CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 25-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2019 |
25-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7578 |
0.7636 |
0.0058 |
0.8% |
0.7574 |
| High |
0.7633 |
0.7646 |
0.0013 |
0.2% |
0.7633 |
| Low |
0.7575 |
0.7598 |
0.0022 |
0.3% |
0.7554 |
| Close |
0.7632 |
0.7599 |
-0.0033 |
-0.4% |
0.7632 |
| Range |
0.0058 |
0.0049 |
-0.0009 |
-15.7% |
0.0079 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
1.1% |
0.0000 |
| Volume |
167 |
1,409 |
1,242 |
743.7% |
5,023 |
|
| Daily Pivots for day following 25-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7760 |
0.7728 |
0.7626 |
|
| R3 |
0.7711 |
0.7679 |
0.7612 |
|
| R2 |
0.7663 |
0.7663 |
0.7608 |
|
| R1 |
0.7631 |
0.7631 |
0.7603 |
0.7623 |
| PP |
0.7614 |
0.7614 |
0.7614 |
0.7610 |
| S1 |
0.7582 |
0.7582 |
0.7595 |
0.7574 |
| S2 |
0.7566 |
0.7566 |
0.7590 |
|
| S3 |
0.7517 |
0.7534 |
0.7586 |
|
| S4 |
0.7469 |
0.7485 |
0.7572 |
|
|
| 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 |
0.7646 |
0.7554 |
0.0093 |
1.2% |
0.0044 |
0.6% |
49% |
True |
False |
1,286 |
| 10 |
0.7646 |
0.7517 |
0.0129 |
1.7% |
0.0041 |
0.5% |
64% |
True |
False |
730 |
| 20 |
0.7675 |
0.7517 |
0.0158 |
2.1% |
0.0041 |
0.5% |
52% |
False |
False |
459 |
| 40 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0040 |
0.5% |
77% |
False |
False |
275 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0037 |
0.5% |
77% |
False |
False |
226 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0034 |
0.4% |
77% |
False |
False |
173 |
| 100 |
0.7841 |
0.7347 |
0.0494 |
6.5% |
0.0030 |
0.4% |
51% |
False |
False |
142 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0028 |
0.4% |
49% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7852 |
|
2.618 |
0.7773 |
|
1.618 |
0.7724 |
|
1.000 |
0.7695 |
|
0.618 |
0.7676 |
|
HIGH |
0.7646 |
|
0.618 |
0.7627 |
|
0.500 |
0.7622 |
|
0.382 |
0.7616 |
|
LOW |
0.7598 |
|
0.618 |
0.7568 |
|
1.000 |
0.7549 |
|
1.618 |
0.7519 |
|
2.618 |
0.7471 |
|
4.250 |
0.7391 |
|
|
| Fisher Pivots for day following 25-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7622 |
0.7611 |
| PP |
0.7614 |
0.7607 |
| S1 |
0.7607 |
0.7603 |
|