CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 13-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2019 |
13-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7538 |
0.7588 |
0.0050 |
0.7% |
0.7660 |
| High |
0.7576 |
0.7597 |
0.0021 |
0.3% |
0.7664 |
| Low |
0.7535 |
0.7565 |
0.0030 |
0.4% |
0.7525 |
| Close |
0.7574 |
0.7570 |
-0.0004 |
-0.1% |
0.7558 |
| Range |
0.0041 |
0.0033 |
-0.0009 |
-20.7% |
0.0138 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
98 |
331 |
233 |
237.8% |
1,118 |
|
| Daily Pivots for day following 13-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7675 |
0.7655 |
0.7587 |
|
| R3 |
0.7642 |
0.7622 |
0.7578 |
|
| R2 |
0.7610 |
0.7610 |
0.7575 |
|
| R1 |
0.7590 |
0.7590 |
0.7572 |
0.7583 |
| PP |
0.7577 |
0.7577 |
0.7577 |
0.7574 |
| S1 |
0.7557 |
0.7557 |
0.7567 |
0.7551 |
| S2 |
0.7545 |
0.7545 |
0.7564 |
|
| S3 |
0.7512 |
0.7525 |
0.7561 |
|
| S4 |
0.7480 |
0.7492 |
0.7552 |
|
|
| Weekly Pivots for week ending 08-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7998 |
0.7916 |
0.7634 |
|
| R3 |
0.7859 |
0.7778 |
0.7596 |
|
| R2 |
0.7721 |
0.7721 |
0.7583 |
|
| R1 |
0.7639 |
0.7639 |
0.7571 |
0.7611 |
| PP |
0.7582 |
0.7582 |
0.7582 |
0.7568 |
| S1 |
0.7501 |
0.7501 |
0.7545 |
0.7472 |
| S2 |
0.7444 |
0.7444 |
0.7533 |
|
| S3 |
0.7305 |
0.7362 |
0.7520 |
|
| S4 |
0.7167 |
0.7224 |
0.7482 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7597 |
0.7525 |
0.0072 |
1.0% |
0.0040 |
0.5% |
62% |
True |
False |
235 |
| 10 |
0.7675 |
0.7525 |
0.0150 |
2.0% |
0.0037 |
0.5% |
30% |
False |
False |
218 |
| 20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0038 |
0.5% |
38% |
False |
False |
164 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
68% |
False |
False |
129 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
68% |
False |
False |
118 |
| 80 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0031 |
0.4% |
59% |
False |
False |
93 |
| 100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0028 |
0.4% |
44% |
False |
False |
76 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0027 |
0.4% |
44% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7735 |
|
2.618 |
0.7682 |
|
1.618 |
0.7650 |
|
1.000 |
0.7630 |
|
0.618 |
0.7617 |
|
HIGH |
0.7597 |
|
0.618 |
0.7585 |
|
0.500 |
0.7581 |
|
0.382 |
0.7577 |
|
LOW |
0.7565 |
|
0.618 |
0.7544 |
|
1.000 |
0.7532 |
|
1.618 |
0.7512 |
|
2.618 |
0.7479 |
|
4.250 |
0.7426 |
|
|
| Fisher Pivots for day following 13-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7581 |
0.7568 |
| PP |
0.7577 |
0.7566 |
| S1 |
0.7573 |
0.7565 |
|