CME Canadian Dollar Future March 2019
Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
0.7520 |
0.7502 |
-0.0018 |
-0.2% |
0.7453 |
High |
0.7528 |
0.7525 |
-0.0002 |
0.0% |
0.7528 |
Low |
0.7493 |
0.7479 |
-0.0014 |
-0.2% |
0.7441 |
Close |
0.7507 |
0.7493 |
-0.0014 |
-0.2% |
0.7493 |
Range |
0.0035 |
0.0046 |
0.0012 |
33.3% |
0.0087 |
ATR |
0.0044 |
0.0044 |
0.0000 |
0.3% |
0.0000 |
Volume |
75,753 |
36,433 |
-39,320 |
-51.9% |
351,303 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7637 |
0.7611 |
0.7518 |
|
R3 |
0.7591 |
0.7565 |
0.7506 |
|
R2 |
0.7545 |
0.7545 |
0.7501 |
|
R1 |
0.7519 |
0.7519 |
0.7497 |
0.7509 |
PP |
0.7499 |
0.7499 |
0.7499 |
0.7494 |
S1 |
0.7473 |
0.7473 |
0.7489 |
0.7463 |
S2 |
0.7453 |
0.7453 |
0.7485 |
|
S3 |
0.7407 |
0.7427 |
0.7480 |
|
S4 |
0.7361 |
0.7381 |
0.7468 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7748 |
0.7708 |
0.7541 |
|
R3 |
0.7661 |
0.7621 |
0.7517 |
|
R2 |
0.7574 |
0.7574 |
0.7509 |
|
R1 |
0.7534 |
0.7534 |
0.7501 |
0.7554 |
PP |
0.7487 |
0.7487 |
0.7487 |
0.7497 |
S1 |
0.7447 |
0.7447 |
0.7485 |
0.7467 |
S2 |
0.7400 |
0.7400 |
0.7477 |
|
S3 |
0.7313 |
0.7360 |
0.7469 |
|
S4 |
0.7226 |
0.7273 |
0.7445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7528 |
0.7441 |
0.0087 |
1.2% |
0.0038 |
0.5% |
60% |
False |
False |
70,260 |
10 |
0.7535 |
0.7427 |
0.0108 |
1.4% |
0.0038 |
0.5% |
61% |
False |
False |
73,825 |
20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0044 |
0.6% |
33% |
False |
False |
70,986 |
40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0046 |
0.6% |
28% |
False |
False |
69,058 |
60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
49% |
False |
False |
70,116 |
80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
49% |
False |
False |
57,307 |
100 |
0.7725 |
0.7330 |
0.0395 |
5.3% |
0.0044 |
0.6% |
41% |
False |
False |
45,950 |
120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
32% |
False |
False |
38,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7721 |
2.618 |
0.7645 |
1.618 |
0.7599 |
1.000 |
0.7571 |
0.618 |
0.7553 |
HIGH |
0.7525 |
0.618 |
0.7507 |
0.500 |
0.7502 |
0.382 |
0.7497 |
LOW |
0.7479 |
0.618 |
0.7451 |
1.000 |
0.7433 |
1.618 |
0.7405 |
2.618 |
0.7359 |
4.250 |
0.7284 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7502 |
0.7503 |
PP |
0.7499 |
0.7500 |
S1 |
0.7496 |
0.7496 |
|