CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 15-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2019 |
15-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7560 |
0.7538 |
-0.0023 |
-0.3% |
0.7552 |
High |
0.7577 |
0.7570 |
-0.0007 |
-0.1% |
0.7597 |
Low |
0.7517 |
0.7537 |
0.0020 |
0.3% |
0.7517 |
Close |
0.7550 |
0.7568 |
0.0018 |
0.2% |
0.7568 |
Range |
0.0060 |
0.0033 |
-0.0027 |
-44.5% |
0.0080 |
ATR |
0.0041 |
0.0041 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
137 |
125 |
-12 |
-8.8% |
873 |
|
Daily Pivots for day following 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7657 |
0.7646 |
0.7586 |
|
R3 |
0.7624 |
0.7613 |
0.7577 |
|
R2 |
0.7591 |
0.7591 |
0.7574 |
|
R1 |
0.7580 |
0.7580 |
0.7571 |
0.7585 |
PP |
0.7558 |
0.7558 |
0.7558 |
0.7561 |
S1 |
0.7547 |
0.7547 |
0.7565 |
0.7553 |
S2 |
0.7525 |
0.7525 |
0.7562 |
|
S3 |
0.7492 |
0.7514 |
0.7559 |
|
S4 |
0.7459 |
0.7481 |
0.7550 |
|
|
Weekly Pivots for week ending 15-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7801 |
0.7764 |
0.7612 |
|
R3 |
0.7721 |
0.7684 |
0.7590 |
|
R2 |
0.7641 |
0.7641 |
0.7583 |
|
R1 |
0.7604 |
0.7604 |
0.7575 |
0.7623 |
PP |
0.7561 |
0.7561 |
0.7561 |
0.7570 |
S1 |
0.7524 |
0.7524 |
0.7561 |
0.7543 |
S2 |
0.7481 |
0.7481 |
0.7553 |
|
S3 |
0.7401 |
0.7444 |
0.7546 |
|
S4 |
0.7321 |
0.7364 |
0.7524 |
|
|
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% |
0.0038 |
0.5% |
64% |
False |
False |
174 |
10 |
0.7664 |
0.7517 |
0.0147 |
1.9% |
0.0039 |
0.5% |
35% |
False |
False |
199 |
20 |
0.7675 |
0.7504 |
0.0171 |
2.3% |
0.0040 |
0.5% |
37% |
False |
False |
169 |
40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
67% |
False |
False |
132 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
67% |
False |
False |
122 |
80 |
0.7726 |
0.7347 |
0.0379 |
5.0% |
0.0032 |
0.4% |
58% |
False |
False |
96 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0029 |
0.4% |
43% |
False |
False |
78 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0027 |
0.4% |
43% |
False |
False |
67 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7710 |
2.618 |
0.7656 |
1.618 |
0.7623 |
1.000 |
0.7603 |
0.618 |
0.7590 |
HIGH |
0.7570 |
0.618 |
0.7557 |
0.500 |
0.7554 |
0.382 |
0.7550 |
LOW |
0.7537 |
0.618 |
0.7517 |
1.000 |
0.7504 |
1.618 |
0.7484 |
2.618 |
0.7451 |
4.250 |
0.7397 |
|
|
Fisher Pivots for day following 15-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7563 |
0.7564 |
PP |
0.7558 |
0.7561 |
S1 |
0.7554 |
0.7557 |
|