CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 14-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2019 |
14-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7490 |
0.7520 |
0.0030 |
0.4% |
0.7531 |
| High |
0.7525 |
0.7528 |
0.0002 |
0.0% |
0.7535 |
| Low |
0.7480 |
0.7493 |
0.0013 |
0.2% |
0.7427 |
| Close |
0.7518 |
0.7507 |
-0.0011 |
-0.1% |
0.7457 |
| Range |
0.0045 |
0.0035 |
-0.0011 |
-23.3% |
0.0108 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
105,483 |
75,753 |
-29,730 |
-28.2% |
386,949 |
|
| Daily Pivots for day following 14-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7613 |
0.7594 |
0.7525 |
|
| R3 |
0.7578 |
0.7560 |
0.7516 |
|
| R2 |
0.7544 |
0.7544 |
0.7513 |
|
| R1 |
0.7525 |
0.7525 |
0.7510 |
0.7517 |
| PP |
0.7509 |
0.7509 |
0.7509 |
0.7505 |
| S1 |
0.7491 |
0.7491 |
0.7503 |
0.7483 |
| S2 |
0.7475 |
0.7475 |
0.7500 |
|
| S3 |
0.7440 |
0.7456 |
0.7497 |
|
| S4 |
0.7406 |
0.7422 |
0.7488 |
|
|
| 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 |
0.7528 |
0.7428 |
0.0100 |
1.3% |
0.0037 |
0.5% |
79% |
True |
False |
80,961 |
| 10 |
0.7620 |
0.7427 |
0.0193 |
2.6% |
0.0044 |
0.6% |
41% |
False |
False |
81,643 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0045 |
0.6% |
39% |
False |
False |
72,759 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0045 |
0.6% |
34% |
False |
False |
69,368 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
54% |
False |
False |
70,535 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
54% |
False |
False |
56,929 |
| 100 |
0.7725 |
0.7330 |
0.0395 |
5.3% |
0.0044 |
0.6% |
45% |
False |
False |
45,588 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
34% |
False |
False |
38,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7674 |
|
2.618 |
0.7618 |
|
1.618 |
0.7583 |
|
1.000 |
0.7562 |
|
0.618 |
0.7549 |
|
HIGH |
0.7528 |
|
0.618 |
0.7514 |
|
0.500 |
0.7510 |
|
0.382 |
0.7506 |
|
LOW |
0.7493 |
|
0.618 |
0.7472 |
|
1.000 |
0.7459 |
|
1.618 |
0.7437 |
|
2.618 |
0.7403 |
|
4.250 |
0.7346 |
|
|
| Fisher Pivots for day following 14-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7510 |
0.7501 |
| PP |
0.7509 |
0.7496 |
| S1 |
0.7508 |
0.7491 |
|