CME Canadian Dollar Future March 2019
| Trading Metrics calculated at close of trading on 19-Mar-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2019 |
19-Mar-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7498 |
0.7496 |
-0.0003 |
0.0% |
0.7453 |
| High |
0.7518 |
0.7547 |
0.0029 |
0.4% |
0.7528 |
| Low |
0.7482 |
0.7495 |
0.0012 |
0.2% |
0.7441 |
| Close |
0.7491 |
0.7541 |
0.0050 |
0.7% |
0.7493 |
| Range |
0.0036 |
0.0052 |
0.0017 |
46.5% |
0.0087 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.0% |
0.0000 |
| Volume |
5,599 |
515 |
-5,084 |
-90.8% |
351,303 |
|
| Daily Pivots for day following 19-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7683 |
0.7664 |
0.7569 |
|
| R3 |
0.7631 |
0.7612 |
0.7555 |
|
| R2 |
0.7579 |
0.7579 |
0.7550 |
|
| R1 |
0.7560 |
0.7560 |
0.7545 |
0.7570 |
| PP |
0.7527 |
0.7527 |
0.7527 |
0.7532 |
| S1 |
0.7508 |
0.7508 |
0.7536 |
0.7518 |
| S2 |
0.7475 |
0.7475 |
0.7531 |
|
| S3 |
0.7423 |
0.7456 |
0.7526 |
|
| S4 |
0.7371 |
0.7404 |
0.7512 |
|
|
| 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 |
0.7547 |
0.7479 |
0.0068 |
0.9% |
0.0043 |
0.6% |
91% |
True |
False |
44,756 |
| 10 |
0.7547 |
0.7427 |
0.0120 |
1.6% |
0.0041 |
0.5% |
95% |
True |
False |
62,387 |
| 20 |
0.7630 |
0.7427 |
0.0203 |
2.7% |
0.0044 |
0.6% |
56% |
False |
False |
65,544 |
| 40 |
0.7660 |
0.7427 |
0.0233 |
3.1% |
0.0046 |
0.6% |
49% |
False |
False |
65,849 |
| 60 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
64% |
False |
False |
67,387 |
| 80 |
0.7660 |
0.7330 |
0.0330 |
4.4% |
0.0046 |
0.6% |
64% |
False |
False |
57,372 |
| 100 |
0.7725 |
0.7330 |
0.0395 |
5.2% |
0.0045 |
0.6% |
53% |
False |
False |
46,010 |
| 120 |
0.7846 |
0.7330 |
0.0516 |
6.8% |
0.0043 |
0.6% |
41% |
False |
False |
38,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7768 |
|
2.618 |
0.7683 |
|
1.618 |
0.7631 |
|
1.000 |
0.7599 |
|
0.618 |
0.7579 |
|
HIGH |
0.7547 |
|
0.618 |
0.7527 |
|
0.500 |
0.7521 |
|
0.382 |
0.7514 |
|
LOW |
0.7495 |
|
0.618 |
0.7462 |
|
1.000 |
0.7442 |
|
1.618 |
0.7410 |
|
2.618 |
0.7358 |
|
4.250 |
0.7273 |
|
|
| Fisher Pivots for day following 19-Mar-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7534 |
0.7531 |
| PP |
0.7527 |
0.7522 |
| S1 |
0.7521 |
0.7513 |
|