CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 13-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2019 |
13-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7467 |
0.7490 |
0.0023 |
0.3% |
0.7531 |
| High |
0.7491 |
0.7525 |
0.0035 |
0.5% |
0.7535 |
| Low |
0.7455 |
0.7480 |
0.0026 |
0.3% |
0.7427 |
| Close |
0.7484 |
0.7518 |
0.0034 |
0.5% |
0.7457 |
| Range |
0.0036 |
0.0045 |
0.0009 |
25.0% |
0.0108 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.1% |
0.0000 |
| Volume |
79,409 |
105,483 |
26,074 |
32.8% |
386,949 |
|
| Daily Pivots for day following 13-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7643 |
0.7625 |
0.7542 |
|
| R3 |
0.7598 |
0.7580 |
0.7530 |
|
| R2 |
0.7553 |
0.7553 |
0.7526 |
|
| R1 |
0.7535 |
0.7535 |
0.7522 |
0.7544 |
| PP |
0.7508 |
0.7508 |
0.7508 |
0.7512 |
| S1 |
0.7490 |
0.7490 |
0.7513 |
0.7499 |
| S2 |
0.7462 |
0.7462 |
0.7509 |
|
| S3 |
0.7417 |
0.7445 |
0.7505 |
|
| S4 |
0.7372 |
0.7400 |
0.7493 |
|
|
| 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 |
0.7525 |
0.7427 |
0.0098 |
1.3% |
0.0036 |
0.5% |
92% |
True |
False |
81,449 |
| 10 |
0.7620 |
0.7427 |
0.0193 |
2.6% |
0.0044 |
0.6% |
47% |
False |
False |
81,159 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0045 |
0.6% |
45% |
False |
False |
72,059 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0045 |
0.6% |
39% |
False |
False |
68,903 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
57% |
False |
False |
70,520 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
57% |
False |
False |
55,983 |
| 100 |
0.7725 |
0.7330 |
0.0395 |
5.3% |
0.0044 |
0.6% |
47% |
False |
False |
44,831 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
36% |
False |
False |
37,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7716 |
|
2.618 |
0.7643 |
|
1.618 |
0.7598 |
|
1.000 |
0.7570 |
|
0.618 |
0.7553 |
|
HIGH |
0.7525 |
|
0.618 |
0.7508 |
|
0.500 |
0.7503 |
|
0.382 |
0.7497 |
|
LOW |
0.7480 |
|
0.618 |
0.7452 |
|
1.000 |
0.7435 |
|
1.618 |
0.7407 |
|
2.618 |
0.7362 |
|
4.250 |
0.7289 |
|
|
| Fisher Pivots for day following 13-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7513 |
0.7506 |
| PP |
0.7508 |
0.7494 |
| S1 |
0.7503 |
0.7483 |
|