CME Canadian Dollar Future June 2019
| Trading Metrics calculated at close of trading on 28-Feb-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2019 |
28-Feb-2019 |
Change |
Change % |
Previous Week |
| Open |
0.7625 |
0.7624 |
-0.0001 |
0.0% |
0.7574 |
| High |
0.7642 |
0.7629 |
-0.0013 |
-0.2% |
0.7633 |
| Low |
0.7619 |
0.7592 |
-0.0027 |
-0.4% |
0.7554 |
| Close |
0.7624 |
0.7629 |
0.0005 |
0.1% |
0.7632 |
| Range |
0.0023 |
0.0037 |
0.0015 |
64.4% |
0.0079 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1,418 |
787 |
-631 |
-44.5% |
5,023 |
|
| Daily Pivots for day following 28-Feb-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7728 |
0.7715 |
0.7649 |
|
| R3 |
0.7691 |
0.7678 |
0.7639 |
|
| R2 |
0.7654 |
0.7654 |
0.7636 |
|
| R1 |
0.7641 |
0.7641 |
0.7632 |
0.7648 |
| PP |
0.7617 |
0.7617 |
0.7617 |
0.7620 |
| S1 |
0.7604 |
0.7604 |
0.7626 |
0.7611 |
| S2 |
0.7580 |
0.7580 |
0.7622 |
|
| S3 |
0.7543 |
0.7567 |
0.7619 |
|
| S4 |
0.7506 |
0.7530 |
0.7609 |
|
|
| 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 |
0.7575 |
0.0071 |
0.9% |
0.0042 |
0.5% |
76% |
False |
False |
886 |
| 10 |
0.7646 |
0.7517 |
0.0129 |
1.7% |
0.0041 |
0.5% |
87% |
False |
False |
954 |
| 20 |
0.7675 |
0.7517 |
0.0158 |
2.1% |
0.0039 |
0.5% |
71% |
False |
False |
586 |
| 40 |
0.7675 |
0.7350 |
0.0325 |
4.3% |
0.0040 |
0.5% |
86% |
False |
False |
342 |
| 60 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0038 |
0.5% |
86% |
False |
False |
271 |
| 80 |
0.7675 |
0.7347 |
0.0328 |
4.3% |
0.0034 |
0.5% |
86% |
False |
False |
209 |
| 100 |
0.7772 |
0.7347 |
0.0425 |
5.6% |
0.0031 |
0.4% |
66% |
False |
False |
170 |
| 120 |
0.7857 |
0.7347 |
0.0510 |
6.7% |
0.0028 |
0.4% |
55% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7786 |
|
2.618 |
0.7726 |
|
1.618 |
0.7689 |
|
1.000 |
0.7666 |
|
0.618 |
0.7652 |
|
HIGH |
0.7629 |
|
0.618 |
0.7615 |
|
0.500 |
0.7611 |
|
0.382 |
0.7606 |
|
LOW |
0.7592 |
|
0.618 |
0.7569 |
|
1.000 |
0.7555 |
|
1.618 |
0.7532 |
|
2.618 |
0.7495 |
|
4.250 |
0.7435 |
|
|
| Fisher Pivots for day following 28-Feb-2019 |
| Pivot |
1 day |
3 day |
| R1 |
0.7623 |
0.7622 |
| PP |
0.7617 |
0.7615 |
| S1 |
0.7611 |
0.7608 |
|