 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0046 |
0.6% |
15% |
False |
False |
74,453 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0046 |
0.6% |
15% |
False |
False |
69,121 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0045 |
0.6% |
13% |
False |
False |
67,470 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0045 |
0.6% |
39% |
False |
False |
69,189 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
39% |
False |
False |
53,005 |
| 100 |
0.7761 |
0.7330 |
0.0431 |
5.8% |
0.0045 |
0.6% |
29% |
False |
False |
42,444 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0042 |
0.6% |
25% |
False |
False |
35,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7645 |
|
2.618 |
0.7578 |
|
1.618 |
0.7536 |
|
1.000 |
0.7511 |
|
0.618 |
0.7495 |
|
HIGH |
0.7469 |
|
0.618 |
0.7453 |
|
0.500 |
0.7448 |
|
0.382 |
0.7443 |
|
LOW |
0.7428 |
|
0.618 |
0.7402 |
|
1.000 |
0.7386 |
|
1.618 |
0.7360 |
|
2.618 |
0.7319 |
|
4.250 |
0.7251 |
|
|
| Fisher Pivots for day following 08-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7454 |
0.7459 |
| PP |
0.7451 |
0.7458 |
| S1 |
0.7448 |
0.7458 |
|