CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 18-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2019 |
18-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7502 |
0.7498 |
-0.0004 |
-0.1% |
0.7453 |
| High |
0.7525 |
0.7518 |
-0.0008 |
-0.1% |
0.7528 |
| Low |
0.7479 |
0.7482 |
0.0003 |
0.0% |
0.7441 |
| Close |
0.7493 |
0.7491 |
-0.0002 |
0.0% |
0.7493 |
| Range |
0.0046 |
0.0036 |
-0.0011 |
-22.8% |
0.0087 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
36,433 |
5,599 |
-30,834 |
-84.6% |
351,303 |
|
| Daily Pivots for day following 18-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7603 |
0.7583 |
0.7511 |
|
| R3 |
0.7568 |
0.7547 |
0.7501 |
|
| R2 |
0.7532 |
0.7532 |
0.7498 |
|
| R1 |
0.7512 |
0.7512 |
0.7494 |
0.7504 |
| PP |
0.7497 |
0.7497 |
0.7497 |
0.7493 |
| S1 |
0.7476 |
0.7476 |
0.7488 |
0.7469 |
| S2 |
0.7461 |
0.7461 |
0.7484 |
|
| S3 |
0.7426 |
0.7441 |
0.7481 |
|
| S4 |
0.7390 |
0.7405 |
0.7471 |
|
|
| 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 |
0.7455 |
0.0073 |
1.0% |
0.0039 |
0.5% |
50% |
False |
False |
60,535 |
| 10 |
0.7528 |
0.7427 |
0.0101 |
1.3% |
0.0038 |
0.5% |
64% |
False |
False |
68,022 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0044 |
0.6% |
32% |
False |
False |
68,938 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0045 |
0.6% |
28% |
False |
False |
67,346 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
49% |
False |
False |
68,767 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
49% |
False |
False |
57,371 |
| 100 |
0.7725 |
0.7330 |
0.0395 |
5.3% |
0.0044 |
0.6% |
41% |
False |
False |
46,006 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.9% |
0.0043 |
0.6% |
31% |
False |
False |
38,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7668 |
|
2.618 |
0.7610 |
|
1.618 |
0.7575 |
|
1.000 |
0.7553 |
|
0.618 |
0.7539 |
|
HIGH |
0.7518 |
|
0.618 |
0.7504 |
|
0.500 |
0.7500 |
|
0.382 |
0.7496 |
|
LOW |
0.7482 |
|
0.618 |
0.7460 |
|
1.000 |
0.7447 |
|
1.618 |
0.7425 |
|
2.618 |
0.7389 |
|
4.250 |
0.7331 |
|
|
| Fisher Pivots for day following 18-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7500 |
0.7503 |
| PP |
0.7497 |
0.7499 |
| S1 |
0.7494 |
0.7495 |
|