CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 12-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2019 |
12-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7453 |
0.7467 |
0.0014 |
0.2% |
0.7531 |
| High |
0.7468 |
0.7491 |
0.0023 |
0.3% |
0.7535 |
| Low |
0.7441 |
0.7455 |
0.0014 |
0.2% |
0.7427 |
| Close |
0.7459 |
0.7484 |
0.0025 |
0.3% |
0.7457 |
| Range |
0.0028 |
0.0036 |
0.0009 |
30.9% |
0.0108 |
| ATR |
0.0045 |
0.0045 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
54,225 |
79,409 |
25,184 |
46.4% |
386,949 |
|
| Daily Pivots for day following 12-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7584 |
0.7570 |
0.7503 |
|
| R3 |
0.7548 |
0.7534 |
0.7493 |
|
| R2 |
0.7512 |
0.7512 |
0.7490 |
|
| R1 |
0.7498 |
0.7498 |
0.7487 |
0.7505 |
| PP |
0.7476 |
0.7476 |
0.7476 |
0.7480 |
| S1 |
0.7462 |
0.7462 |
0.7480 |
0.7469 |
| S2 |
0.7440 |
0.7440 |
0.7477 |
|
| S3 |
0.7404 |
0.7426 |
0.7474 |
|
| S4 |
0.7368 |
0.7390 |
0.7464 |
|
|
| 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 |
0.7491 |
0.7427 |
0.0064 |
0.8% |
0.0039 |
0.5% |
89% |
True |
False |
80,018 |
| 10 |
0.7627 |
0.7427 |
0.0200 |
2.7% |
0.0043 |
0.6% |
28% |
False |
False |
76,345 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0045 |
0.6% |
28% |
False |
False |
69,251 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0045 |
0.6% |
24% |
False |
False |
67,514 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0045 |
0.6% |
47% |
False |
False |
69,990 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
47% |
False |
False |
54,671 |
| 100 |
0.7754 |
0.7330 |
0.0424 |
5.7% |
0.0044 |
0.6% |
36% |
False |
False |
43,777 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
30% |
False |
False |
36,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7644 |
|
2.618 |
0.7585 |
|
1.618 |
0.7549 |
|
1.000 |
0.7527 |
|
0.618 |
0.7513 |
|
HIGH |
0.7491 |
|
0.618 |
0.7477 |
|
0.500 |
0.7473 |
|
0.382 |
0.7468 |
|
LOW |
0.7455 |
|
0.618 |
0.7432 |
|
1.000 |
0.7419 |
|
1.618 |
0.7396 |
|
2.618 |
0.7360 |
|
4.250 |
0.7302 |
|
|
| Fisher Pivots for day following 12-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7480 |
0.7475 |
| PP |
0.7476 |
0.7467 |
| S1 |
0.7473 |
0.7459 |
|