CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 14-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2019 |
14-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7588 |
0.7560 |
-0.0028 |
-0.4% |
0.7660 |
High |
0.7597 |
0.7577 |
-0.0021 |
-0.3% |
0.7664 |
Low |
0.7565 |
0.7517 |
-0.0048 |
-0.6% |
0.7525 |
Close |
0.7570 |
0.7550 |
-0.0019 |
-0.3% |
0.7558 |
Range |
0.0033 |
0.0060 |
0.0027 |
83.1% |
0.0138 |
ATR |
0.0040 |
0.0041 |
0.0001 |
3.5% |
0.0000 |
Volume |
331 |
137 |
-194 |
-58.6% |
1,118 |
|
Daily Pivots for day following 14-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7726 |
0.7698 |
0.7583 |
|
R3 |
0.7667 |
0.7638 |
0.7566 |
|
R2 |
0.7607 |
0.7607 |
0.7561 |
|
R1 |
0.7579 |
0.7579 |
0.7555 |
0.7563 |
PP |
0.7548 |
0.7548 |
0.7548 |
0.7540 |
S1 |
0.7519 |
0.7519 |
0.7545 |
0.7504 |
S2 |
0.7488 |
0.7488 |
0.7539 |
|
S3 |
0.7429 |
0.7460 |
0.7534 |
|
S4 |
0.7369 |
0.7400 |
0.7517 |
|
|
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 |
0.7517 |
0.0080 |
1.1% |
0.0042 |
0.6% |
41% |
False |
True |
227 |
10 |
0.7675 |
0.7517 |
0.0158 |
2.1% |
0.0040 |
0.5% |
21% |
False |
True |
195 |
20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0040 |
0.5% |
27% |
False |
False |
169 |
40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0039 |
0.5% |
62% |
False |
False |
131 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0036 |
0.5% |
62% |
False |
False |
120 |
80 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0032 |
0.4% |
54% |
False |
False |
94 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0029 |
0.4% |
40% |
False |
False |
77 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.8% |
0.0027 |
0.4% |
40% |
False |
False |
66 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7829 |
2.618 |
0.7732 |
1.618 |
0.7673 |
1.000 |
0.7636 |
0.618 |
0.7613 |
HIGH |
0.7577 |
0.618 |
0.7554 |
0.500 |
0.7547 |
0.382 |
0.7540 |
LOW |
0.7517 |
0.618 |
0.7480 |
1.000 |
0.7457 |
1.618 |
0.7421 |
2.618 |
0.7361 |
4.250 |
0.7264 |
|
|
Fisher Pivots for day following 14-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7549 |
0.7557 |
PP |
0.7548 |
0.7555 |
S1 |
0.7547 |
0.7552 |
|