CME Canadian Dollar Future June 2019
Trading Metrics calculated at close of trading on 22-Feb-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2019 |
22-Feb-2019 |
Change |
Change % |
Previous Week |
Open |
0.7604 |
0.7578 |
-0.0026 |
-0.3% |
0.7574 |
High |
0.7617 |
0.7633 |
0.0016 |
0.2% |
0.7633 |
Low |
0.7580 |
0.7575 |
-0.0005 |
-0.1% |
0.7554 |
Close |
0.7583 |
0.7632 |
0.0049 |
0.6% |
0.7632 |
Range |
0.0037 |
0.0058 |
0.0021 |
55.4% |
0.0079 |
ATR |
0.0041 |
0.0042 |
0.0001 |
3.0% |
0.0000 |
Volume |
110 |
167 |
57 |
51.8% |
5,023 |
|
Daily Pivots for day following 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7786 |
0.7766 |
0.7663 |
|
R3 |
0.7728 |
0.7709 |
0.7647 |
|
R2 |
0.7671 |
0.7671 |
0.7642 |
|
R1 |
0.7651 |
0.7651 |
0.7637 |
0.7661 |
PP |
0.7613 |
0.7613 |
0.7613 |
0.7618 |
S1 |
0.7594 |
0.7594 |
0.7626 |
0.7603 |
S2 |
0.7556 |
0.7556 |
0.7621 |
|
S3 |
0.7498 |
0.7536 |
0.7616 |
|
S4 |
0.7441 |
0.7479 |
0.7600 |
|
|
Weekly Pivots for week ending 22-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7843 |
0.7816 |
0.7675 |
|
R3 |
0.7764 |
0.7737 |
0.7653 |
|
R2 |
0.7685 |
0.7685 |
0.7646 |
|
R1 |
0.7658 |
0.7658 |
0.7639 |
0.7672 |
PP |
0.7606 |
0.7606 |
0.7606 |
0.7613 |
S1 |
0.7579 |
0.7579 |
0.7624 |
0.7593 |
S2 |
0.7527 |
0.7527 |
0.7617 |
|
S3 |
0.7448 |
0.7500 |
0.7610 |
|
S4 |
0.7369 |
0.7421 |
0.7588 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.7633 |
0.7537 |
0.0096 |
1.3% |
0.0041 |
0.5% |
99% |
True |
False |
1,029 |
10 |
0.7633 |
0.7517 |
0.0116 |
1.5% |
0.0041 |
0.5% |
99% |
True |
False |
628 |
20 |
0.7675 |
0.7514 |
0.0161 |
2.1% |
0.0042 |
0.6% |
73% |
False |
False |
393 |
40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0039 |
0.5% |
87% |
False |
False |
243 |
60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
87% |
False |
False |
203 |
80 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0033 |
0.4% |
87% |
False |
False |
156 |
100 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0030 |
0.4% |
56% |
False |
False |
128 |
120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0028 |
0.4% |
56% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7877 |
2.618 |
0.7783 |
1.618 |
0.7726 |
1.000 |
0.7690 |
0.618 |
0.7668 |
HIGH |
0.7633 |
0.618 |
0.7611 |
0.500 |
0.7604 |
0.382 |
0.7597 |
LOW |
0.7575 |
0.618 |
0.7539 |
1.000 |
0.7518 |
1.618 |
0.7482 |
2.618 |
0.7424 |
4.250 |
0.7331 |
|
|
Fisher Pivots for day following 22-Feb-2019 |
Pivot |
1 day |
3 day |
R1 |
0.7622 |
0.7622 |
PP |
0.7613 |
0.7613 |
S1 |
0.7604 |
0.7604 |
|